Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Papers / arXiv.org

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19010000.09
19970.2151560.41360040.270.09
19980.40.21445970.1213915633.30.13
19990.070.2753112100.092115947540.080.16
20000.080.3974186230.1224097810040.050.16
20010.130.3797283560.23441271643.8130.130.17
20020.160.38113396810.23721712850190.170.18
20030.150.4107503680.142142103151.640.040.19
20040.130.431506531220.194122202920.7130.090.19
20050.130.451898421690.23022573342.4140.070.24
20060.190.4624510872390.222363396618.280.030.2
20070.120.3928913762490.184034345232.7200.070.17
20080.150.4130316794160.253805348223.2170.060.18
20090.170.3734320224670.2334559210130.7310.090.18
20100.20.3348725095680.2333464612629.4320.070.16
20110.190.4553330428470.2832283015935.8870.160.23
20120.190.4662136638920.24211102019340.4520.080.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2002On the coherence of Expected Shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Papers. RePEc:arx:papers:cond-mat/0104295.

Full description at Econpapers || Download paper

101
2007The Product Space Conditions the Development of Nations. (2007). Hidalgo, Cesar ; Hausmann, Ricardo ; A. -L. Barabasi, ; Klinger, B.. In: Papers. RePEc:arx:papers:0708.2090.

Full description at Econpapers || Download paper

98
1999Scaling of the distribution of fluctuations of financial market indices. (1999). Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Luis A. Nunes Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9905305.

Full description at Econpapers || Download paper

57
1998Universal features in the growth dynamics of complex organizations. (1998). canning, david ; Stanley, Eugene H. ; Lee, Youngki ; Young Ki Lee, ; Meyer, Martin ; Luis A. N. Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9804100.

Full description at Econpapers || Download paper

53
1999Scaling of the distribution of price fluctuations of individual companies. (1999). Stanley, H. E. ; Plerou, V. ; Gopikrishnan, P. ; Meyer, M. ; L. A. N. Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9907161.

Full description at Econpapers || Download paper

53
2004The long memory of the efficient market. (2004). Farmer, J. ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:cond-mat/0311053.

Full description at Econpapers || Download paper

49
1999The statistical properties of the volatility of price fluctuations. (1999). Peng, Chung-Kang ; LIU, Yanhui ; Cizeau, Pierre ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:cond-mat/9903369.

Full description at Econpapers || Download paper

46
1997Scaling behavior in economics: I. Empirical results for company growth. (1997). Salinger, Michael ; Stanley, H. E. ; Buldyrev, S. V. ; Havlin, S. ; Maass, P. ; M. H. R. Stanley, ; L. A. N. Amaral, ; Leschhorn, H.. In: Papers. RePEc:arx:papers:cond-mat/9702082.

Full description at Econpapers || Download paper

42
1999Universal and non-universal properties of cross-correlations in financial time series. (1999). Rosenow, Bernd ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Luis A. Nunes Amaral, ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:cond-mat/9902283.

Full description at Econpapers || Download paper

40
2000Statistical mechanics of money. (2000). Dragulescu, Adrian ; Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:cond-mat/0001432.

Full description at Econpapers || Download paper

40
2009Colloquium: Statistical mechanics of money, wealth, and income. (2009). Rosser, Barkley ; Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:0905.1518.

Full description at Econpapers || Download paper

39
2009The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890.

Full description at Econpapers || Download paper

39
2004What really causes large price changes?. (2004). Farmer, J. ; Sen, Anindya ; Mike, Szabolcs ; Gillemot, Laszlo ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:cond-mat/0312703.

Full description at Econpapers || Download paper

38
2000Statistical Properties of Share Volume Traded in Financial Markets. (2000). Gabaix, Xavier ; Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran . In: Papers. RePEc:arx:papers:cond-mat/0008113.

Full description at Econpapers || Download paper

36
2001Quantifying Stock Price Response to Demand Fluctuations. (2001). Gabaix, Xavier ; Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran . In: Papers. RePEc:arx:papers:cond-mat/0106657.

Full description at Econpapers || Download paper

35
1998Inverse Cubic Law for the Probability Distribution of Stock Price Variations. (1998). Stanley, Eugene H ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Luis A Nunes Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9803374.

Full description at Econpapers || Download paper

34
2004The Predictive Power of Zero Intelligence in Financial Markets. (2004). Zovko, Ilija ; Farmer, J. ; Patelli, Paolo. In: Papers. RePEc:arx:papers:cond-mat/0309233.

Full description at Econpapers || Download paper

34
2000Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). Scalas, Enrico ; Raberto, Marco ; Gorenflo, Rudolf ; Mainardi, Francesco . In: Papers. RePEc:arx:papers:cond-mat/0006454.

Full description at Econpapers || Download paper

34
1997Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama . In: Papers. RePEc:arx:papers:cond-mat/9705087.

Full description at Econpapers || Download paper

33
2010Optimal execution strategies in limit order books with general shape functions. (2010). Schied, Alexander ; Schulz, Antje ; Alfonsi, Aur'elien . In: Papers. RePEc:arx:papers:0708.1756.

Full description at Econpapers || Download paper

33
2008Multifractal detrended cross-correlation analysis for two nonstationary signals. (2008). Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:0803.2773.

Full description at Econpapers || Download paper

33
2001Significance of log-periodic precursors to financial crashes. (2001). Johansen, A. ; Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0106520.

Full description at Econpapers || Download paper

31
2005The Growth of Business Firms: Theoretical Framework and Empirical Evidence. (2005). Riccaboni, Massimo ; Pammolli, Fabio ; Fu, Dongfeng ; Buldyrev, S. V. ; Yamasaki, Kazuko ; Matia, Kaushik ; Stanley, H. E.. In: Papers. RePEc:arx:papers:physics/0512005.

Full description at Econpapers || Download paper

31
2005Structure and Evolution of the World Trade Network. (2005). Garlaschelli, D. ; Loffredo, M. I.. In: Papers. RePEc:arx:papers:physics/0502066.

Full description at Econpapers || Download paper

30
2001Expected Shortfall: a natural coherent alternative to Value at Risk. (2001). Tasche, Dirk ; Acerbi, Carlo. In: Papers. RePEc:arx:papers:cond-mat/0105191.

Full description at Econpapers || Download paper

30
2001Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States. (2001). Dragulescu, Adrian ; Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:cond-mat/0103544.

Full description at Econpapers || Download paper

30
2003Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Papers. RePEc:arx:papers:cond-mat/0307332.

Full description at Econpapers || Download paper

29
2002Expected Shortfall and Beyond. (2002). Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0203558.

Full description at Econpapers || Download paper

29
2003Critical Market Crashes. (2003). Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0301543.

Full description at Econpapers || Download paper

28
1997Physics of Finance. (1997). Ilinski, Kirill. In: Papers. RePEc:arx:papers:hep-th/9710148.

Full description at Econpapers || Download paper

28
2001Testing the Gaussian Copula Hypothesis for Financial Assets Dependences. (2001). Malevergne, Yannick ; Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0111310.

Full description at Econpapers || Download paper

28
2004Fitness-dependent topological properties of the World Trade Web. (2004). Garlaschelli, D. ; Loffredo, M. I.. In: Papers. RePEc:arx:papers:cond-mat/0403051.

Full description at Econpapers || Download paper

28
2008How markets slowly digest changes in supply and demand. (2008). Farmer, J. ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:0809.0822.

Full description at Econpapers || Download paper

27
2005Utility maximization in incomplete markets. (2005). Muller, Matthias ; Hu, Ying ; Imkeller, Peter . In: Papers. RePEc:arx:papers:math/0508448.

Full description at Econpapers || Download paper

27
2004Networks of equities in financial markets. (2004). Mantegna, Rosario ; Lillo, F. ; Micciche, S. ; Vandewalle, N. ; Caldarelli, G. ; Bonanno, G.. In: Papers. RePEc:arx:papers:cond-mat/0401300.

Full description at Econpapers || Download paper

26
2003Multifractal Properties of Price Fluctuations of Stocks and Commodities. (2003). Stanley, Eugene H. ; Ashkenazy, Yosef ; Matia, Kaushik . In: Papers. RePEc:arx:papers:cond-mat/0308012.

Full description at Econpapers || Download paper

25
2001Expected Shortfall as a Tool for Financial Risk Management. (2001). Acerbi, Carlo ; Nordio, Claudio ; Sirtori, Carlo . In: Papers. RePEc:arx:papers:cond-mat/0102304.

