Symmetric Thermal Optimal Path and Time-dependent Lead-lag Relationship: Novel Statistical Tests and Application to UK and US Real-estate and Monetary Policies
D. Sornette, H. Meng, W-Z. Zhou
Academic Publications
1 jan. 2016
Scientific Research Measures
L. Mancini, M. Frittelli and I. Peri
Academic Publications
1 jan. 2016
Risky Utilities, Economic Theory
J. Rochet, G. Roger
Academic Publications
1 jan. 2016
Reinsurance: Actuarial and Financial Aspects (Statistics in Practice)
H. Albrecher, J. Teugels
Academic Publications
1 jan. 2016
Quantum Probability and Quantum Decision Making
D. Sornette, V.I. Yukalov
Academic Publications
1 jan. 2016
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