N°14-44: Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland, D. Ardila, P. Cauwels, D. Sanadgol, and D. Sornette, 2014.
D. Sornette, D. Ardila, P. Cauwels, D. Sanadgol
Working Papers
N°14-43: Estimating Aggregate Autoregressive Processes When Only Macro Data are Available, E. Jondeau and F. Pelgrin, 2014.
E. Jondeau, F. Pelgrin
Working Papers
N°14-42: A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry, A. Andrikogiannopoulou and F. Papakonstantinou, 2014.
A. Andrikogiannopoulou and F. Papakonstantinou
Working Papers
N°14-41: Asset Prices with Temporary Shocks to Consumption, W. Pohl, K. Schmedders, and O. Wilms, 2014.
K. Schmedders, W. Pohl and O. Wilms
Working Papers
N°14-40: A Fast, Accurate Method for Value at Risk and Expected Shortfall, J. Krause and M. S. Paolella, 2014.
M. Paolella, J. Krause
Working Papers
N°14-39: Competition and Financial Structure: Evidence from Airlines, G. Parise, 2014.
N°14-38: Model Uncertainty and Scenario Aggregation, M. Cambou and D. Filipovic, 2014.
D. Filipović, M. Cambou
Working Papers
N°14-37: Concavity of the Consumption Function with Recursive Preferences, S. Malamud, 2014.
S. Malamud
Working Papers
N° 13-36: Sudden Spikes in Global Risk
P. Bacchetta, E. van Wincoop
Working Papers