Full description at Econpapers || Download paper

24
2000Fractional calculus and continuous-time finance. (2000). Scalas, Enrico ; Gorenflo, Rudolf ; Mainardi, Francesco . In: Papers. RePEc:arx:papers:cond-mat/0001120.

Full description at Econpapers || Download paper

23
2001Agent-based simulation of a financial market. (2001). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Papers. RePEc:arx:papers:cond-mat/0103600.

Full description at Econpapers || Download paper

23
2008Consistent price systems and face-lifting pricing under transaction costs. (2008). Mikl'os R'asonyi, ; Schachermayer, Walter ; Guasoni, Paolo . In: Papers. RePEc:arx:papers:0803.4416.

Full description at Econpapers || Download paper

21
2004Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact. (2004). Silva, Christian A. ; Yakovenko, Victor M. ; Prange, Richard E.. In: Papers. RePEc:arx:papers:cond-mat/0401225.

Full description at Econpapers || Download paper

21
2004Pareto Law in a Kinetic Model of Market with Random Saving Propensity. (2004). Chatterjee, Arnab ; Manna, S. S. ; Chakrabarti, Bikas K.. In: Papers. RePEc:arx:papers:cond-mat/0301289.

Full description at Econpapers || Download paper

21
2007Kinetic Exchange Models for Income and Wealth Distributions. (2007). Chatterjee, Arnab ; Chakrabarti, Bikas K.. In: Papers. RePEc:arx:papers:0709.1543.

Full description at Econpapers || Download paper

20
2002Waiting-times and returns in high-frequency financial data: an empirical study. (2002). Scalas, Enrico ; Raberto, Marco ; Mainardi, F.. In: Papers. RePEc:arx:papers:cond-mat/0203596.

Full description at Econpapers || Download paper

20
2000Statistical mechanics of money: How saving propensity affects its distribution. (2000). Chakraborti, Anirban ; Chakrabarti, Bikas K.. In: Papers. RePEc:arx:papers:cond-mat/0004256.

Full description at Econpapers || Download paper

19
2007Agent-based Models of Financial Markets. (2007). Lux, Thomas ; Stauffer, D. ; Zschischang, E. ; Samanidou, E.. In: Papers. RePEc:arx:papers:physics/0701140.

Full description at Econpapers || Download paper

19
2008Stock price jumps: news and volume play a minor role. (2008). Joulin, Armand ; Bouchaud, Jean-Philippe ; Grunberg, Daniel ; Lefevre, Augustin . In: Papers. RePEc:arx:papers:0803.1769.

Full description at Econpapers || Download paper

19
2011The network of global corporate control. (2011). Vitali, Stefania ; Glattfelder, James ; battiston, stefano. In: Papers. RePEc:arx:papers:1107.5728.

Full description at Econpapers || Download paper

18
2005The Production Function. (2005). Fioretti, Guido. In: Papers. RePEc:arx:papers:physics/0511191.

Full description at Econpapers || Download paper

18
2001Analyzing and modelling 1+1d markets. (2001). Challet, Damien ; Stinchcombe, Robin . In: Papers. RePEc:arx:papers:cond-mat/0106114.

Full description at Econpapers || Download paper

18

Citing documents used to compute impact factor 193:

YearTitleSee
2012Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The fractal energy measurement and the singularity energy spectrum analysis. (2012). Xiong, Gang ; Yang, Xiaoniu ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6347-6361.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory. (2012). Jarrow, Robert ; Protter, Philip . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:58-62.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Quasi-Monte Carlo methods for the Heston model. (2012). Baldeaux, Jan ; Roberts, Dale . In: Papers. RePEc:arx:papers:1202.3217.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Quasi-Monte Carol Methods for the Heston Model. (2012). Baldeaux, Jan ; Roberts, Dale . In: Research Paper Series. RePEc:uts:rpaper:307.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Risk Premia and Optimal Liquidation of Credit Derivatives. (2012). Leung, Tim ; Liu, Peng . In: Papers. RePEc:arx:papers:1110.0220.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting. (2012). Pallavicini, Andrea ; Brigo, Damiano ; Liu, Qing ; BUESCU, CRISTIN . In: Papers. RePEc:arx:papers:1207.2316.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments. (2012). Pallavicini, Andrea ; Brigo, Damiano ; Perini, Daniele . In: Papers. RePEc:arx:papers:1210.3811.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending. (2012). Brigo, Damiano. In: Papers. RePEc:arx:papers:1111.1331.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The role of distances in the World Trade Web. (2012). Garlaschelli, Diego ; Squartini, Tiziano ; Basosi, Riccardo ; Ruzzenenti, Franco ; Picciolo, Francesco . In: Papers. RePEc:arx:papers:1210.3269.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The International Trade Network in Space and Time. (2012). Fagiolo, Giorgio ; De Benedictis, Luca ; Abbate, Angela ; Tajoli, Lucia . In: LEM Papers Series. RePEc:ssa:lemwps:2012/17.

Full description at Econpapers || Download paper

[Citation Analysis]
2012How Do Aggregate Fluctuations Depend on the Network Structure of the Economy?. (2012). Burlon, Lorenzo. In: Working Papers in Economics. RePEc:bar:bedcje:2012278.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A method for detection of abrupt changes in the financial market combining wavelet decomposition and correlation graphs. (2012). Caetano, Marco Antonio Leonel, ; Yoneyama, Takashi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4877-4882.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk. (2012). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce ; JosephE. Stiglitz, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1121-1141.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process. (2012). Veliyev, Bezirgen ; Bayer, Christian . In: Papers. RePEc:arx:papers:1209.5175.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Identifying financial crises in real time. (2012). Fonseca, Eder Lucio ; Muruganandam, Paulsamy ; Cerdeira, Hilda A. ; Ferreira, Fernando F.. In: Papers. RePEc:arx:papers:1204.3136.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets. (2012). Linders, Daniël ; Dhaene, Jan ; Schoutens, Wim ; Vyncke, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:357-370.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Affine processes on positive semidefinite d×d matrices have jumps of finite variation in dimension d>1. (2012). Mayerhofer, Eberhard . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:10:p:3445-3459.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Short-time asymptotics for marginal distributions of semimartingales. (2012). Bentata, Amel ; Cont, Rama . In: Papers. RePEc:arx:papers:1202.1302.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Short-time asymptotics for marginal distributions of semimartingales. (2012). Bentata, Amel ; Cont, Rama . In: Working Papers. RePEc:hal:wpaper:hal-00667112.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage. (2012). Kemp-Benedict, Eric. In: Papers. RePEc:arx:papers:1202.5926.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Price and Quantity Trajectories: Second-order Dynamics. (2012). Kemp-Benedict, Eric. In: Papers. RePEc:arx:papers:1204.3156.

Full description at Econpapers || Download paper

[Citation Analysis]
2012City, sustainable development engine. (2012). Voiculet, Alina ; RUXANDA, Mihaela ; SIMA, Isabella ; MARIN, Camelia . In: Anale. Seria Stiinte Economice. Timisoara. RePEc:tdt:annals:v:xviii:y:2012:p:425-430.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Estimating the diffusion coefficient function for a diversified world stock index. (2012). Platen, Eckhard ; Ignatieva, Katja . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:1333-1349.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Systems of Brownian particles with asymmetric collisions. (2012). Karatzas, Ioannis ; Pal, Soumik ; Shkolnikov, Mykhaylo . In: Papers. RePEc:arx:papers:1210.0259.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Large systems of diffusions interacting through their ranks. (2012). Shkolnikov, Mykhaylo . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:4:p:1730-1747.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The space-fractional Poisson process. (2012). Orsingher, Enzo ; Polito, Federico . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:4:p:852-858.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Measuring statistical evenness: A panoramic overview. (2012). Eliazar, Iddo I. ; Sokolov, Igor M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1323-1353.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Weighted-indexed semi-Markov models for modeling financial returns. (2012). Petroni, Filippo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1205.2551.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A parsimonious model for intraday European option pricing. (2012). Scalas, Enrico ; Politi, Mauro . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201214.

