Citations ranking for series: Papers / arXiv.org

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providing citation data for Economics since 2001

Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
1990		0.09		0	0		0	0		0			0.04
1991		0.09		0	0		0	0		0			0.05
1992		0.09		0	0		0	0		0			0.06
1993		0.1		0	0		0	0		0			0.05
1994		0.12		0	0		0	0		0			0.05
1995		0.16		0	0		0	0		0			0.09
1996		0.2		0	1		0	0		0			0.09
1997		0.2	15	15	6	0.4	143	0		0	4	0.27	0.08
1998	0.4	0.22	44	59	7	0.12	151	15	6	33.3			0.12
1999	0.07	0.27	53	112	10	0.09	242	59	4	75	4	0.08	0.15
2000	0.08	0.37	74	186	23	0.12	270	97	8	100	4	0.05	0.14
2001	0.13	0.38	97	283	57	0.2	381	127	16	43.8	13	0.13	0.17
2002	0.18	0.39	113	396	84	0.21	437	171	31	45.2	19	0.17	0.19
2003	0.15	0.42	107	503	70	0.14	231	210	31	51.6	4	0.04	0.19
2004	0.13	0.43	150	653	124	0.19	467	220	29	20.7	13	0.09	0.19
2005	0.14	0.45	189	842	183	0.22	344	257	35	40	14	0.07	0.23
2006	0.2	0.46	245	1087	253	0.23	264	339	69	18.8	9	0.04	0.2
2007	0.12	0.4	289	1376	260	0.19	483	434	54	31.5	22	0.08	0.17
2008	0.16	0.4	303	1679	435	0.26	458	534	88	21.6	18	0.06	0.18
2009	0.18	0.37	343	2022	487	0.24	414	592	105	29.5	31	0.09	0.18
2010	0.2	0.33	487	2509	584	0.23	412	646	129	28.7	32	0.07	0.16
2011	0.2	0.45	530	3039	874	0.29	416	830	163	35.6	87	0.16	0.22
2012	0.2	0.48	604	3643	929	0.26	301	1017	201	38.8	57	0.09	0.24
2013	0.23	0.54	813	4456	1228	0.28	280	1134	258	39.9	123	0.15	0.26
2014	0.16	0.23	618	5074	908	0.18	67	1417	228	64	45	0.07	0.17

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:

Year	Title	Cited
2002	On the coherence of Expected Shortfall. (2002). Tasche, Dirk ; Acerbi, Carlo. In: Papers. RePEc:arx:papers:cond-mat/0104295. Full description at Econpapers \|\| Download paper	132
2007	The 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	115
1999	Scaling 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	71
1998	Universal 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	60
1999	Scaling 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	58
2004	The 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	53
1999	Universal 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	52
1999	The 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	51
2008	Multifractal 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	51
2004	The 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	49
2009	Colloquium: 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	49
2004	What 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	45
2009	The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890. Full description at Econpapers \|\| Download paper	45
1997	Scaling 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	44
2000	Statistical mechanics of money. (2000). Dragulescu, Adrian ; Yakovenko, Victor M.. In: Papers. RePEc:arx:papers:cond-mat/0001432. Full description at Econpapers \|\| Download paper	44
2000	Statistical 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	39
2000	Fractional 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	38
2001	Significance 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	38
2001	Quantifying 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	37
2010	Optimal 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	36
2005	Utility maximization in incomplete markets. (2005). Muller, Matthias ; Hu, Ying ; Imkeller, Peter . In: Papers. RePEc:arx:papers:math/0508448. Full description at Econpapers \|\| Download paper	36
1998	Inverse 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	35
2005	Structure 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	34
2002	Expected Shortfall and Beyond. (2002). Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0203558. Full description at Econpapers \|\| Download paper	34
2004	Fitness-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	33
1997	Scaling 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
2005	The 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	32
2004	Networks 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	32
2003	Multifractal 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	32
2001	Exponential 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	31
2003	Critical Market Crashes. (2003). Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0301543. Full description at Econpapers \|\| Download paper	31
2001	Expected 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	31
2003	Fluctuations 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
1997	Physics of Finance. (1997). Ilinski, Kirill. In: Papers. RePEc:arx:papers:hep-th/9710148. Full description at Econpapers \|\| Download paper	29
2001	Testing 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	29
2008	How 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
2011	Multifractal detrending moving average cross-correlation analysis. (2011). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Papers. RePEc:arx:papers:1103.2577. Full description at Econpapers \|\| Download paper	27
2010	Detrending moving average algorithm for multifractals. (2010). Gu, Gao-Feng ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1005.0877. Full description at Econpapers \|\| Download paper	27
2001	Expected 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	26
2001	Agent-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	26
2000	Fractional 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	26
2008	Consistent 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	25
2009	The components of empirical multifractality in financial returns. (2009). Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:0908.1089. Full description at Econpapers \|\| Download paper	25
2004	Exponential 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	23
2007	Point estimation with exponentially tilted empirical likelihood. (2007). Schennach, Susanne. In: Papers. RePEc:arx:papers:0708.1874. Full description at Econpapers \|\| Download paper	23
2000	Statistical 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	23
2004	Pareto 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	22
2008	Stock 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	22
2007	Kinetic 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	22
2002	Waiting-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	22

Citing documents used to compute impact factor 228:

Year	Title	See
2014	Arbitrage and Duality in Nondominated Discrete-Time Models. (2014). Bouchard, Bruno ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1305.6008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	VWAP execution and guaranteed VWAP. (2014). Royer, Guillaume ; Olivier Gu'eant, . In: Papers. RePEc:arx:papers:1306.2832. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. (2014). Galichon, Alfred ; Touzi, N. ; Henry-Labordere, P.. In: Papers. RePEc:arx:papers:1401.3921. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Leveraged {ETF} implied volatilities from {ETF} dynamics. (2014). Leung, Tim ; Lorig, Matthew ; Pascucci, Andrea . In: Papers. RePEc:arx:papers:1404.6792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: Papers. RePEc:arx:papers:1404.4550. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining cost overruns in infrastructural projects: A new framework with applications to Sweden. (2014). Brunes, Fredrik ; Lind, Hans . In: Working Paper Series. RePEc:hhs:kthrec:2014_001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Koch-Medina, Pablo ; Munari, Cosimo ; Moreno-Bromberg, Santiago . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Local times for typical price paths and pathwise Tanaka formulas. (2014). Perkowski, Nicolas ; Promel, David J.. In: Papers. RePEc:arx:papers:1405.4421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Twitter to Model the EUR/USD Exchange Rate. (2014). Janetzko, Dietmar . In: Papers. RePEc:arx:papers:1402.1624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Option Pricing, Historical Volatility and Tail Risks. (2014). Vazquez, Samuel E.. In: Papers. RePEc:arx:papers:1402.1255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An Academic Response to Basel 3.5. (2014). Embrechts, Paul ; Beleraj, Antonela ; Wang, Ruodu ; Ruschendorf, Ludger ; Puccetti, Giovanni . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Leverage effect in energy futures. (2014). KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	The geometry of relative arbitrage. (2014). Pal, Soumik ; Wong, Ting-Kam Leonard . In: Papers. RePEc:arx:papers:1402.3720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Leverage-induced systemic risk under Basle II and other credit risk policies. (2014). Poledna, Sebastian ; Geanakoplos, John ; Farmer, Doyne J. ; Thurner, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model-independent Superhedging under Portfolio Constraints. (2014). Fahim, Arash ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1402.2599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale Inequalities and Deterministic Counterparts. (2014). Beiglbock, Mathias ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1401.4698. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Superreplication under Model Uncertainty in Discrete Time. (2014). Nutz, Marcel . In: Papers. RePEc:arx:papers:1301.3227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On hedging American options under model uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1309.2982. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale optimal transport in the Skorokhod space. (2014). Dolinsky, Y. ; Soner, H. M.. In: Papers. RePEc:arx:papers:1404.1516. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust hedging with proportional transaction costs. (2014). Dolinsky, Yan ; Soner, H.. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:327-347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2014). Alexander M. G. Cox, ; Obloj, Jan ; Hou, Zhaoxu . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	CCP Cleared or Bilateral CSA Trades with Initial/Variation Margins under credit, funding and wrong-way risks: A Unified Valuation Approach. (2014). Brigo, Damiano ; Pallavicini, Andrea . In: Papers. RePEc:arx:papers:1401.3994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotics for $d$-dimensional L\evy-type processes. (2014). Pagliarani, Stefano ; Pascucci, Andrea ; Lorig, Matthew . In: Papers. RePEc:arx:papers:1404.3153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Liquidity Provision in Limit Order Markets. (2014). Kuhn, Christoph ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1309.5235. