Publications

Human Population and Atmospheric Carbon Dioxide Growth Dynamics: Diagnostics for the Future

D. Sornette, A. D. Hüsler
Academic Publications
1 jan. 2014
Upcoming

How Much is the Whole Really More than the Sum of its Parts: 1+1=2.5. Superlinear Productivity in Collective Group Actions

D. Sornette, T. Maillart, and G. Ghezzi
Academic Publications
1 jan. 2014
Upcoming

Hedging of Long Term Zero-coupon Bonds in a Market Model with Reinvestment Risk

M. Wüthrich, D. Stefanovits
Academic Publications
1 jan. 2014
Upcoming

Hedging in an Illiquid Binomial Market

H. Soner, S. Gökay
Academic Publications
1 jan. 2014
Upcoming

Hedge Fund Managers: Luck and Dynamic Assessment

O. Scaillet, G. Criton
Academic Publications
1 jan. 2014
Upcoming

Hazardous Times for Monetary Policy: What do Twenty-Three Million Bank Loans Say About The Effects of Monetary Policy on Credit Risk-Taking?

S. Ongena, G. Jiménez, J. Peydró, and J. Saurina
Academic Publications
1 jan. 2014

Handbooks in Economics – Computational Economics Volume 3

K. Schmedders, K.L. Judd
Academic Publications
1 jan. 2014
Upcoming

Fractal Multi-level Organisation of Human Groups in a Virtual World

D. Sornette, B. Fuchs and S. Thurner
Academic Publications
1 jan. 2014
Upcoming

Follow the Money: The Monetary Roots of Bubbles and Crashes

D. Sornette, F. Corsi
Academic Publications
1 jan. 2014

Financial Brownian Particle in the Critical Order Book Fluid and Fluctuation-Dissipation Theorems

D. Sornette, Y. Yura, H.Takayasu and M. Takayas
Academic Publications
1 jan. 2014

Extreme-quantile Tracking for Financial Time Series

P. Embrechts, V. Chavez-Demoulin and S. Sardy
Academic Publications
1 jan. 2014

Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty

P. Collin-Dufresne, J. Hugonnier
Academic Publications
1 jan. 2014

Estimating Aggregate Autoregressive Processes When Only Macro Data Are Available

E. Jondeau, F. Pelgrin
Academic Publications
1 jan. 2014
Upcoming

Efficient Pricing of Energy Derivatives, in Energy Pricing Models: Recent Advances, Methods, and Tools

A. Trolle, ed. Marcel Prokopczuk
Academic Publications
1 jan. 2014
Upcoming

Efficiency in Large Dynamic Panel Models with Common Factors

C. Gouriéroux
Academic Publications
1 jan. 2014
Upcoming
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