Full description at Econpapers || Download paper

[Citation Analysis]
2012How does the market react to your order flow?. (2012). Farmer, J. ; Toth, Bence ; Eisler, Zoltan ; Kockelkoren, Julien ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1104.0587.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20125.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets. (2012). Yu, Xiang . In: Papers. RePEc:arx:papers:1112.2940.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Downside risk and the energy hedgers horizon. (2012). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201219.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust. (2012). Gabriel, Stuart ; cotter, john ; Roll, Richard . In: Papers. RePEc:arx:papers:1208.0371.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust. (2012). Gabriel, Stuart ; cotter, john ; Roll, Richard . In: Working Papers. RePEc:ucd:wpaper:201217.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A study of the interplay between the structure variation and fluctuations of the Shanghai stock market. (2012). Sen, Hu ; Chunxia, Yang ; Bingying, Xia ; Rui, Wang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3198-3205.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The endogenous dynamics of financial markets: Interaction and information dissemination. (2012). Xia, BingYing ; Hu, Sen ; Yang, Chunxia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3513-3525.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modeling extreme dependence between European electricity markets. (2012). Lindstrm, Erik ; Regland, Fredrik . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:4:p:899-904.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets. (2012). Zarraga, Ainhoa ; Ciarreta Antuñano, Aitor ; Alonso, Ainhoa Zarraga ; Antuano, Aitor Ciarreta . In: BILTOKI. RePEc:ehu:biltok:9184.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Impact of meta-order in the Minority Game. (2012). Barato, Andre Cardoso ; Marsili, Matteo ; Bardoscia, Marco ; Mastromatteo, Iacopo . In: Papers. RePEc:arx:papers:1112.3908.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1142-1161.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series. (2012). Morales, Raffaello ; Aste, Tomaso ; Di Matteo, T. ; Gramatica, Ruggero . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3180-3189.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Effects of the turnover rate on the size distribution of firms: An application of the kinetic exchange models. (2012). Chakrabarti, Anindya S.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6039-6050.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures. (2012). Linders, Daniël ; Goovaerts, Marc ; Van Weert, Koen ; Tank, Fatih . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The market impact of a limit order. (2012). Hautsch, Nikolaus ; Huang, Ruihong . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:4:p:501-522.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Maximizing the utility of consumption with commutable life annuities. (2012). Wang, Ting ; Young, Virginia R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Trading Strategies in the Overnight Money Market: Correlations and Clustering on the e-MID Trading Platform. (2012). Fricke, Daniel. In: Kiel Working Papers. RePEc:kie:kieliw:1766.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the non-stationarity of financial time series: impact on optimal portfolio selection. (2012). Scalas, Enrico ; Inoue, Jun-ichi ; Livan, Giacomo . In: Papers. RePEc:arx:papers:1205.0877.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On Admissible Strategies in Robust Utility Maximization. (2012). Owari, Keita. In: Papers. RePEc:arx:papers:1109.5512.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Asymptotic and non asymptotic approximations for option valuation. (2012). Gobet, Emmanuel ; Bompis, Romain . In: Post-Print. RePEc:hal:journl:hal-00720650.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A new look at short-term implied volatility in asset price models with jumps. (2012). Aleksandar Mijatovi'c, ; Tankov, Peter . In: Papers. RePEc:arx:papers:1207.0843.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The valuation of equity warrants in a fractional Brownian environment. (2012). Zhang, Weiguo ; Xiao, Weilin ; Xu, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1742-1752.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption. (2012). Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:1204.6483.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Money creation and financial instability: An agent-based credit network approach. (2012). Lengnick, Matthias ; Krug, Sebastian ; Wohltmann, Hans-Werner . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201261.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Continuous-time trading and the emergence of probability. (2012). Vovk, Vladimir . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:561-609.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal Portfolio Liquidation with Limit Orders. (2012). LEHALLE, Charles-Albert ; Olivier Gu'eant, ; Tapia, Joaquin Fernandez . In: Papers. RePEc:arx:papers:1106.3279.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Dealing with the Inventory Risk. A solution to the market making problem. (2012). LEHALLE, Charles-Albert ; Olivier Gu'eant, ; Tapia, Joaquin Fernandez . In: Papers. RePEc:arx:papers:1105.3115.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modelling trades-through in a limit order book using hawkes processes. (2012). Pomponio, Fabrizio ; Toke, Ioane Muni . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201222.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modelling Trades-Through in a Limit Order Book Using Hawkes Processes. (2012). Pomponio, Fabrizio ; Toke, Ioane Muni . In: Post-Print. RePEc:hal:journl:hal-00745554.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Drift in transcation-level asset price models. (2012). . In: Working Papers. RePEc:hal:wpaper:hal-00756372.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Approximate hedging problem with transaction costs in stochastic volatility markets. (2012). Nguyen, Huu Thai ; Pergamenchtchikov, Serguei . In: Working Papers. RePEc:hal:wpaper:hal-00747689.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Portfolio Choice with Transaction Costs: a Users Guide. (2012). Muhle-Karbe, Johannes ; Guasoni, Paolo . In: Papers. RePEc:arx:papers:1207.7330.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Restructuring Counterparty Credit Risk. (2012). Oertel, Frank ; Brigo, Damiano ; ALBANESE, CLAUDIO . In: Papers. RePEc:arx:papers:1112.1607.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Collateralized CVA Valuation with Rating Triggers and Credit Migrations. (2012). Cialenco, Igor ; Bielecki, Tomasz R. ; IYIGUNLER, ISMAIL . In: Papers. RePEc:arx:papers:1205.6542.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Counterparty Risk and Funding: The Four Wings of the TVA. (2012). Ngor, Nathalie ; GRBAC, ZORANA ; St'ephane Cr'epey, ; Gerboud, R'emi . In: Papers. RePEc:arx:papers:1210.5046.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Fiancial Innovation, Structuring and Risk Transfer. (2012). vanini, paolo. In: MPRA Paper. RePEc:pra:mprapa:42536.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Markets Evolution After the Credit Crunch. (2012). Bianchetti, Marco ; Carlicchi, Mattia . In: MPRA Paper. RePEc:pra:mprapa:44023.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A top–bottom price approach to understanding financial fluctuations. (2012). Andrade, Roberto F. S., ; Miranda, Jose G. V., ; Rivera-Castro, Miguel A. ; Borges, Ernesto P. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1489-1496.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Psychophysics of time perception and valuation in temporal discounting of gain and loss. (2012). Han, Ruokang ; Takahashi, Taiki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6568-6576.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Agent-Based Modelling for Financial Markets. (2012). Iori, Giulia ; Porter, J.. In: Working Papers. RePEc:cty:dpaper:12/08.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Trading networks, abnormal motifs and stock manipulation. (2012). W.-X. Zhou, ; Jiang, Zhi-Qiang ; Zhang, Yong-Jie ; Xiong, Xiong ; Xie, Wen-Jie ; W. -X. Zhou, . In: Papers. RePEc:arx:papers:1301.0007.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Funded Bilateral Valuation Adjustment. (2012). Nordio, Claudio ; Giada, Lorenzo . In: Papers. RePEc:arx:papers:1211.1564.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal multifactor trading under proportional transaction costs. (2012). Martin, Richard J.. In: Papers. RePEc:arx:papers:1204.6488.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On a reduced form credit risk model with common shock and regime switching. (2012). Wang, Guojing ; Liang, Xue . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:567-575.

Full description at Econpapers || Download paper

[Citation Analysis]
2012High-frequency market-making with inventory constraints and directional bets. (2012). Labadie, Mauricio ; Fodra, Pietro . In: Papers. RePEc:arx:papers:1206.4810.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Empirical Evidence for the Structural Recovery Model. (2012). Becker, Alexander ; Schafer, Rudi ; Alexander F. R. Koivusalo, . In: Papers. RePEc:arx:papers:1203.3188.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Combinatorial Modelling and Learning with Prediction Markets. (2012). Hu, Jinli . In: Papers. RePEc:arx:papers:1201.3851.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The crisis of euro’s governance: institutional aspects and policy issues. (2012). Schiliro', Daniele. In: MPRA Paper. RePEc:pra:mprapa:40861.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity. (2012). Iori, Giulia ; Kovaleva, P.. In: Working Papers. RePEc:cty:dpaper:12/05.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market. (2012). Hudson, Robert ; Alzahrani, Ahmed A. ; Gregoriou, Andros . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:202-209.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modeling international crisis synchronization in the World Trade Web. (2012). Diaz-Guilera, Albert ; Gomez, Sergio ; Erola, Pau ; Arenas, alex . In: Papers. RePEc:arx:papers:1201.2024.

Full description at Econpapers || Download paper

[Citation Analysis]
2012.