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Investment with Transaction Costs and Stochastic Volatility. (2014). Bichuch, Maxim ; Sircar, Ronnie . In: Papers. RePEc:arx:papers:1401.0562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	General indifference pricing with small transaction costs. (2014). Possamai, Dylan ; Royer, Guillaume . In: Papers. RePEc:arx:papers:1401.3261. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading with Small Price Impact. (2014). Soner, Mete H. ; Muhle-Karbe, Johannes ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining Alpha Streams with Costs. (2014). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1405.4716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Notes on Alpha Stream Optimization. (2014). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1406.1249. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Systemic Risk and Default Clustering for Large Financial Systems. (2014). Spiliopoulos, Konstantinos . In: Papers. RePEc:arx:papers:1402.5352. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bilateral credit valuation adjustment for large credit derivatives portfolios. (2014). Bo, Lijun ; Capponi, Agostino . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:431-482. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating gambles using dynamics. (2014). Peters, Ole ; Gell-Mann, Murray . In: Papers. RePEc:arx:papers:1405.0585. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A state-constrained differential game arising in optimal portfolio liquidation. (2014). Schied, Alexander ; Zhang, Tao . In: Papers. RePEc:arx:papers:1312.7360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Facilitation and Internalization Optimal Strategy in a Multilateral Trading Context. (2014). Li, Qinghua . In: Papers. RePEc:arx:papers:1404.7320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Ha, Gyeong Gyun ; Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial and temporal structures of four financial markets in Greater China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Papers. RePEc:arx:papers:1402.1046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Short-term market reaction after trading halts in Chinese stock market. (2014). Xu, Hai-Chuan ; Liu, Yi-Fang ; Zhang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:103-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial and temporal structures of four financial markets in Greater China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:236-244. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Purchasing Life Insurance to Reach a Bequest Goal. (2014). Bayraktar, Erhan ; Young, Virginia ; Promislow, David . In: Papers. RePEc:arx:papers:1402.5300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal execution comparison across risks and dynamics, with solutions for displaced diffusions. (2014). Brigo, Damiano ; DI GRAZIANO, GIUSEPPE . In: Papers. RePEc:arx:papers:1304.2942. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explicit investment rules with time-to-build and uncertainty. (2014). Villeneuve, Bertrand ; Pham, Huyen ; Federico, Salvatore ; Ren'e Aid, . In: Papers. RePEc:arx:papers:1406.0055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explicit investment rules with time-to-build and uncertainty. (2014). Villeneuve, Bertrand ; Aid, Rene ; Pham, Huyen ; Federico, Salvatore . In: Working Papers. RePEc:hal:wpaper:hal-00997994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades. (2014). Kobayashi, Teruyoshi. In: Papers. RePEc:arx:papers:1312.6804. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extracting information from the signature of a financial data stream. (2013). Lajos Gergely Gyurk'o, ; Field, Jonathan ; Kontkowski, Mark ; Lyons, Terry . In: Papers. RePEc:arx:papers:1307.7244. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	B-spline techniques for volatility modeling. (2014). Corlay, Sylvain . In: Papers. RePEc:arx:papers:1306.0995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the hedging of options on exploding exchange rates. (2014). Carr, Peter ; Ruf, Johannes ; Fisher, Travis . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:115-144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ecological Econophysics for Degrowth. (2014). Pueyo, Salvador . In: Sustainability. RePEc:gam:jsusta:v:6:y:2014:i:6:p:3431-3483:d:36555. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aur'elien ; Blanc, Pierre . In: Papers. RePEc:arx:papers:1404.0648. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aurelien ; Blanc, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00971369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A change of measure preserving the affine structure in the BNS model for commodity markets. (2014). Ortiz-Latorre, Salvador ; Benth, Fred Espen . In: Papers. RePEc:arx:papers:1403.5236. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multilevel Monte Carlo For Exponential L\{e}vy Models. (2014). Giles, Mike ; Xia, Yuan . In: Papers. RePEc:arx:papers:1403.5309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Hawkes Process with Different Exciting Functions. (2014). Mehrdad, Behzad ; Zhu, Lingjiong . In: Papers. RePEc:arx:papers:1403.0994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter estimation for subcritical Heston models based on discrete time observations. (2014). Barczy, Matyas ; Szabo, Tamas T. ; Pap, Gyula . In: Papers. RePEc:arx:papers:1403.0527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The rise and fall of technical trading rule success. (2014). Taylor, Nick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:286-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On multicurve models for the term structure. (2014). Morino, Laura ; Ruggaldier, Wolfgang J.. In: Papers. RePEc:arx:papers:1401.5431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonlinear Valuation under Collateral, Credit Risk and Funding Costs: A Numerical Case Study Extending Black-Scholes. (2014). Brigo, Damiano ; Liu, Qing ; Sloth, David ; Pallavicini, Andrea . In: Papers. RePEc:arx:papers:1404.7314. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal dividends in the dual model under transaction costs. (2014). Bayraktar, Erhan ; Yamazaki, Kazutoshi ; Kyprianou, Andreas E.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:133-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On optimal periodic dividend strategies in the dual model with diffusion. (2014). Avanzi, Benjamin ; Wong, Bernard ; Tu, Vincent . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:210-224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A First-Order BSPDE for Swing Option Pricing: Classical Solutions. (2014). Bender, Christian ; Dokuchaev, Nikolai . In: Papers. RePEc:arx:papers:1402.6444. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Information-theoretic approach to lead-lag effect on financial markets. (2014). Fiedor, PaweÅ. In: Papers. RePEc:arx:papers:1402.3820. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Small-time asymptotics for a general local-stochastic volatility model with a jump-to-default: curvature and the heat kernel expansion. (2014). Armstrong, John ; Zhang, Hongzhong ; Forde, Martin . In: Papers. RePEc:arx:papers:1312.2281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D.. In: Papers. RePEc:arx:papers:1404.0243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Credit Risk Calibration based on CDS Spreads. (2014). Chao, Shih-Kang ; Pham-Thu, Hien ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing. (2014). Fujii, Masaaki . In: Papers. RePEc:arx:papers:1405.0378. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Hybrid Model for Pricing and Hedging of Long Dated Bonds. (2014). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan ; Fung, Man Chung . In: Research Paper Series. RePEc:uts:rpaper:343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On a Convex Measure of Drawdown Risk. (2014). Goldberg, Lisa R. ; Mahmoud, Ola . In: Papers. RePEc:arx:papers:1404.7493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market impact as anticipation of the order flow imbalance. (2014). Jaisson, Thibault . In: Papers. RePEc:arx:papers:1402.1288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion. (2014). Bayraktar, Erhan ; Zhang, Yuchong . In: Papers. RePEc:arx:papers:1402.1809. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-changed CIR default intensities with two-sided mean-reverting jumps. (2014). Mendoza-Arriaga, Rafael ; Linetsky, Vadim . In: Papers. RePEc:arx:papers:1403.5402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Frequency of Drawdowns for Brownian Motion Processes. (2014). Landriault, David ; Zhang, Hongzhong ; Li, Bin . In: Papers. RePEc:arx:papers:1403.1183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring risk with multiple eligible assets. (2014). Farkas, Walter ; Munari, Cosimo-Andrea ; Koch-Medina, Pablo . In: Papers. RePEc:arx:papers:1308.3331. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Set-valued shortfall and divergence risk measures. (2014). Ararat, cCaugin ; Rudloff, Birgit ; Hamel, Andreas H.. In: Papers. RePEc:arx:papers:1405.4905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	The Wishart short rate model. (2014). Gnoatto, Alessandro . In: Papers. RePEc:arx:papers:1203.5513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On multivariate extensions of Conditional-Tail-Expectation. (2014). Cousin, Areski ; Di Bernardino, Elena . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:272-282. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large deviation asymptotics for the left tail of the sum of dependent positive random variables. (2014). Tankov, Peter . In: Papers. RePEc:arx:papers:1402.4683. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Measurement of Economic Tail Risk. (2014). Kou, Steven ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1401.4787. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analysis of percolation behaviors of clustered networks with partial supportâdependence relations. (2014). Dong, Gaogao ; Stanley, Eugene H. ; Fu, Min ; Du, Ruijin ; Tian, Lixin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:370-378. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	News Cohesiveness: an Indicator of Systemic Risk in Financial Markets. (2014). Mozetivc, Igor ; Novak, Petra Kralj ; Antulov-Fantulin, Nino ; Pivskorec, Matija ; vSmuc, Tomislav ; Vodenska, Irena ; Grvcar, Miha . In: Papers. RePEc:arx:papers:1402.3483. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A New Characterization of Comonotonicity and its Application in Behavioral Finance. (2014). Xu, Zuoquan . In: Papers. RePEc:arx:papers:1311.6080. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Note on the Quantile Formulation. (2014). Xu, Zuoquan . In: Papers. RePEc:arx:papers:1403.7269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On strong binomial approximation for stochastic processes and applications for financial modelling. (2014). Dokuchaev, Nikolai . In: Papers. RePEc:arx:papers:1311.0675. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions. (2014). Graewe, Paulwin ; Qiu, Jinniao ; Horst, Ulrich . In: Papers. RePEc:arx:papers:1309.0461. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry ; Ji, Shaolin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Coherence and elicitability. (2014). Ziegel, Johanna F.. In: Papers. RePEc:arx:papers:1303.1690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized quantiles as risk measures. (2014). Bellini, Fabio ; RosazzaGianin, Emanuela ; Muller, Alfred ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The adaptive nature of liquidity taking in limit order books. (2014). Taranto, Damian Eduardo ; Lillo, Fabrizio ; Bormetti, Giacomo . In: Papers. RePEc:arx:papers:1403.0842. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	$L_p$ regularized portfolio optimization. (2014). Still, Susanne ; Marsili, Matteo ; Kondor, Imre ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1404.4040. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis. (2014). LEHALLE, Charles-Albert ; Aim'e Lachapelle, ; Lions, Pierre-Louis ; Lasry, Jean-Michel . In: Papers. RePEc:arx:papers:1305.6323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Utility maximization in the large markets. (2014). Mostovyi, Oleksii . In: Papers. RePEc:arx:papers:1403.6175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Filho, Machado A. ; Zebende, G. F. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains. (2014). Mikl'os R'asonyi, ; Rodrigues, Andrea Meireles . In: Papers. RePEc:arx:papers:1309.0362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal investment under behavioural criteria -- a dual approach. (2014). Mikl'os R'asonyi, ; Jos'e G. Rodr'iguez-Villarreal, . In: Papers. RePEc:arx:papers:1405.3812. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Robust Optimal Stopping Problem. (2014). Bayraktar, Erhan ; Yao, Song . In: Papers. RePEc:arx:papers:1301.0091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Programming for controlled Markov families: abstractly and over Martingale Measures. (2014). Zitkovic, Gordan . In: Papers. RePEc:arx:papers:1307.5163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the multidimensional extension of countermonotonicity and its applications. (2014). Lee, Woojoo ; Ahn, Jae Youn . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:56:y:2014:i:c:p:68-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Glosten Milgrom equilibrium. (2014). Li, Cheng ; Xing, Hao . In: Papers. RePEc:arx:papers:1310.4994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Human-Mobility Networks, Country Income, and Labor Productivity. (2014). Santoni, Gianluca ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2014/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter estimation in two-type continuous-state branching processes with immigration. (2014). Xu, Wei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:124-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Weak approximation of G-expectation. (2014). Herzberg, Frederik ; Fadina, Tolulope . In: Working Papers. RePEc:bie:wpaper:503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Option pricing with non-Gaussian scaling and infinite-state switching volatility. (2014). Caporin, Massimiliano ; Zamparo, Marco ; Stella, Attilio ; Caraglio, Michele ; Baldovin, Fulvio . In: Papers. RePEc:arx:papers:1307.6322. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Do Google Trend data contain more predictability than price returns?. (2014). Challet, Damien ; Ahmed Bel Hadj Ayed, . In: Papers. RePEc:arx:papers:1403.1715. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: NIPE Working Papers. RePEc:nip:nipewp:03/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transaction Costs, Shadow Prices, and Duality in Discrete Time. (2014). Czichowsky, Christoph ; Schachermayer, Walter ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1205.4643. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On stochastic integration for volatility modulated LÃ©vy-driven Volterra processes. (2014). Veraart, Almut ; Barndorff-Nielsen, Ole E. ; Veraart, Almut E. D., ; Pedersen, Jan ; Benth, Fred Espen . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:812-847. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Representation of infinite dimensional forward price models in commodity markets. (2014). Benth, Fred Espen ; Kruhner, Paul . In: Papers. RePEc:arx:papers:1403.4111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Gu, Gao-Feng ; Zhou, Wei-Xing ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong . In: Papers. RePEc:arx:papers:1405.1247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multi-Entity Input Output (MEIO) Approach to Sustainability - Water-Energy-GHG (WEG) Footprint Statements in Use Cases from Auto and Telco Industries. (2014). Farrahi Moghaddam, Reza ; Cheriet, Mohamed . In: Papers. RePEc:arx:papers:1404.6227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	IIGHGINT: A generalization to the modified GHG intensity universal indicator toward a production/consumption insensitive border carbon tax. (2014). Farrahi Moghaddam, Reza ; Cheriet, Mohamed . In: Papers. RePEc:arx:papers:1401.0301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Tumminello, Michele ; Porter, James ; Micciche, Salvatore ; Marotta, Luca . In: Papers. RePEc:arx:papers:1403.3638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Soares, Maria Joana ; Aguiar-Conraria, Luis. In: NIPE Working Papers. RePEc:nip:nipewp:03/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Gold, Oil, and Stocks. (2014). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1308.0210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wavelet-based evidence of the impact of oil prices on stock returns. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches. (2014). Uddin, Gazi ; Tiwari, Aviral ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). He, Kaijian ; Lai, Kin Keung ; Zou, Yingchao ; Wang, Lijun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:62-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso . In: Papers. RePEc:arx:papers:1402.3688. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	To lag or not to lag? How to compare indices of stock markets that operate on different times. (2014). Sandoval, Leonidas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:227-243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Liquidity Provision in Limit Order Markets. (2014). Kuhn, Christoph ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1309.5235. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On multivariate extensions of Conditional-Tail-Expectation. (2014). Cousin, Areski ; Di Bernardino, Elena . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:272-282. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Risk of Risk Models. (2014). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-34. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	News Cohesiveness: an Indicator of Systemic Risk in Financial Markets. (2014). Mozetivc, Igor ; Novak, Petra Kralj ; Antulov-Fantulin, Nino ; Pivskorec, Matija ; vSmuc, Tomislav ; Vodenska, Irena ; Grvcar, Miha . In: Papers. RePEc:arx:papers:1402.3483. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do Google Trend data contain more predictability than price returns?. (2014). Challet, Damien ; Ahmed Bel Hadj Ayed, . In: Papers. RePEc:arx:papers:1403.1715. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fractal markets: Liquidity and investors on different time horizons. (2014). Li, Da-Ye ; Men, Ming ; Nishimura, Yusaku . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:144-151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Explicit implied vols for multifactor local-stochastic vol models. (2014). Pascucci, Andrea ; Pagliarani, Stefano ; Lorig, Matthew . In: Papers. RePEc:arx:papers:1306.5447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading with Small Price Impact. (2014). Soner, Mete H. ; Muhle-Karbe, Johannes ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multidimensional Breeden-Litzenberger representation for state price densities and static hedging. (2014). Talponen, Jarno ; Viitasaari, Lauri . In: Papers. RePEc:arx:papers:1401.6383. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of the financial crisis on transatlantic information flows: An intraday analysis. (2014). Dimpfl, Thomas ; Peter, Franziska J.. In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:70. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Arbitrage and Duality in Nondominated Discrete-Time Models. (2014). Bouchard, Bruno ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1305.6008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Robust Optimal Stopping Problem. (2014). Bayraktar, Erhan ; Yao, Song . In: Papers. RePEc:arx:papers:1301.0091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Optimal investment for all time horizons and Martin boundary of space-time diffusions. (2014). Nadtochiy, Sergey ; Tehranchi, Michael . In: Papers. RePEc:arx:papers:1308.2254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transaction costs, trading volume, and the liquidity premium. (2014). Muhle-Karbe, Johannes ; Schachermayer, Walter ; Guasoni, Paolo ; GERHOLD, STEFAN . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:1-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Abstract, classic, and explicit turnpikes. (2014). Robertson, Scott ; Guasoni, Paolo ; Kardaras, Constantinos ; Xing, Hao . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:75-114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. (2014). Gu, Gao-Feng ; Xiong, Xiong ; Jiang, Zhi-Qiang ; Zhou, Jian ; Zhang, Wei . In: Papers. RePEc:arx:papers:1404.1051. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Gu, Gao-Feng ; Zhou, Wei-Xing ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong . In: Papers. RePEc:arx:papers:1405.1247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On multicurve models for the term structure. (2014). Morino, Laura ; Ruggaldier, Wolfgang J.. In: Papers. RePEc:arx:papers:1401.5431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Short-time expansions for close-to-the-money options under a L\evy jump model with stochastic volatility. (2014). Sveinn 'Olafsson, ; Jos'e E. Figueroa-L'opez, . In: Papers. RePEc:arx:papers:1404.0601. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Investment with Transaction Costs and Stochastic Volatility. (2014). Bichuch, Maxim ; Sircar, Ronnie . In: Papers. RePEc:arx:papers:1401.0562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Robust Version of Convex Integral Functionals. (2013). Owari, Keita. In: Papers. RePEc:arx:papers:1305.6023. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Wagner, Daniel C. ; Wolf, Dietrich E. ; Guhr, Thomas ; Schafer, Rudi ; Schmitt, Thilo A.. In: Papers. RePEc:arx:papers:1404.7356. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The predictive power of singular value decomposition entropy for stock market dynamics. (2014). CARAIANI, Petre . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:571-578. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Ha, Gyeong Gyun ; Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing the evolution of crude oil market efficiency: Data have the conn. (2014). Li, Xiao-Ming ; He, Fei ; Zhang, Bing . In: Energy Policy. RePEc:eee:enepol:v:68:y:2014:i:c:p:39-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial and temporal structures of four financial markets in Greater China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Papers. RePEc:arx:papers:1402.1046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial and temporal structures of four financial markets in Greater China. (2014). Ouyang, F. Y. ; Jiang, X. F. ; Zheng, B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:236-244. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring and testing for the systemically important financial institutions. (2014). Ferrari, Stijn ; Castro, Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal stopping in infinite horizon: An eigenfunction expansion approach. (2014). Li, Lingfei ; Linetsky, Vadim . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:122-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-changed CIR default intensities with two-sided mean-reverting jumps. (2014). Mendoza-Arriaga, Rafael ; Linetsky, Vadim . In: Papers. RePEc:arx:papers:1403.5402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate transient price impact and matrix-valued positive definite functions. (2014). Alfonsi, Aur'elien ; Klock, Florian ; Schied, Alexander . In: Papers. RePEc:arx:papers:1310.4471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. (2014). Galichon, Alfred ; Touzi, N. ; Henry-Labordere, P.. In: Papers. RePEc:arx:papers:1401.3921. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantum spatial-periodic harmonic model for daily price-limited stock markets. (2014). Meng, Xiangyi ; Guo, Hong ; Xu, Jingjing ; ZHANG, Jian-wei . In: Papers. RePEc:arx:papers:1405.4490. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal execution and block trade pricing: a general framework. (2013). Olivier Gu'eant, . In: Papers. RePEc:arx:papers:1210.6372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry ; Ji, Shaolin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Benford law behavior of the religious activity data. (2014). Mir, T. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:1-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Analysis of percolation behaviors of clustered networks with partial supportâdependence relations. (2014). Dong, Gaogao ; Stanley, Eugene H. ; Fu, Min ; Du, Ruijin ; Tian, Lixin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:370-378. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-correlations between spot and futures markets of nonferrous metals. (2014). Wang, Yudong ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Filho, Machado A. ; Zebende, G. F. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. (2014). He, Ling-Yun ; Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2014). Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Xie, Wen-Jie . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Network analysis and calibration of the âleveraged network-based financial acceleratorâ. (2014). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Bargigli, Leonardo . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:99:y:2014:i:c:p:109-125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Modeling record-breaking stock prices. (2014). Wergen, Gregor . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:114-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Wind speed and energy forecasting at different time scales: A nonparametric approach. (2014). DAmico, Guglielmo ; Petroni, Filippo ; Prattico, Flavio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:59-66. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting spatial homogeneity in the World Trade Web with Detrended Fluctuation Analysis. (2014). Chiarucci, Riccardo ; Loffredo, Maria I. ; Ruzzenenti, Franco . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:1-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A note on high-order short-time expansions for ATM option prices under the CGMY model. (2014). Christian Houdr'e, ; Gong, Ruoting ; Jos'e E. Figueroa-L'opez, . In: Papers. RePEc:arx:papers:1305.4719. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2014). KriÅ¡toufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A multivariate model for financial indexes and an algorithm for detection of jumps in the volatility. (2014). Bonino, Mario ; Pigato, Paolo ; Camelia, Matteo . In: Papers. RePEc:arx:papers:1404.7632. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Recovering from Derivatives Funding: A consistent approach to DVA, FVA and Hedging. (2014). Gunnesson, Johan ; Alberto Fern'andez Mu~noz de Morales, . In: Papers. RePEc:arx:papers:1403.1086. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	CCP Cleared or Bilateral CSA Trades with Initial/Variation Margins under credit, funding and wrong-way risks: A Unified Valuation Approach. (2014). Brigo, Damiano ; Pallavicini, Andrea . In: Papers. RePEc:arx:papers:1401.3994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial interactions in agent-based modeling. (2014). Ausloos, Marcel ; Merlone, Ugo ; Dawid, Herbert . In: Papers. RePEc:arx:papers:1405.0733. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An examination of the effect on the Icelandic Banking System of Ver{\dh}trygg{\dh} L\{a}n (Indexed-Linked Loans). (2014). Mallett, Jacky. In: Papers. RePEc:arx:papers:1302.4112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Convergence rate to a lower tail dependence coefficient of a skew-t distribution. (2014). Fung, Thomas ; Seneta, Eugene . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:128:y:2014:i:c:p:62-72. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do wealth distributions follow power laws? Evidence from ârich listsâ. (2014). BrzeziÅski, MichaÅ. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:155-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A benchmark approach to risk-minimization under partial information. (2014). Cretarola, Alessandra ; Ceci, Claudia ; Colaneri, Katia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:129-146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Inside Money, Procyclical Leverage, and Banking Catastrophes. (2014). Sethi, Rajiv ; Brummitt, Charles D. ; Watts, Duncan J.. In: Papers. RePEc:arx:papers:1403.1637. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedging Expected Losses on Derivatives in Electricity Futures Markets. (2014). Huu, Adrien Nguyen ; Oudjane, Nadia . In: Papers. RePEc:arx:papers:1401.8271. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic target games with controlled loss. (2014). Bouchard, Bruno ; Nutz, Marcel ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1206.6325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Programming for controlled Markov families: abstractly and over Martingale Measures. (2014). Zitkovic, Gordan . In: Papers. RePEc:arx:papers:1307.5163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Leverage-induced systemic risk under Basle II and other credit risk policies. (2014). Poledna, Sebastian ; Geanakoplos, John ; Farmer, Doyne J. ; Thurner, Stefan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Superreplication under Model Uncertainty in Discrete Time. (2014). Nutz, Marcel . In: Papers. RePEc:arx:papers:1301.3227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). VoÅ¡vrda, Miloslav ; KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1307.3060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Leverage effect in energy futures. (2014). KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. (2014). Hull, Matthew ; McGroarty, Frank . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:45-61. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Commodity futures and market efficiency. (2014). VoÅ¡vrda, Miloslav ; KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aurelien ; Blanc, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00971369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance. (2014). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:283-292. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial market volatility and contagion effect: A copulaâmultifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Chen, Wang ; Lin, Yu ; Lang, Qiaoqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:289-300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Creepy World. (2014). Sornette, Didier ; Cauwels, Peter . In: Papers. RePEc:arx:papers:1401.3281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D.. In: Papers. RePEc:arx:papers:1404.0243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	1980â2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Sornette, Didier ; Cauwels, Peter . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantification of the high level of endogeneity and of structural regime shifts in commodity markets. (2014). Maystre, Nicolas ; Bicchetti, David ; Filimonov, Vladimir ; Sornette, Didier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:174-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Global inequality in energy consumption from 1980 to 2010. (2014). Lawrence, Scott ; Yakovenko, Victor M. ; Liu, Qin . In: Papers. RePEc:arx:papers:1312.6443. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Systemic Risk and Default Clustering for Large Financial Systems. (2014). Spiliopoulos, Konstantinos . In: Papers. RePEc:arx:papers:1402.5352. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Life insurance demand under health shock risk. (2014). Schendel, Lorenz S. ; Kraft, Holger ; Steffensen, Mogens . In: SAFE Working Paper Series. RePEc:zbw:safewp:40. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Consumption-investment problems with stochastic mortality risk. (2014). Schendel, Lorenz S.. In: SAFE Working Paper Series. RePEc:zbw:safewp:43. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014	Superreplication under Model Uncertainty in Discrete Time. (2014). Nutz, Marcel . In: Papers. RePEc:arx:papers:1301.3227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Weak and strong no-arbitrage conditions for continuous financial markets. (2014). Fontana, Claudio . In: Papers. RePEc:arx:papers:1302.7192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Arbitrage and Duality in Nondominated Discrete-Time Models. (2014). Bouchard, Bruno ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1305.6008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explicit implied vols for multifactor local-stochastic vol models. (2014). Pascucci, Andrea ; Pagliarani, Stefano ; Lorig, Matthew . In: Papers. RePEc:arx:papers:1306.5447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On hedging American options under model uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1309.2982. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Liquidity Provision in Limit Order Markets. (2014). Kuhn, Christoph ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1309.5235. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A statistical physics perspective on criticality in financial markets. (2014). Bury, Thomas . In: Papers. RePEc:arx:papers:1310.2446. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Informational Efficiency under Short Sale Constraints. (2014). Jarrow, Robert ; Larsson, Martin . In: Papers. RePEc:arx:papers:1401.1851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Koch-Medina, Pablo ; Munari, Cosimo ; Moreno-Bromberg, Santiago . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Measurement of Economic Tail Risk. (2014). Kou, Steven ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1401.4787. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading with Small Price Impact. (2014). Soner, Mete H. ; Muhle-Karbe, Johannes ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift. (2014). Wunderlich, Ralf ; Kondakji, Hakam ; GABIH, ABDELALI ; Sass, Jorn . In: Papers. RePEc:arx:papers:1402.6313. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Micro to macro models for income distribution in the absence and in the presence of tax evasion. (2014). Bertotti, Maria Letizia ; Modanese, Giovanni . In: Papers. RePEc:arx:papers:1403.0015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics. (2014). Joseph, Andreas ; Chen, Guanrong ; Stanley, Eugene ; Vodenska, Irena . In: Papers. RePEc:arx:papers:1403.0848. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Note on the Quantile Formulation. (2014). Xu, Zuoquan . In: Papers. RePEc:arx:papers:1403.7269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale optimal transport in the Skorokhod space. (2014). Dolinsky, Y. ; Soner, H. M.. In: Papers. RePEc:arx:papers:1404.1516. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling. (2014). Hillairet, Caroline ; Mrad, Mohamed ; El Karoui, Nicole . In: Papers. RePEc:arx:papers:1404.1895. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ramsey Rule with Progressive utility and Long Term Affine Yields Curves. (2014). El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed . In: Papers. RePEc:arx:papers:1404.1913. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotics for $d$-dimensional L\evy-type processes. (2014). Pagliarani, Stefano ; Pascucci, Andrea ; Lorig, Matthew . In: Papers. RePEc:arx:papers:1404.3153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Perrons Method for the Probability of lifetime ruin problem under transaction costs. (2014). Bayraktar, Erhan ; Zhang, Yuchong . In: Papers. RePEc:arx:papers:1404.7406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	KVA: Capital Valuation Adjustment. (2014). Green, Andrew ; Kenyon, Chris . In: Papers. RePEc:arx:papers:1405.0515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Gaussian-Chain Filters for Heavy-Tailed Noise with Application to Detecting Big Buyers and Big Sellers in Stock Market. (2014). Wang, Li-Xin . In: Papers. RePEc:arx:papers:1405.2220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distortion Risk Measures and Elicitability. (2014). Wang, Ruodu ; Ziegel, Johanna F.. In: Papers. RePEc:arx:papers:1405.3769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No-arbitrage condition for $S^{\mathfrak{t}-}$ in a progressively enlarged filtration. (2014). Song, Shiqi . In: Papers. RePEc:arx:papers:1405.4474. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps. (2014). Itkin, Andrey . In: Papers. RePEc:arx:papers:1405.6111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	VAR and ES/CVAR Dependence on data cleaning and Data Models: Analysis and Resolution. (2014). Kenyon, Chris ; Green, Andrew . In: Papers. RePEc:arx:papers:1405.7611. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2014). Alexander M. G. Cox, ; Obloj, Jan ; Hou, Zhaoxu . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Scale-free tails in Colombian financial indexes: A primer. (2014). LeÃ³n, Carlos ; Leon, Carlos . In: Borradores de Economia. RePEc:bdr:borrec:812. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Leon, Carlos ; Sarmiento, Miguel ; Machado, Clara . In: Borradores de Economia. RePEc:bdr:borrec:816. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Scale-free tails in Colombian financial indexes: a primer. (2014). Leon, Carlos . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Leon, Carlos ; Sarmiento, Miguel ; Machado, Clara . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized quantiles as risk measures. (2014). Bellini, Fabio ; RosazzaGianin, Emanuela ; Muller, Alfred ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital requirements with defaultable securities. (2014). Farkas, Walter ; Munari, Cosimo ; Koch-Medina, Pablo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:58-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling. (2014). El Karoui, Nicole ; Mrad, Mohamed ; Hillairet, Caroline . In: Working Papers. RePEc:hal:wpaper:hal-00974815. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ramsey Rule with Progressive utility and Long Term Affine Yields Curves. (2014). El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed . In: Working Papers. RePEc:hal:wpaper:hal-00974831. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient discretization of stochastic integrals. (2014). Fukasawa, Masaaki . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:175-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust hedging with proportional transaction costs. (2014). Dolinsky, Yan ; Soner, H.. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:327-347. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Risk premia in energy markets. (2013). Veraart, Almut ; Almut E. D. Veraart, ; Luitgard A. M. Veraart, . In: CREATES Research Papers. RePEc:aah:create:2013-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Assessing Relative Volatility/Intermittency/Energy Dissipation. (2013). Schmiegel, Jurgen ; Barndorff-Nielsen, Ole E. ; Pakkanen, Mikko S.. In: CREATES Research Papers. RePEc:aah:create:2013-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Sticky continuous processes have consistent price systems. (2013). Sayit, Hasanjan ; Bender, Christian ; Pakkanen, Mikko S.. In: CREATES Research Papers. RePEc:aah:create:2013-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The explicit Laplace transform for the Wishart process. (2013). Gnoatto, Alessandro ; Grasselli, Martino . In: Papers. RePEc:arx:papers:1107.2748. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Existence of Shadow Prices. (2013). Benedetti, Giuseppe ; Campi, Luciano ; Muhle-Karbe, Johannes ; Kallsen, Jan . In: Papers. RePEc:arx:papers:1111.6633. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Why are quadratic normal volatility models analytically tractable?. (2013). Ruf, Johannes ; Fisher, Travis ; Carr, Peter . In: Papers. RePEc:arx:papers:1202.6187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Hedging of Options On Exploding Exchange Rates. (2013). Ruf, Johannes ; Fisher, Travis ; Carr, Peter . In: Papers. RePEc:arx:papers:1202.6188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Maximum Maximum of Martingales given Marginals. (2013). Touzi, Nizar ; Henry-Labordere, Pierre . In: Papers. RePEc:arx:papers:1203.6877. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modeling and forecasting exchange rate volatility in time-frequency domain. (2013). Vacha, Lukas ; BarunÃk, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Negative Call Prices. (2013). Ruf, Johannes . In: Papers. RePEc:arx:papers:1204.1903. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Constructing Sublinear Expectations on Path Space. (2013). Nutz, Marcel ; van Handel, Ramon . In: Papers. RePEc:arx:papers:1205.2415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall. (2013). LEHALLE, Charles-Albert ; Labadie, Mauricio . In: Papers. RePEc:arx:papers:1205.3482. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints. (2013). Muhle-Karbe, Johannes ; Liu, Ren . In: Papers. RePEc:arx:papers:1205.4588. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Numerical methods for the quadratic hedging problem in Markov models with jumps. (2013). TANKOV, PETER ; De Franco, Carmine ; Warin, Xavier . In: Papers. RePEc:arx:papers:1206.5393. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (2013). BarunÃk, Jozef ; Barunik, Jozef ; Barunikova, Michaela . In: Papers. RePEc:arx:papers:1208.4831. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Superreplication under Volatility Uncertainty for Measurable Claims. (2013). Neufeld, Ariel ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1208.6486. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal order placement in limit order markets. (2013). Kukanov, Arseniy ; Cont, Rama . In: Papers. RePEc:arx:papers:1210.1625. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal Investment with Stocks and Derivatives. (2013). Siorpaes, Pietro . In: Papers. RePEc:arx:papers:1210.5466. