Publications

N°14-50: Dealer Networks, D. Li and N. Schürhoff, 2014.

N. Schürhoff, D. Li
Working Papers

N°14-49: Are Institutions Informed About News?, T. Hendershott, D. Livdan, and N. Schürhoff, 2014.

N. Schürhoff, T. Hendershott, D. Livdan
Working Papers

N°14-48: Power Law Scaling and “Dragon-Kings" in Distributions of Intraday Financial Drawdowns, V. Filimonov and D. Sornette, 2014.

D. Sornette, V. Filimonov
Working Papers

N°14-47: Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects, I. Chaieb, V. R. Errunza, and R. Gibson Brandon, 2014.

I. Chaieb, R. Gibson Brandon, V. R. Errunza
Working Papers

N°14-46: Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology, P. Cauwels, L. Fievet, Z. Forro, and D. Sornette, 2014.

D. Sornette, P. Cauwels, L. Fievet, Z. Forro
Working Papers

N°14-45: Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures, J. V. Escobar and D. Sornette, 2014.

D. Sornette, J. V. Escobar
Working Papers

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.

G. Parise
Working Papers

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
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