Full description at Econpapers || Download paper

[Citation Analysis]
2012.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Growth and Size of Firms. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1208.1123.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao . In: Papers. RePEc:arx:papers:1208.2068.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR. (2012). Marco, Bianchetti ; Mattia, Carlicchi . In: MPRA Paper. RePEc:pra:mprapa:42248.

Full description at Econpapers || Download paper

[Citation Analysis]
2012An Optimal Execution Problem in Geometric Ornstein-Uhlenbeck Price Process. (2012). Kato, Takashi . In: Papers. RePEc:arx:papers:1107.1787.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal posting price of limit orders: learning by trading. (2012). LEHALLE, Charles-Albert ; Laruelle, Sophie ; Pages, Gilles . In: Papers. RePEc:arx:papers:1112.2397.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal execution and price manipulations in time-varying limit order books. (2012). Alfonsi, Aur'elien ; Jos'e Infante Acevedo, . In: Papers. RePEc:arx:papers:1204.2736.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal execution and price manipulations in time-varying limit order books. (2012). Alfonsi, Aurelien ; Acevedo, Jose Infante . In: Working Papers. RePEc:hal:wpaper:hal-00687193.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Hedging through a Limit Order Book with Varying Liquidity. (2012). Gencay, Ramazan ; Genay, Ramazan ; Agliardi, Rossella . In: Working Paper Series. RePEc:rim:rimwps:12_12.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity. (2012). Iori, Giulia ; Kovaleva, P.. In: Working Papers. RePEc:cty:dpaper:12/05.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal order placement in limit order markets. (2012). Kukanov, Arseniy ; Cont, Rama . In: Working Papers. RePEc:hal:wpaper:hal-00737491.

Full description at Econpapers || Download paper

[Citation Analysis]
2012High Frequency Market Making. (2012). Webster, Kevin ; Carmona, Rene . In: Papers. RePEc:arx:papers:1210.5781.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Dollar illiquidity and central bank swap arrangements during the global financial crisis. (2012). Spiegel, Mark ; Rose, Andrew ; AndrewK. Rose, . In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:326-340.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Bayesian logistic betting strategy against probability forecasting. (2012). Takemura, Akimichi ; Kumon, Masayuki ; Takeuchi, Kei ; Li, Jing . In: Papers. RePEc:arx:papers:1204.3496.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering. (2012). Frey, Rudiger ; Schmidt, Thorsten . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:1:p:105-133.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Monte Carlo Methods for Portfolio Credit Risk. (2012). Chan, Joshua ; Kroese, Dirk P. ; Brereton, Tim J.. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2012-579.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Fiancial Innovation, Structuring and Risk Transfer. (2012). vanini, paolo. In: MPRA Paper. RePEc:pra:mprapa:42536.

Full description at Econpapers || Download paper

[Citation Analysis]
2012BSDEs in Utility Maximization with BMO Market Price of Risk. (2012). Frei, Christoph ; Westray, Nicholas ; Mocha, Markus . In: Papers. RePEc:arx:papers:1107.0183.

Full description at Econpapers || Download paper

[Citation Analysis]
2012BSDEs in utility maximization with BMO market price of risk. (2012). Frei, Christoph ; Westray, Nicholas ; Mocha, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:6:p:2486-2519.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Papers. RePEc:arx:papers:1211.5502.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20125.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Bounds for rating override rates. (2012). Tasche, Dirk. In: Papers. RePEc:arx:papers:1203.2287.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Reading about the Financial Crisis: A Twenty-One-Book Review. (2012). Lo, Andrew. In: Journal of Economic Literature. RePEc:aea:jeclit:v:50:y:2012:i:1:p:151-78.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Eigenvector dynamics: general theory and some applications. (2012). Bouchaud, Jean-Philippe ; Allez, Romain . In: Papers. RePEc:arx:papers:1203.6228.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Large deviations for the extended Heston model: the large-time case. (2012). Jacquier, Antoine ; Mijatovic, Aleksandar . In: Papers. RePEc:arx:papers:1203.5020.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Permit allocation in emissions trading using the Boltzmann distribution. (2012). Kim, Chae Un ; Isard, Walter ; Park, Ji-Won . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4883-4890.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (2012). Lipton, Alexander ; Andersen, Leif . In: Papers. RePEc:arx:papers:1206.6787.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modeling the roles of heterogeneity, substitution, and inventories in the assessment of natural disaster economic costs. (2012). Hallegatte, Stephane. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6047.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Firm-network characteristics and economic robustness to natural disasters. (2012). Henriet, Fanny ; Hallegatte, Stephane ; Tabourier, Lionel . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:1:p:150-167.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Simple arbitrage. (2012). Bender, Christian . In: Papers. RePEc:arx:papers:1210.5391.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A tractable LIBOR model with default risk. (2012). Papapantoleon, Antonis ; GRBAC, ZORANA . In: Papers. RePEc:arx:papers:1202.0587.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Kinetic models for socio-economic dynamics of speculative markets. (2012). Maldarella, Dario ; Pareschi, Lorenzo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:715-730.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Local Volatility Pricing Models for Long-dated FX Derivatives. (2012). Rayée, Grégory ; Gr'egory Ray'ee, ; Deelstra, Griselda . In: Papers. RePEc:arx:papers:1204.0633.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Heterogeneous gain learning and the dynamics of asset prices. (2012). Lebaron, Blake. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:424-445.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending. (2012). Brigo, Damiano. In: Papers. RePEc:arx:papers:1111.1331.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Modeling international crisis synchronization in the World Trade Web. (2012). Diaz-Guilera, Albert ; Gomez, Sergio ; Erola, Pau ; Arenas, alex . In: Papers. RePEc:arx:papers:1201.2024.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A study of the interplay between the structure variation and fluctuations of the Shanghai stock market. (2012). Sen, Hu ; Chunxia, Yang ; Bingying, Xia ; Rui, Wang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3198-3205.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Comprehensive analysis of market conditions in the foreign exchange market. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Hoyst, Janusz . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:7:y:2012:i:2:p:167-179.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk. (2012). Liang, Gechun ; Henderson, Vicky . In: Papers. RePEc:arx:papers:1111.3856.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The Impacts of Automation and High Frequency Trading on Market Quality. (2012). Castura, Jeff ; Litzenberger, Robert ; Gorelick, Richard . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:59-98.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. (2012). Acciaio, Beatrice ; Penner, Irina ; Follmer, Hans . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:669-709.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Redistribution spurs growth by using a portfolio effect on human capital. (2012). Schweitzer, Frank ; Lorenz, Jan ; Paetzel, Fabian . In: Papers. RePEc:arx:papers:1210.3716.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory. (2012). Jarrow, Robert ; Protter, Philip . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:58-62.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Strict local martingale deflators and valuing American call-type options. (2012). Bayraktar, Erhan ; Kardaras, Constantinos ; Xing, Hao . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:2:p:275-291.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs. (2012). Zitkovic, Gordan ; Sirbu, Mihai ; Choi, Jin Hyuk . In: Papers. RePEc:arx:papers:1204.0305.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Option Pricing and Hedging with Small Transaction Costs. (2012). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1209.2555.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process. (2012). Veliyev, Bezirgen ; Bayer, Christian . In: Papers. RePEc:arx:papers:1209.5175.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs. (2012). Lépinette, Emmanuel ; Lepinette, Emmanuel ; Ostafe, Lavinia ; Klein, Irene . In: Papers. RePEc:arx:papers:1211.0443.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Leverage management in a bull–bear switching market. (2012). Wang, Hefei ; Yang, Zhou ; Dai, Min . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:10:p:1585-1599.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. (2012). Mijatovi, Aleksandar ; Urusov, Mikhail . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:2:p:225-247.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Rational asset pricing bubbles and portfolio constraints. (2012). Hugonnier, Julien . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:6:p:2260-2302.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach. (2012). Yu, Jun ; Fulop, Andras ; Li, Junye . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-264.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Parametric Inference and Dynamic State Recovery from Option Panels. (2012). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-266.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Estimating behavioural heterogeneity under regime switching. (2012). Huang, Weihong ; Chiarella, Carl ; He, Xue-Zhong ; Zheng, Huanhuan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The minimal length uncertainty and the quantum model for the stock market. (2012). Pedram, Pouria . In: Papers. RePEc:arx:papers:1111.6859.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Finite quantum mechanical model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1208.6146.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The minimal length uncertainty and the quantum model for the stock market. (2012). Pedram, Pouria . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2100-2105.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Quantum decision making by social agents. (2012). Sornette, D. ; Yukalov, V. I.. In: Papers. RePEc:arx:papers:1202.4918.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Exogenous and endogenous crashes as phase transitions in complex financial systems. (2012). Fry, John. In: MPRA Paper. RePEc:pra:mprapa:36202.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Investment/consumption problem in illiquid markets with regime-switching. (2012). Gozzi, Fausto ; Pham, Huyen ; Gassiat, Paul . In: Papers. RePEc:arx:papers:1107.4210.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving. (2012). Kohn, Robert ; Alice X. D. Dong, ; Peters, Gareth W.. In: Papers. RePEc:arx:papers:1210.3849.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets. (2012). Peters, Gareth W. ; Dunsmuir, William ; Richards, Kylie-Anne . In: Papers. RePEc:arx:papers:1210.7215.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Finding communities in credit networks. (2012). Gallegati, Mauro ; Bargigli, Leonardo. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201241.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The price impact asymmetry of institutional trading in the Chinese stock market. (2012). Ren, Fei ; Zhong, Li-Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2667-2677.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The mathematical relationship between Zipf’s law and the hierarchical scaling law. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3285-3299.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The “S” curve relationship between export diversity and economic size of countries. (2012). Zhang, Jiang ; Wang, Xin ; Hu, Lunchao ; Tian, Kailan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:731-739.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The rank-size scaling law and entropy-maximizing principle. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:767-778.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the estimation of integrated covariance matrices of high dimensional diffusion processes. (2012). Zheng, Xinghua ; Li, Yingying . In: Papers. RePEc:arx:papers:1005.1862.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Growth and Size of Firms. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1208.1123.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series. (2012). Morales, Raffaello ; Aste, Tomaso ; Di Matteo, T. ; Gramatica, Ruggero . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3180-3189.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent. (2012). Cristescu, Constantin P. ; Minea, Teofil ; Scarlat, Eugen I. ; Stan, Cristina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2623-2635.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary model of the growth and size of firms. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3751-3769.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Effects of the turnover rate on the size distribution of firms: An application of the kinetic exchange models. (2012). Chakrabarti, Anindya S.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6039-6050.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A directional-change event approach for studying financial time series. (2012). Dupuis, Alexandre ; Olsen, Richard ; Aloud, Monira ; Tsang, Edward . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201236.

