Quadratic Variance Swap Models
D. Filipović, L. Mancini, E. Gourier
Academic Publications
1. Jan. 2016
Polynomial Preserving Diffusions and Applications in Finance
D. Filipović, M. Larsson
Academic Publications
1. Jan. 2016
N°16-01: Measuring House Price Bubbles, Steven C. BOURASSA, Martin HOESLI, Elias OIKARINEN, 2016.
M. Hoesli, Steven C. BOURASSA and Elias OIKARINEN
Working Papers
1. Jan. 2016
News Dissemination and Investor Attention
F. Degeorge, R. Boulland and E. Ginglinger
Academic Publications
1. Jan. 2016
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
G. Barone-Adesi, N. Carcano
Academic Publications
1. Jan. 2016
Model Uncertainty and Scenario Aggregation
D. Filipović, M. Cambou
Academic Publications
1. Jan. 2016
Liquidation with Self-Exciting Price Impact
T. Cayé and J. Muhle-Karbe
Academic Publications
1. Jan. 2016
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
O. Scaillet, P. Bajgrowicz and A. Treccani
Academic Publications
1. Jan. 2016
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
P. Collin-Dufresne, V. Fos
Academic Publications
1. Jan. 2016
Innovation, Growth and Asset Prices
L. Schmid and H. Kung
Academic Publications
1. Jan. 2016
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
V. Bogousslavky
Academic Publications
1. Jan. 2016
Information Percolation, Momentum and Reversal
D. Andrei and J. Cujean
Academic Publications
1. Jan. 2016
How Does Corporate Investment Respond to Entry Threat?
P. Valta, L. Frésard
Academic Publications
1. Jan. 2016