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
Editorial: Special issue on “Extremes in Finance"
P. Embrechts, NA
Academic Publications
1 Jan. 2014
Upcoming
Edited Volume “Extremes in Finance"
P. Embrechts
Academic Publications
1 Jan. 2014
Economic Uncertainty, Disagreement, and Credit Markets
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1 Jan. 2014
Upcoming
Dynamics and Spatial Distribution of Global Nighttime Lights
D. Sornette, P. Cauwels, N. Pestalozzi
Academic Publications
1 Jan. 2014
Demand of Insurance under the Cost-of-capital Premium Calculation Principle
M. Wüthrich, M. Merz
Academic Publications
1 Jan. 2014
Upcoming
Corporate Finance: Grundlagen von Finanzierung und Investition, with R. Volkart, 2014, Versus Verlag (Zürich).
R. Volkart
Academic Publications
1 Jan. 2014
Upcoming
Conditions for Quantum Interference in Cognitive Sciences
D. Sornette, V.I. Yukalov
Academic Publications
1 Jan. 2014
Upcoming
Computing All Solutions to Polynomial Equations in Economics
K. Schmedders, Kenneth L. Judd
Academic Publications
1 Jan. 2014
Upcoming
Competition in Banking, in Handbook of Banking, 2nd Edition
S. Ongena, H. Degryse, P. Morales Acevedo ed. A.N. Berger, P. Molyneux, and J.O. Wilson
Academic Publications
1 Jan. 2014
Upcoming
Characterization of the Tail of the Distribution of Earthquake Magnitudes by combining the GEV and GPD descriptions of Extreme Value Theory
D. Sornette, V.F. Pisarenko and M.V. Rodkin
Academic Publications
1 Jan. 2014