Full description at Econpapers || Download paper

[Citation Analysis]
2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting. (2012). Wan, Jieqiu ; Liu, Li. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2245-2253.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; Baruník, Jozef ; Aste, Tomaso ; Di Matteo, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Multifractal analysis based on the Choquet capacity: Application to solar magnetograms. (2012). Kozelov, B. V. ; Makarenko, N. G. ; Novak, M. M. ; Karimova, L. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4290-4301.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The fractal energy measurement and the singularity energy spectrum analysis. (2012). Xiong, Gang ; Yang, Xiaoniu ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6347-6361.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Long Horizons, High Risk Aversion, and Endogeneous Spreads. (2012). Muhle-Karbe, Johannes ; Guasoni, Paolo . In: Papers. RePEc:arx:papers:1110.1214.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach. (2012). Shirvani, Ayoub ; Ulusoy, Tolga ; Keskin, Mustafa ; Kantar, Ersin ; Donmez, Cem ar ; Deviren, Bayram . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5121-5131.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Ethics and Finance: the role of mathematics. (2012). TimothyC. Johnson, . In: Papers. RePEc:arx:papers:1210.5390.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Allocation flexibility and price efficiency within Singapore’s Vehicle Quota System. (2012). Chu, Sing Fat. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:46:y:2012:i:10:p:1541-1550.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Analysis of numerical errors. (2012). Peralta-Alva, Adrian ; Santos, Manuel S. ; Peralta -Alva, Adrian . In: Working Papers. RePEc:fip:fedlwp:2012-062.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Large time asymptotic problems for optimal stochastic control with superlinear cost. (2012). Ichihara, Naoyuki . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:4:p:1248-1275.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging. (2012). Itkin, A. ; Halperin, I.. In: Papers. RePEc:arx:papers:1209.3503.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Stock market dynamics: Before and after stock market crashes. (2012). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1315-1322.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The near-extreme density of intraday log-returns. (2012). Chakraborti, Anirban ; Millot, Nicolas ; Politi, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:147-155.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Restructuring Counterparty Credit Risk. (2012). Oertel, Frank ; Brigo, Damiano ; ALBANESE, CLAUDIO . In: Papers. RePEc:arx:papers:1112.1607.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments. (2012). Pallavicini, Andrea ; Brigo, Damiano ; Perini, Daniele . In: Papers. RePEc:arx:papers:1210.3811.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Transmission of distress in a bank credit network. (2012). Matsushima, Hirokazu ; Maeno, Yoshiharu ; Morinaga, Satoshi ; Amagai, Kenichi . In: Papers. RePEc:arx:papers:1204.5661.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal arbitrage under model uncertainty. (2012). Fernholz, Daniel ; Karatzas, Ioannis . In: Papers. RePEc:arx:papers:1202.2999.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry ; Ji, Shaolin . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-29.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations. (2012). Vinogradov, Dmitry V.. In: Papers. RePEc:arx:papers:1205.3671.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Arbitrary truncated Levy flight: Asymmetrical truncation and high-order correlations. (2012). Vinogradov, Dmitry V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5584-5597.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Null Models of Economic Networks: The Case of the World Trade Web. (2012). Fagiolo, Giorgio ; Garlaschelli, Diego ; Squartini, Tiziano . In: Papers. RePEc:arx:papers:1112.2895.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The International Trade Network in Space and Time. (2012). Fagiolo, Giorgio ; De Benedictis, Luca ; Abbate, Angela ; Tajoli, Lucia . In: LEM Papers Series. RePEc:ssa:lemwps:2012/17.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Relationship Between Prices of Food, Fuel and Biofuel. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. RePEc:ags:eaa131:135793.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Default Swap Games Driven by Spectrally Negative Levy Processes. (2012). Leung, Tim ; Yamazaki, Kazutoshi ; Tim S. T. Leung, ; Egami, Masahiko . In: Papers. RePEc:arx:papers:1105.0238.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal Portfolio Liquidation with Limit Orders. (2012). LEHALLE, Charles-Albert ; Olivier Gu'eant, ; Tapia, Joaquin Fernandez . In: Papers. RePEc:arx:papers:1106.3279.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending. (2012). Brigo, Damiano. In: Papers. RePEc:arx:papers:1111.1331.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal posting price of limit orders: learning by trading. (2012). LEHALLE, Charles-Albert ; Laruelle, Sophie ; Pages, Gilles . In: Papers. RePEc:arx:papers:1112.2397.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; Baruník, Jozef ; Barunik, Jozef ; Aste, Tomaso ; Di Matteo, Tiziana . In: Papers. RePEc:arx:papers:1201.1535.

Full description at Econpapers || Download paper

[Citation Analysis]
2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1201.3511.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pricing Variable Annuity Guarantees in a Local Volatility framework. (2012). Rayée, Grégory ; Gr'egory Ray'ee, ; Deelstra, Griselda . In: Papers. RePEc:arx:papers:1204.0453.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods. (2012). Platen, Eckhard ; Baldeaux, Jan. In: Papers. RePEc:arx:papers:1204.1126.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Price and Quantity Trajectories: Second-order Dynamics. (2012). Kemp-Benedict, Eric. In: Papers. RePEc:arx:papers:1204.3156.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the non-stationarity of financial time series: impact on optimal portfolio selection. (2012). Scalas, Enrico ; Inoue, Jun-ichi ; Livan, Giacomo . In: Papers. RePEc:arx:papers:1205.0877.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A Numerical Scheme Based on Semi-Static Hedging Strategy. (2012). Kawagoe, Takuya ; Ishigaki, Yuta ; Imamura, Yuri ; Okumura, Toshiki . In: Papers. RePEc:arx:papers:1206.2934.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Cadogan, Godfrey ; Charles-Cadogan, G.. In: Papers. RePEc:arx:papers:1206.4562.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (2012). Lipton, Alexander ; Andersen, Leif . In: Papers. RePEc:arx:papers:1206.6787.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A new look at short-term implied volatility in asset price models with jumps. (2012). Aleksandar Mijatovi'c, ; Tankov, Peter . In: Papers. RePEc:arx:papers:1207.0843.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting. (2012). Pallavicini, Andrea ; Brigo, Damiano ; Liu, Qing ; BUESCU, CRISTIN . In: Papers. RePEc:arx:papers:1207.2316.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Portfolio Choice with Transaction Costs: a Users Guide. (2012). Muhle-Karbe, Johannes ; Guasoni, Paolo . In: Papers. RePEc:arx:papers:1207.7330.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Measuring capital market efficiency: Global and local correlations structure. (2012). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1208.1298.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Physical approach to price momentum and its application to momentum strategy. (2012). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the changeover timescales of technology transitions and induced efficiency changes: an overarching theory. (2012). Mercure, Jean-Francois. In: Papers. RePEc:arx:papers:1209.0424.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Time-Frequency Dynamics of Biofuels-Fuels-Food System. (2012). Zilberman, David ; Vacha, Lukas ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1209.0900.

