Information Percolation in Segmented Markets
S. Malamud, D. Duffie and G. Manso
Academic Publications
1 jan. 2014
Upcoming
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
D. Sornette, W. Yan and R. Woodard
Academic Publications
1 jan. 2014
Upcoming
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