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Generalised arbitrage-free SVI volatility surfaces. (2013). Jacquier, Antoine ; Neufcourt, Leo ; Guo, Gaoyue ; Martini, Claude . In: Papers. RePEc:arx:papers:1210.7111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Homogenization and asymptotics for small transaction costs: the multidimensional case. (2013). Possamai, Dylan ; Touzi, Nizar ; Soner, Mete H.. In: Papers. RePEc:arx:papers:1212.6275. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Community Structure of the Global Corporate Network. (2013). Vitali, Stefania ; battiston, stefano. In: Papers. RePEc:arx:papers:1301.2363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Planning Optimal From the Firm Value Creation Perspective Levels of Operating Cash Investments. (2013). Michalski, Grzegorz. In: Papers. RePEc:arx:papers:1301.3824. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Polish and Silesian Non-Profit Organizations Liquidity Strategies. (2013). Michalski, Grzegorz ; Aleksander, Mercik ; Mercik, Aleksander . In: Papers. RePEc:arx:papers:1301.3825. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. (2013). Acciaio, Beatrice ; Schachermayer, Walter ; Beiglbock, Mathias ; Penkner, Friedrich . In: Papers. RePEc:arx:papers:1301.5568. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Basis of financial arithmetic from the viewpoint of the utility theory. (2013). Piasecki, Krzysztof. In: Papers. RePEc:arx:papers:1302.0537. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Robust superhedging of measurable claims. (2013). Possamai, Dylan ; Touzi, Nizar ; Royer, Guillaume . In: Papers. RePEc:arx:papers:1302.1850. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An Explicit Martingale Version of Breniers Theorem. (2013). Touzi, Nizar ; Henry-Labordere, Pierre . In: Papers. RePEc:arx:papers:1302.4854. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Realtime market microstructure analysis: online Transaction Cost Analysis. (2013). LEHALLE, Charles-Albert ; Beri, Arjun ; Gadhyan, Yutheeka ; Azencott, Robert ; Joseph, Nicolas ; Rowley, Matthew . In: Papers. RePEc:arx:papers:1302.6363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the theory of firm in nonlinear dynamic financial and economic systems. (2013). Ledenyov, Dimitri. In: Papers. RePEc:arx:papers:1302.6721. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal investment and price dependence in a semi-static market. (2013). Siorpaes, Pietro . In: Papers. RePEc:arx:papers:1303.0237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2013). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1303.3148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The Small-Maturity Heston Forward Smile. (2013). Jacquier, Antoine ; Roome, Patrick . In: Papers. RePEc:arx:papers:1303.4268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the accurate characterization of business cycles in nonlinear dynamic financial and economic systems. (2013). Ledenyov, Dimitri. In: Papers. RePEc:arx:papers:1304.4807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk measures for processes and BSDEs. (2013). Reveillac, Anthony ; Penner, Irina . In: Papers. RePEc:arx:papers:1304.4853. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Balancing small fixed and proportional transaction cost in trading strategies. (2013). Fahim, Arash ; Alcala, Jose V.. In: Papers. RePEc:arx:papers:1304.7562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A comparison of techniques for dynamic multivariate risk measures. (2013). Rudloff, Birgit ; Feinstein, Zachary . In: Papers. RePEc:arx:papers:1305.2151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios. (2013). Capponi, Agostino ; Bo, Lijun . In: Papers. RePEc:arx:papers:1305.5575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks. (2013). Ledenyov, Dimitri. In: Papers. RePEc:arx:papers:1305.5656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Integrals of Higher Binary Options and Defaultable Bond with Discrete Default Information. (2013). O, Hyong-Chol ; Ri, Song-Hun ; Jo, Jong-Jun . In: Papers. RePEc:arx:papers:1305.6988. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Robust Portfolios and Weak Incentives in Long-Run Investments. (2013). Xing, Hao ; Guasoni, Paolo ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1306.2751. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Asymptotics for Fixed Transaction Costs. (2013). Altarovici, Albert ; Soner, Mete H. ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1306.2802. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty. (2013). Chen, Wei. In: Papers. RePEc:arx:papers:1306.4070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the time spent in the red by a refracted L\evy risk process. (2013). Renaud, Jean-Franccois . In: Papers. RePEc:arx:papers:1306.4619. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Explicit Description of HARA Forward Utilities and Their Optimal Portfolios. (2013). Ma, Junfeng ; Choulli, Tahir . In: Papers. RePEc:arx:papers:1307.0785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On model-independent pricing/hedging using shortfall risk and quantiles. (2013). Bayraktar, Erhan ; Zhou, Zhou . In: Papers. RePEc:arx:papers:1307.2493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Continuous-Time Public Good Contribution under Uncertainty. (2013). Steg, Jan-Henrik ; Riedel, Frank ; Ferrari, Giorgio . In: Papers. RePEc:arx:papers:1307.2849. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Utility Maximization under Model Uncertainty in Discrete Time. (2013). Nutz, Marcel . In: Papers. RePEc:arx:papers:1307.3597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correct usage of transmission coefficient for timing the market. (2013). Racorean, Ovidiu. In: Papers. RePEc:arx:papers:1307.5975. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Quantum Tunneling of Stock Price in Range Bound Market Conditions. (2013). Racorean, Ovidiu. In: Papers. RePEc:arx:papers:1307.6727. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	American options with gradual exercise under proportional transaction costs. (2013). Roux, Alet ; Zastawniak, Tomasz . In: Papers. RePEc:arx:papers:1308.2688. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A pricing measure to explain the risk premium in power markets. (2013). Benth, Fred Espen ; Ortiz-Latorre, Salvador . In: Papers. RePEc:arx:papers:1308.3378. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal robust bounds for variance options. (2013). Alexander M. G. Cox, ; Wang, Jiajie . In: Papers. RePEc:arx:papers:1308.4363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Taylor series approach to pricing and implied vol for LSV models. (2013). Pascucci, Andrea ; Lorig, Matthew ; Pagliarani, Stefano . In: Papers. RePEc:arx:papers:1308.5019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). BarunÃk, Jozef ; Avdulaj, Krenar. In: Papers. RePEc:arx:papers:1308.6120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty. (2013). Chen, Wei. In: Papers. RePEc:arx:papers:1308.6256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model). (2013). O, Hyong-Chol ; Pak, Chol-Hyok ; Kim, Dong-Hyok . In: Papers. RePEc:arx:papers:1309.1647. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Systematic Approach to Constructing Market Models With Arbitrage. (2013). Ruf, Johannes ; Runggaldier, Wolfgang . In: Papers. RePEc:arx:papers:1309.1988. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Hedging under an expected loss constraint with small transaction costs. (2013). Bouchard, Bruno ; Soner, Mete H. ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1309.4916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Probabilistic aspects of finance. (2013). Follmer, Hans ; Schied, Alexander . In: Papers. RePEc:arx:papers:1309.7759. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Shapes of implied volatility with positive mass at zero. (2013). De Marco, Stefano ; Jacquier, Antoine ; Hillairet, Caroline . In: Papers. RePEc:arx:papers:1310.1020. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Regulatory-Optimal Funding. (2013). Kenyon, Chris ; Green, Andrew . In: Papers. RePEc:arx:papers:1310.3386. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Measuring correlations between non-stationary series with DCCA coefficient. (2013). KriÅ¡toufek, Ladislav. In: Papers. RePEc:arx:papers:1310.3984. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Sticky continuous processes have consistent price systems. (2013). Bender, Christian ; Sayit, Hasanjan ; Pakkanen, Mikko S.. In: Papers. RePEc:arx:papers:1310.7857. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Default Clustering in Large Pools: Large Deviations. (2013). Spiliopoulos, Konstantinos ; Sowers, Richard B.. In: Papers. RePEc:arx:papers:1311.0498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2013). KriÅ¡toufek, Ladislav. In: Papers. RePEc:arx:papers:1311.0657. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Varadhans formula, conditioned diffusions, and local volatilities. (2013). De Marco, Stefano ; Friz, Peter . In: Papers. RePEc:arx:papers:1311.1545. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Structural Changes on Warsaws Stock Exchange: the end of Financial Crisis. (2013). Fiedor, PaweÅ. In: Papers. RePEc:arx:papers:1311.4230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Probabilistic and statistical properties of realized moments and their use in inference, estimation and risk management. (2013). Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.5036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Pathwise stochastic integrals for model free finance. (2013). Perkowski, Nicolas ; Promel, David J.. In: Papers. RePEc:arx:papers:1311.6187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Agent-based models for latent liquidity and concave price impact. (2013). Mastromatteo, Iacopo ; Bouchaud, Jean-Philippe ; Toth, Bence . In: Papers. RePEc:arx:papers:1311.6262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. (2013). Kallblad, Sigrid . In: Papers. RePEc:arx:papers:1311.7419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	CCPs, Central Clearing, CSA, Credit Collateral and Funding Costs Valuation FAQ: Re-hypothecation, CVA, Closeout, Netting, WWR, Gap-Risk, Initial and Variation Margins, Multiple Discount Curves, FV. (2013). Brigo, Damiano ; Pallavicini, Andrea . In: Papers. RePEc:arx:papers:1312.0128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Trade arrival dynamics and quote imbalance in a limit order book. (2013). Sotiropoulos, Michael G ; Pesavento, Umberto ; Lipton, Alexander . In: Papers. RePEc:arx:papers:1312.0514. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Simulating and analyzing order book data: The queue-reactive model. (2013). Lehalle, Charles-Albert ; Huang, Weibing ; Rosenbaum, Mathieu . In: Papers. RePEc:arx:papers:1312.0563. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	What is the best risk measure in practice? A comparison of standard measures. (2013). Tasche, Dirk ; Emmer, Susanne ; Kratz, Marie . In: Papers. RePEc:arx:papers:1312.1645. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Analytical expansions for parabolic equations. (2013). Pascucci, Andrea ; Lorig, Matthew ; Pagliarani, Stefano . In: Papers. RePEc:arx:papers:1312.3314. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the Market Viability under Proportional Transaction Costs. (2013). Bayraktar, Erhan ; Yu, Xiang . In: Papers. RePEc:arx:papers:1312.3917. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Market models with optimal arbitrage. (2013). TANKOV, PETER ; Chau, Huy N.. In: Papers. RePEc:arx:papers:1312.4979. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Capital distribution and portfolio performance in the mean-field Atlas model. (2013). Jourdain, Benjamin ; Reygner, Julien . In: Papers. RePEc:arx:papers:1312.5660. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary. (2013). Righi, Simone ; Biondi, Yuri. In: Papers. RePEc:arx:papers:1312.7460. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	G-Doob-Meyer Decomposition and its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty. (2013). Chen, Wei . In: Papers. RePEc:arx:papers:1401.0677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Continuous-Time Public Good Contribution under Uncertainty. (2013). Steg, Jan-Henrik ; Riedel, Frank ; Ferrari, Giorgio . In: Working Papers. RePEc:bie:wpaper:485. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Equilibrium price of immediacy and infrequent trade. (2013). luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets. (2013). Benth, Fred Espen ; Taib, Che Mohd Imran Che, . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:259-268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Generation IV nuclear reactors: Current status and future prospects. (2013). Locatelli, Giorgio ; Todeschini, Nicola ; Mancini, Mauro . In: Energy Policy. RePEc:eee:enepol:v:61:y:2013:i:c:p:1503-1520. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the global economic potentials and marginal costs of non-renewable resources and the price of energy commodities. (2013). Mercure, Jean-Francois ; Salas, Pablo . In: Energy Policy. RePEc:eee:enepol:v:63:y:2013:i:c:p:469-483. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal reinsurance subject to Vajda condition. (2013). Chi, Yichun ; Weng, Chengguo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:1:p:179-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The natural Banach space for version independent risk measures. (2013). Pichler, Alois . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:2:p:405-415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal dividend problem with a terminal value for spectrally positive LÃ©vy processes. (2013). Yin, Chuancun ; Wen, Yuzhen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:769-773. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Essential supremum with respect to a random partial order. (2013). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Yuri ; Lepinette, Emmanuel . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:49:y:2013:i:6:p:478-487. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Essential supremum and essential maximum with respect to random preference relations. (2013). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Yuri ; Lepinette, Emmanuel . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:49:y:2013:i:6:p:488-495. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Clarifications to questions and criticisms on the JohansenâLedoitâSornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Structural and topological phase transitions on the German Stock Exchange. (2013). Wiliski, M. ; Struzik, Z. R. ; Kutner, R. ; Gubiec, T. ; Sienkiewicz, A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:5963-5973. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). BarunÃk, Jozef ; Avdulaj, Krenar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Using Nighttime Satellite Imagery as a Proxy Measure of Human Well-Being. (2013). Sutton, Paul C. ; Ghosh, Tilottama ; Anderson, Sharolyn J. ; Elvidge, Christopher D.. In: Sustainability. RePEc:gam:jsusta:v:5:y:2013:i:12:p:4988-5019:d:30764. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Maximum Maximum of Martingales given Marginals. (2013). Touzi, Nizar ; Henry-Labordere, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00684005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory. (2013). . In: Working Papers. RePEc:hal:wpaper:hal-00750873. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An Explicit Martingale Version of Breniers Theorem. (2013). Touzi, Nizar ; Henry-Labordere, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00790001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Pricing and hedging contingent claims with liquidity costs and market impact. (2013). Abergel, Frederic ; Loeper, Gregoire . In: Working Papers. RePEc:hal:wpaper:hal-00802402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Prognoza przyszÅorocznej sprzedaÅ¼y dla przedsiÄbiorstw z branÅ¼y budowlanej i medycznej. (2013). Lont, Jolanta ; Biernacka, Karolina . In: Working Papers. RePEc:hal:wpaper:hal-00804616. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2012

Year	Title	See
2012	Relationship Between Prices of Food, Fuel and Biofuel. (2012). Zilberman, David ; KriÅ¡toufek, 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]
2012	Default 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]
2012	Optimal 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]
2012	Counterparty 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]
2012	Optimal 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]
2012	Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; BarunÃk, Jozef ; Barunik, Jozef ; Aste, Tomaso ; Di Matteo, Tiziana . In: Papers. RePEc:arx:papers:1201.1535. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. (2012). KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1201.3511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quasi-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]
2012	Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (2012). KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing Variable Annuity Guarantees in a Local Volatility framework. (2012). RayÃ©e, GrÃ©gory ; Gr'egory Ray'ee, ; Deelstra, Griselda . In: Papers. RePEc:arx:papers:1204.0453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Computing 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]
2012	The macroeconomic effect of the information and communication technology in Hungary. (2012). Sasvari, Peter. In: Papers. RePEc:arx:papers:1204.1561. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price 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]
2012	A 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]
2012	On 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]
2012	Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets. (2012). Cadogan, Godfrey ; Charles-Cadogan, Godfrey . In: Papers. RePEc:arx:papers:1206.2662. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A 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]
2012	Active 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]
2012	Asymptotics 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]
2012	A new look at short-term implied volatility in asset price models with jumps. (2012). TANKOV, PETER ; Aleksandar Mijatovi'c, . In: Papers. RePEc:arx:papers:1207.0843. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Illustrating 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]
2012	Portfolio 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]
2012	Measuring capital market efficiency: Global and local correlations structure. (2012). VoÅ¡vrda, Miloslav ; KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1208.1298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On 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]
2012	Time-Frequency Dynamics of Biofuels-Fuels-Food System. (2012). Zilberman, David ; Vacha, Lukas ; KriÅ¡toufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1209.0900. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	General 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]
2012	Funding, 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]
2012	Viscosity 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]
2012	Funded Bilateral Valuation Adjustment. (2012). Nordio, Claudio ; Giada, Lorenzo . In: Papers. RePEc:arx:papers:1211.1564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On 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]
2012	A 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]
2012	On 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]
2012	Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Papers. RePEc:arx:papers:1211.4686. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An 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]
2012	Momentum 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]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Optimal 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]
2012	Option 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]
2012	Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. (2012). Zilberman, David ; KriÅ¡toufek, 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]
2012	How do skilled traders change the structure of the market. (2012). VoÅ¡vrda, Miloslav ; Vacha, Lukas ; BarunÃk, Jozef ; Barunik, Jozef ; Vosvrda, Miloslav . In: International Review of Financial Analysis. RePEc:eee:finana:v:23:y:2012:i:c:p:66-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multifractal 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]
2012	Evolutionary 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]
2012	Benfordâs 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]
2012	On some universal Ï-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]
2012	BSDEs 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]
2012	The 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]
2012	The 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]