Full description at Econpapers || Download paper

[Citation Analysis]
2012General Equilibrium as a Topological Field Theory. (2012). Kemp-Benedict, Eric. In: Papers. RePEc:arx:papers:1209.1705.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging. (2012). Itkin, A. ; Halperin, I.. In: Papers. RePEc:arx:papers:1209.3503.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments. (2012). Pallavicini, Andrea ; Brigo, Damiano ; Perini, Daniele . In: Papers. RePEc:arx:papers:1210.3811.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets. (2012). Gassiat, Paul ; Federico, Salvatore . In: Papers. RePEc:arx:papers:1211.1286.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Funded Bilateral Valuation Adjustment. (2012). Nordio, Claudio ; Giada, Lorenzo . In: Papers. RePEc:arx:papers:1211.1564.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the new central bank strategy toward monetary and financial instabilities management in finances: Econophysical analysis of nonlinear dynamical financial systems. (2012). Ledenyov, Dimitri. In: Papers. RePEc:arx:papers:1211.1897.

Full description at Econpapers || Download paper

[Citation Analysis]
2012A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the Risk Management with Application of Econophysics Analysis in Central Banks and Financial Institutions. (2012). Ledenyov, Dimitri. In: Papers. RePEc:arx:papers:1211.4108.

Full description at Econpapers || Download paper

[Citation Analysis]
2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: Papers. RePEc:arx:papers:1211.5867.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Momentum universe shrinkage effect in price momentum. (2012). Choi, Jaehyung ; Kang, Wonseok . In: Papers. RePEc:arx:papers:1211.6517.

Full description at Econpapers || Download paper

[Citation Analysis]
2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf302.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity. (2012). Iori, Giulia ; Kovaleva, P.. In: Working Papers. RePEc:cty:dpaper:12/05.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Option pricing under a normal mixture distribution derived from the Markov tree model. (2012). Bhat, Harish S. ; Kumar, Nitesh . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:3:p:762-774.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1380-1391.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary model of the personal income distribution. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5628-5642.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Benford’s law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6556-6567.

Full description at Econpapers || Download paper

[Citation Analysis]
2012On some universal σ-finite measures related to a remarkable class of submartingales. (2012). Nikeghbali, Ashkan ; Najnudel, Joseph . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:4:p:1582-1600.

Full description at Econpapers || Download paper

[Citation Analysis]
2012BSDEs in utility maximization with BMO market price of risk. (2012). Frei, Christoph ; Westray, Nicholas ; Mocha, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:6:p:2486-2519.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The emergence of new industries at the regional level in Spain. A proximity approach based on product-relatedness. (2012). Navarro, Mikel ; Minondo, Asier ; Boschma, Ron. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:1201.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The emergence of new technology-based sectors at the regional level: a proximity-based analysis of nanotechnology. (2012). Quatraro, Francesco ; Krafft, Jackie ; Colombelli, Alessandra. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:1211.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal starting times, stopping times and risk measures for algorithmic trading. (2012). LEHALLE, Charles-Albert ; Labadie, Mauricio . In: Working Papers. RePEc:hal:wpaper:hal-00705056.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Optimal order placement in limit order markets. (2012). Kukanov, Arseniy ; Cont, Rama . In: Working Papers. RePEc:hal:wpaper:hal-00737491.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Oil Shocks and the Euro as an Optimum Currency Area. (2012). Aguiar, Luis Francisco ; Rodrigues, Teresa Maria ; Soares, Maria Joana . In: NIPE Working Papers. RePEc:nip:nipewp:07/2012.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Horizon dependence of utility optimizers in incomplete models. (2012). Yu, Hang ; Larsen, Kasper . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:779-801.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Fact and Fiction in FX Arbitrage Processes. (2012). Cross, Rod ; Kozyakin, Victor . In: Working Papers. RePEc:str:wpaper:1211.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Quasi-Monte Carol Methods for the Heston Model. (2012). Baldeaux, Jan ; Roberts, Dale . In: Research Paper Series. RePEc:uts:rpaper:307.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Coherent Quantitative Analysis of Risks in Agribusiness: Case of Ukraine. (2011). Tarasov, A.. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:120240.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Anomalous price impact and the critical nature of liquidity in financial markets. (2011). Toth, Bence ; Lemperiere, Yves ; Kockelkoren, Julien ; de Lataillade, Joachim ; Bouchaud, Jean-Philippe ; Deremble, Cyril . In: Papers. RePEc:arx:papers:1105.1694.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Why Money Trickles Up - Wealth & Income Distributions. (2011). Willis, Geoff. In: Papers. RePEc:arx:papers:1105.2122.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Impact of the first to default time on Bilateral CVA. (2011). Brigo, Damiano ; BUESCU, CRISTIN ; MORINI, MASSIMO . In: Papers. RePEc:arx:papers:1106.3496.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach. (2011). Song, Song . In: Papers. RePEc:arx:papers:1106.3921.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Multiplicative noise, fast convolution, and pricing. (2011). Bormetti, Giacomo ; Cazzaniga, Sofia . In: Papers. RePEc:arx:papers:1107.1451.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Implied Volatility Surface: Construction Methodologies and Characteristics. (2011). Homescu, Cristian . In: Papers. RePEc:arx:papers:1107.1834.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Identification of clusters of investors from their real trading activity in a financial market. (2011). Mantegna, Rosario ; Lillo, Fabrizio ; Tumminello, Michele ; Piilo, Jyrki . In: Papers. RePEc:arx:papers:1107.3942.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Ito calculus without probability in idealized financial markets. (2011). Vovk, Vladimir . In: Papers. RePEc:arx:papers:1108.0799.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Computation of copulas by Fourier methods. (2011). Papapantoleon, Antonis . In: Papers. RePEc:arx:papers:1108.1216.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Why is order flow so persistent?. (2011). Farmer, J. ; Toth, Bence ; Palit, Imon ; Lillo, Fabrizio . In: Papers. RePEc:arx:papers:1108.1632.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Additive habits with power utility: Estimates, asymptotics and equilibrium. (2011). Muraviev, Roman . In: Papers. RePEc:arx:papers:1108.2889.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Pruning a Minimum Spanning Tree. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1109.0642.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.5791.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Small and Large Time Implied Volatilities in the Minimal Market Model. (2011). Platen, Eckhard ; Guo, Zhi . In: Papers. RePEc:arx:papers:1109.6154.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Papers. RePEc:arx:papers:1110.2260.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Fundamental Measurements in Economics and in the Theory of Consciousness (Manifestation of quantum-mechanical properties of economic objects in slit measurements). (2011). Melnyk, Sergiy ; Tuluzov, I. G.. In: Papers. RePEc:arx:papers:1110.5288.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Agglomeration and Interregional Mobility of Labor in Portugal. (2011). Martinho, Vítor ; Vitor Joao Pereira Domingues Martinho, . In: Papers. RePEc:arx:papers:1110.5534.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Spatial Autocorrelation and Verdoorn Law in the Portuguese NUTs III. (2011). Martinho, Vítor ; Vitor Joao Pereira Domingues Martinho, . In: Papers. RePEc:arx:papers:1110.5578.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation. (2011). Pallavicini, Andrea ; Brigo, Damiano ; Perini, Daniele . In: Papers. RePEc:arx:papers:1112.1521.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Modeling the International-Trade Network: A Gravity Approach. (2011). Fagiolo, Giorgio ; Duenas, Marco. In: Papers. RePEc:arx:papers:1112.2867.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Valuation of Zynga. (2011). Sornette, Didier ; Zal'an Forr'o, ; Cauwels, Peter . In: Papers. RePEc:arx:papers:1112.6024.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Social Architecture of Capitalism. (2011). Wright, Ian. In: Papers. RePEc:arx:papers:cond-mat/0401053.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A conjecture on the distribution of firm profit. (2011). Wright, Ian. In: Papers. RePEc:arx:papers:cond-mat/0407687.

Full description at Econpapers || Download paper

[Citation Analysis]
2011.

Full description at Econpapers || Download paper

[Citation Analysis]
2011.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market. (2011). Moreira, Antonio Carrizo ; Moutinho, Victor ; Vieira, Joel . In: Energy Policy. RePEc:eee:enepol:v:39:y:2011:i:10:p:5898-5908.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3427-3434.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3754-3766.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Structural changes and volatility transmission in crude oil markets. (2011). Yoon, Seong-Min ; Cheong, Chongcheul ; Kang, Sang Hoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4317-4324.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes. (2011). Gu, Gao-Feng ; Qian, Xi-Yuan ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4388-4395.

Full description at Econpapers || Download paper

[Citation Analysis]
2011On strong solutions for positive definite jump diffusions. (2011). Mayerhofer, Eberhard ; Stelzer, Robert ; Pfaffel, Oliver . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:9:p:2072-2086.

Full description at Econpapers || Download paper

[Citation Analysis]
2011TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). Härdle, Wolfgang ; Chen, Ray-Bing ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; HARDLE, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

Full description at Econpapers || Download paper

[Citation Analysis]
2011We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size agai. (2011). Horst, Ulrich ; Cebiroglu, Gokhan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-057.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Optimal liquidation in dark pools. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-058.

Full description at Econpapers || Download paper

[Citation Analysis]
2011On heterogeneous latent class models with applications to the analysis of rating scores. (2011). Hafner, Christian ; Bertrand, Aurelie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-062.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Financial Network Systemic Risk Contributions. (2011). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Evolvement of uniformity and volatility in the stressed global financial village. (2011). Raddant, Matthias ; Kenett, Dror Y. ; Lux, Thomas ; Ben-Jacob, Eshel . In: Kiel Working Papers. RePEc:kie:kieliw:1739.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Why money trickles up – wealth & income distributions. (2011). Willis, Geoff. In: MPRA Paper. RePEc:pra:mprapa:30851.

Full description at Econpapers || Download paper

[Citation Analysis]
2011What the keynesian theory said about Portugal?. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32610.

Full description at Econpapers || Download paper

[Citation Analysis]
2011What said the neoclassical and endogenous growth theories about Portugal?. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32631.

Full description at Econpapers || Download paper

[Citation Analysis]
2011What said the new economic geography about Portugal? An alternative approach. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32795.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Net migration and convergence in Portugal. An alternative analysis. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32801.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Application of Keynesian and convergence theories in Portugal. Differences and similarities. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32910.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Application of convergence theories and new economic geography in Portugal. An alternative analysis. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32986.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Application of Keynesian and convergence theories in Portugal. An alternative approach. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32987.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Application of Keynesian theory and new economic geography in Portugal. An alternative analysis. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32999.

Full description at Econpapers || Download paper

[Citation Analysis]
2011What said the economic theory about Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33021.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Keynesian theory and the manufactured industry in Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33363.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The convergence theories and the manufactured industry in Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33365.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The experience curve and the market size of competitive consumer durable markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33370.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Keynesian and the convergence theories in the Portuguese manufactured industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33371.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Keynesian and the convergence theories in the Portuguese manufactured industry. Another approach. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33373.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Keynesian theory and the geographic concentration in the Portuguese manufactured industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33404.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Keynesian theory and the geographic concentration in the Portuguese manufactured industry. Another analysis. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33406.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The convergence theories and the geographic concentration in the Portuguese manufactured industry. Another approach. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33407.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The convergence theories and the geographic concentration in the Portuguese manufactured industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33411.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The economic theory and the Portuguese manufactured industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33491.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The economic theory and the Portuguese manufactured industry. Another approach. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33492.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A linear model of the new economic geography for Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33506.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A non linear model of the new economic geography for Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33507.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model of the Keynesian theory for the Portuguese manufactured industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33632.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model of the Keynesian theory for the Portuguese manufactured industry. Another analysis. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33633.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model for net migration between the Portuguese regions. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33717.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model for net migration between the Portuguese regions. Another perspective. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33718.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model based on the Rybczynski equation for Portugal. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33734.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A model based on the Rybczynski equation for Portugal. Another way. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33735.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33743.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Integration and contagion in US housing markets. (2011). Gabriel, Stuart ; cotter, john ; Roll, Richard . In: MPRA Paper. RePEc:pra:mprapa:34591.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Sun, Ariel ; Pitotti, Lorenzo ; Biffis, Enrico . In: MPRA Paper. RePEc:pra:mprapa:35740.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011. (2011). Thoenes, Stefan. In: EWI Working Papers. RePEc:ris:ewikln:2011_006.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Modeling the International-Trade Network: A Gravity Approach. (2011). Fagiolo, Giorgio ; Duenas, Marco. In: LEM Papers Series. RePEc:ssa:lemwps:2011/25.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Integration and Contagion in US Housing Markets. (2011). Gabriel, Stuart ; cotter, john ; Roll, Richard . In: Working Papers. RePEc:ucd:wpaper:201131.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Small and Large Time Implied Volatilities in the Minimal Market Model. (2011). Platen, Eckhard ; Guo, Zhi . In: Research Paper Series. RePEc:uts:rpaper:297.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50531.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Economic Theory and the Portuguese Manufactured Industry. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, . In: EconStor Preprints. RePEc:zbw:esprep:51350.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Experience Curve and the Market Size of Competitive Consumer Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:59749.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201124.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Modelling trades-through in a limited order book using Hawkes processes. (2011). Pomponio, Fabrizio ; Toke, Ioane Muni . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201132.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Continuous-time trading and the emergence of probability. (2010). Vovk, Vladimir . In: Papers. RePEc:arx:papers:0904.4364.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Exotic derivatives under stochastic volatility models with jumps. (2010). Aleksandar Mijatovi'c, ; Pistorius, Martijn . In: Papers. RePEc:arx:papers:0912.2595.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Credit models and the crisis, or: how I learned to stop worrying and love the CDOs. (2010). Pallavicini, Andrea ; Brigo, Damiano ; Torresetti, Roberto . In: Papers. RePEc:arx:papers:0912.5427.

Full description at Econpapers || Download paper

[Citation Analysis]
2010On refined volatility smile expansion in the Heston model. (2010). Gulisashvili, A. ; Sturm, S. ; Gerhold, S. ; Friz, P.. In: Papers. RePEc:arx:papers:1001.3003.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Security Pricing with Information-Sensitive Discounting. (2010). Macrina, Andrea ; Parbhoo, Priyanka A.. In: Papers. RePEc:arx:papers:1001.3570.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Convergence of Heston to SVI. (2010). Jacquier, Antoine ; Gatheral, Jim . In: Papers. RePEc:arx:papers:1002.3633.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Dynamic risk measures. (2010). Acciaio, Beatrice ; Penner, Irina . In: Papers. RePEc:arx:papers:1002.3794.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Managing Derivative Exposure. (2010). Kirchner, Ulrich . In: Papers. RePEc:arx:papers:1004.1053.

Full description at Econpapers || Download paper

[Citation Analysis]
2010On the fractional Black-Scholes market with transaction costs. (2010). Azmoodeh, Ehsan . In: Papers. RePEc:arx:papers:1005.0211.

Full description at Econpapers || Download paper

[Citation Analysis]
2010The dual optimizer for the growth-optimal portfolio under transaction costs. (2010). Muhle-Karbe, Johannes ; Schachermayer, Walter ; Gerhold, Stefan . In: Papers. RePEc:arx:papers:1005.5105.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades. (2010). Kenyon, Chris . In: Papers. RePEc:arx:papers:1009.3361.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics. (2010). Pallavicini, Andrea ; Moreni, Nicola . In: Papers. RePEc:arx:papers:1011.0828.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Financial system and macroeconomic resilience: revisited. (2010). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:53.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Leverage Causes Fat Tails and Clustered Volatility. (2010). Farmer, J. ; Thurner, Stefan ; Geanakoplos, John . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1745.