2012	Optimal 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]
2012	Optimal 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]
2012	Oil 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]
2012	Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Power utility maximization in exponential LÃ©vy models: convergence of discrete-time to continuous-time maximizers. (2012). Temme, Johannes . In: Computational Statistics. RePEc:spr:compst:v:76:y:2012:i:1:p:21-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Horizon 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]
2012	Fact 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]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quasi-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

Year	Title	See
2011	Coherent 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]
2011	Anomalous 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]
2011	Why Money Trickles Up - Wealth & Income Distributions. (2011). Willis, Geoff. In: Papers. RePEc:arx:papers:1105.2122. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Impact 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]
2011	Dynamic 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]
2011	Multiplicative 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]
2011	Implied Volatility Surface: Construction Methodologies and Characteristics. (2011). Homescu, Cristian . In: Papers. RePEc:arx:papers:1107.1834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Identification 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]
2011	Ito 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]
2011	Why 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]
2011	Additive 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]
2011	Pruning a Minimum Spanning Tree. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1109.0642. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.5791. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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]
2011	Distinguishing 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]
2011	Fundamental 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]
2011	Agglomeration and Interregional Mobility of Labor in Portugal. (2011). Martinho, VÃtor ; Vitor Joao Pereira Domingues Martinho, . In: Papers. RePEc:arx:papers:1110.5534. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Spatial Autocorrelation and Verdoorn Law in the Portuguese NUTs III. (2011). Martinho, VÃtor ; Vitor Joao Pereira Domingues Martinho, . In: Papers. RePEc:arx:papers:1110.5578. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Funding 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]
2011	Modeling 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]
2011	Valuation 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]
2011	The Social Architecture of Capitalism. (2011). Wright, Ian. In: Papers. RePEc:arx:papers:cond-mat/0401053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A 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	Dealing with the Inventory Risk. (2011). Gueant, Olivier ; Tapia, Joaquin Fernandez ; Lehalle, Charles-Albert . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/7390. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Portfolio Liquidation with Limit Orders. (2011). Gueant, Olivier ; Tapia, Joaquin Fernandez ; Lehalle, Charles-Albert . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/7391. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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]
2011	Distinguishing 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]
2011	A 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]
2011	Structural 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]
2011	Modified 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]
2011	On 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]
2011	TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). HÃ¤rdle, Wolfgang ; Chen, Ray-Bing ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; HÃ¤rdle, Wolfgang ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Limit 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]
2011	We 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]
2011	Optimal 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]
2011	On 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]
2011	Multivariate 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]
2011	Semiparametric 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]
2011	Linking 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]
2011	Minimal 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]
2011	The 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]
2011	Econometric 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]
2011	Financial 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]
2011	Evolvement 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]
2011	Why money trickles up â wealth & income distributions. (2011). Willis, Geoff. In: MPRA Paper. RePEc:pra:mprapa:30851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What the keynesian theory said about Portugal?. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32610. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What said the neoclassical and endogenous growth theories about Portugal?. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32631. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What said the new economic geography about Portugal? An alternative approach. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32795. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Net migration and convergence in Portugal. An alternative analysis. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32801. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Application of Keynesian and convergence theories in Portugal. Differences and similarities. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32910. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Application of convergence theories and new economic geography in Portugal. An alternative analysis. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32986. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Application of Keynesian and convergence theories in Portugal. An alternative approach. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32987. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Application of Keynesian theory and new economic geography in Portugal. An alternative analysis. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:32999. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What said the economic theory about Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Keynesian theory and the manufactured industry in Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The convergence theories and the manufactured industry in Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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]
2011	The Keynesian and the convergence theories in the Portuguese manufactured industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33371. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Keynesian and the convergence theories in the Portuguese manufactured industry. Another approach. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Keynesian theory and the geographic concentration in the Portuguese manufactured industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Keynesian theory and the geographic concentration in the Portuguese manufactured industry. Another analysis. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The convergence theories and the geographic concentration in the Portuguese manufactured industry. Another approach. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The convergence theories and the geographic concentration in the Portuguese manufactured industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The economic theory and the Portuguese manufactured industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33491. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The economic theory and the Portuguese manufactured industry. Another approach. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A linear model of the new economic geography for Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A non linear model of the new economic geography for Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model of the Keynesian theory for the Portuguese manufactured industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33632. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model of the Keynesian theory for the Portuguese manufactured industry. Another analysis. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33633. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model for net migration between the Portuguese regions. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33717. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model for net migration between the Portuguese regions. Another perspective. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model based on the Rybczynski equation for Portugal. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33734. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A model based on the Rybczynski equation for Portugal. Another way. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: MPRA Paper. RePEc:pra:mprapa:33735. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33743. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Integration 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]
2011	The 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]
2011	Understanding 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]
2011	Modeling 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]
2011	Integration 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]
2011	The 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]
2011	Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50531. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Economic Theory and the Portuguese Manufactured Industry. (2011). Martinho, VÃtor ; Martinho, Vitor JoÃ£o Pereira Domingues, . In: EconStor Preprints. RePEc:zbw:esprep:51350. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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]
2011	The 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]
2011	Modelling 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]

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