Full description at Econpapers || Download paper

[Citation Analysis]
2010The financial accelerator in an evolving credit network. (2010). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce ; JosephE. Stiglitz, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:34:y:2010:i:9:p:1627-1650.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Are per capita incomes of MENA countries converging or diverging?. (2010). yilanci, Veli ; Tunali, idem Borke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4855-4862.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Complex stock trading network among investors. (2010). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4929-4941.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Pricing European options with a log Student’s t-distribution: A Gosset formula. (2010). Cassidy, Daniel T. ; Ouyed, Rachid ; Hamp, Michael J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5736-5748.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Statistical properties of agent-based models in markets with continuous double auction mechanism. (2010). Lin, Chih-Hao ; Wang, Sun-Chong ; Tseng, Jie-Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:8:p:1699-1707.

Full description at Econpapers || Download paper

[Citation Analysis]
2010A general theory of finite state Backward Stochastic Difference Equations. (2010). Elliott, Robert J. ; Cohen, Samuel N.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:4:p:442-466.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Optimal trade execution and absence of price manipulations in limit order book models. (2010). Schied, Alexander ; Alfonsi, Aurelien . In: Post-Print. RePEc:hal:journl:hal-00397652.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Partial equilibria with convex capital requirements: existence, uniqueness and stability. (2010). Anthropelos, Michail ; itkovi, Gordan . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:1:p:107-135.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Securities Pricing with Information-Sensitive Discounting. (2010). Macrina, Andrea ; Parbhoo, Priyanka A.. In: KIER Working Papers. RePEc:kyo:wpaper:695.

Full description at Econpapers || Download paper

[Citation Analysis]
2010An economic model of contagion in interbank lending markets. (2010). Ladley, Dan. In: Discussion Papers in Economics. RePEc:lec:leecon:11/06.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable. (2010). Stiglitz, Joseph. In: NBER Working Papers. RePEc:nbr:nberwo:15718.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Levy Subordinator Model of Default Dependency. (2010). Balakrishna, BS. In: MPRA Paper. RePEc:pra:mprapa:21386.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Elementi di novità, meccanismi noti e cause di fondo della recente crisi. (2010). Russo, Alberto. In: MPRA Paper. RePEc:pra:mprapa:21648.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.. (2010). Fries, Christian. In: MPRA Paper. RePEc:pra:mprapa:23082.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Levy Subordinator Model: A Two Parameter Model of Default Dependency. (2010). Balakrishna, BS. In: MPRA Paper. RePEc:pra:mprapa:26274.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Counterparty Risk Subject To ATE. (2010). Zhou, Richard . In: MPRA Paper. RePEc:pra:mprapa:27782.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Counterparty Risk Subject To ATE. (2010). Zhou, Richard . In: MPRA Paper. RePEc:pra:mprapa:28067.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Theoretical analysis of the bid-ask bounce and Related Phenomena. (2010). Lerner, Peter . In: MPRA Paper. RePEc:pra:mprapa:35929.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009On the Stickiness Property. (2009). Bayraktar, Erhan ; Sayit, Hasanjan . In: Papers. RePEc:arx:papers:0801.0718.

Full description at Econpapers || Download paper

[Citation Analysis]
2009How to quantify the influence of correlations on investment diversification. (2009). Yeung, Chi Ho ; Zhang, Yi-Cheng ; Medo, Matus . In: Papers. RePEc:arx:papers:0805.3397.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Analysis of Fourier transform valuation formulas and applications. (2009). Papapantoleon, Antonis ; Glau, Kathrin ; Eberlein, Ernst . In: Papers. RePEc:arx:papers:0809.3405.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Implementing Loss Distribution Approach for Operational Risk. (2009). Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:0904.1805.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Minimizing the expected market time to reach a certain wealth level. (2009). Platen, Eckhard ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:0904.1903.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Dynamic operational risk: modeling dependence and combining different sources of information. (2009). Peters, Gareth W. ; Shevchenko, Pavel V. ; Wuthrich, Mario V.. In: Papers. RePEc:arx:papers:0904.4074.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Modeling operational risk data reported above a time-varying threshold. (2009). Temnov, Grigory ; Shevchenko, Pavel V.. In: Papers. RePEc:arx:papers:0904.4075.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Colloquium: Statistical mechanics of money, wealth, and income. (2009). Rosser, Barkley ; Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:0905.1518.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Heterogeneous Beliefs with Partial Observations. (2009). Brown, A. A.. In: Papers. RePEc:arx:papers:0907.4950.

Full description at Econpapers || Download paper

[Citation Analysis]
2009The Structure and Growth of Weighted Networks. (2009). Schiavo, Stefano ; Riccaboni, Massimo. In: Papers. RePEc:arx:papers:0908.0348.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme. (2009). Takaishi, Tetsuya . In: Papers. RePEc:arx:papers:0909.1478.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Financial bubbles analysis with a cross-sectional estimator. (2009). Abergel, Frederic ; Huth, Nicolas ; Toke, Ioane Muni . In: Papers. RePEc:arx:papers:0909.2885.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Scaling and memory in the non-poisson process of limit order cancelation. (2009). Ren, Fei ; Jiang, Zhi-Qiang ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Papers. RePEc:arx:papers:0911.0057.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Finitely additive probabilities and the Fundamental Theorem of Asset Pricing. (2009). Kardaras, Constantinos . In: Papers. RePEc:arx:papers:0911.5503.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Variance Optimal Hedging for continuous time processes with independent increments and applications. (2009). Goutte, Stéphane ; Russo, Francesco ; Oudjane, Nadia . In: Papers. RePEc:arx:papers:0912.0372.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Superfamily classification of nonstationary time series based on DFA scaling exponents. (2009). Liu, Chuang ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:0912.2016.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model. (2009). Brigo, Damiano ; Tarenghi, Marco . In: Papers. RePEc:arx:papers:0912.3031.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk. (2009). Brigo, Damiano ; Tarenghi, Marco ; MORINI, MASSIMO . In: Papers. RePEc:arx:papers:0912.4404.

Full description at Econpapers || Download paper

[Citation Analysis]
2009The Structure and Growth of International Trade. (2009). Schiavo, Stefano ; Riccaboni, Massimo. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:0924.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Systematic risk analysis: first steps towards a new definition of beta. (2009). Join, Cedric ; Fliess, Michel . In: Post-Print. RePEc:hal:journl:inria-00425077.

Full description at Econpapers || Download paper

[Citation Analysis]
2009THE INTRODUCTION OF EMERGING CURRENCIES INTO A PORTFOLIO: TOWARDS A MORE COMPLETE DIVERSIFICATION MODEL. (2009). Brana, Sophie ; Prat, Stephanie . In: Working Papers. RePEc:hal:wpaper:hal-00616581.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Policies for Achieving Structural Transformation in the Caribbean: Private Sector Development Discussion Paper #2. (2009). Hausmann, Ricardo ; Klinger, Bailey . In: IDB Publications. RePEc:idb:brikps:72918.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Does economics need a scientific revolution?. (2009). Kitov, Ivan. In: MPRA Paper. RePEc:pra:mprapa:14476.

Full description at Econpapers || Download paper

[Citation Analysis]
2009A fair price for motor fuel in the United States. (2009). Kitov, Oleg. In: MPRA Paper. RePEc:pra:mprapa:15039.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery. (2009). Li, Hui . In: MPRA Paper. RePEc:pra:mprapa:19684.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange. (2009). Guven, Serhat ; Kurun, Engin ; Bolgun, Evren . In: MPRA Paper. RePEc:pra:mprapa:19887.

Full description at Econpapers || Download paper

[Citation Analysis]
2009The dynamics of social interaction with agents’ heterogeneity. (2009). tolotti, marco ; Barucci, Emilio . In: Working Papers. RePEc:vnm:wpaper:189.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Sudan - Toward Sustainable and Broad-Based Growth. (2009). Bank, World . In: World Bank Other Operational Studies. RePEc:wbk:wboper:3169.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Sudan - The Road Toward Sustainable and Broad-Based Growth. (2009). Bank, World . In: World Bank Other Operational Studies. RePEc:wbk:wboper:3183.

Full description at Econpapers || Download paper

[Citation Analysis]
2009A blocking and regularization approach to high dimensional realized covariance estimation. (2009). Hautsch, Nikolaus ; Kyj, Lada M.. In: CFS Working Paper Series. RePEc:zbw:cfswop:200920.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Distribution of Labour Productivity in Japan over the Period 1996–-2006. (2009). Iyetomi, Hiroshi ; Ikeda, Yuichi ; Fujiwara, Yoshi ; Souma, Wataru . In: Economics Discussion Papers. RePEc:zbw:ifwedp:7481.

Full description at Econpapers || Download paper

[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.