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Citation Profile [Updated: 2021-03-03 18:38:23]
5 Years H
59
Impact Factor
0.45
5 Years IF
0.37
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 2 0 0 0 0 0.12
1997 0 0.23 0.47 0 15 15 303 6 9 0 0 1 16.7 6 0.4 0.12
1998 0.53 0.24 0.2 0.53 44 59 321 12 21 15 8 15 8 2 16.7 2 0.05 0.15
1999 0.1 0.32 0.15 0.1 53 112 615 17 38 59 6 59 6 3 17.6 8 0.15 0.21
2000 0.25 0.46 0.39 0.29 74 186 656 73 111 97 24 112 32 19 26 9 0.12 0.2
2001 0.28 0.4 0.47 0.27 97 283 717 127 243 127 36 186 51 52 40.9 29 0.3 0.22
2002 0.26 0.42 0.33 0.22 112 395 1012 131 375 171 45 283 61 37 28.2 29 0.26 0.23
2003 0.26 0.42 0.31 0.19 107 502 475 151 531 209 54 380 73 34 22.5 6 0.06 0.24
2004 0.21 0.47 0.33 0.22 150 652 999 215 748 219 45 443 98 30 14 22 0.15 0.27
2005 0.18 0.5 0.31 0.2 190 842 844 247 1006 257 47 540 109 63 25.5 19 0.1 0.29
2006 0.22 0.48 0.32 0.21 245 1087 706 346 1353 340 75 656 138 53 15.3 12 0.05 0.27
2007 0.18 0.4 0.29 0.19 285 1372 1605 391 1754 435 79 804 152 79 20.2 33 0.12 0.23
2008 0.18 0.46 0.3 0.18 301 1673 1229 489 2257 530 98 977 179 90 18.4 21 0.07 0.23
2009 0.2 0.44 0.3 0.18 342 2015 1375 586 2871 586 117 1171 210 134 22.9 39 0.11 0.23
2010 0.21 0.38 0.27 0.18 483 2498 1387 660 3549 643 132 1363 240 138 20.9 39 0.08 0.2
2011 0.21 0.48 0.35 0.19 516 3014 1607 1022 4603 825 170 1656 312 244 23.9 147 0.28 0.25
2012 0.21 0.51 0.32 0.21 585 3599 1643 1129 5765 999 209 1927 405 327 29 82 0.14 0.26
2013 0.26 0.52 0.35 0.23 707 4306 2252 1477 7285 1101 285 2227 504 452 30.6 154 0.22 0.24
2014 0.32 0.55 0.39 0.26 792 5098 2082 1933 9278 1292 407 2633 696 630 32.6 154 0.19 0.28
2015 0.33 0.54 0.41 0.28 787 5885 1862 2349 11716 1499 496 3083 866 847 36.1 145 0.18 0.27
2016 0.35 0.56 0.43 0.3 943 6828 1527 2881 14686 1579 551 3387 1000 893 31 191 0.2 0.28
2017 0.31 0.56 0.42 0.28 915 7743 1716 3120 17929 1730 537 3814 1059 982 31.5 185 0.2 0.28
2018 0.34 0.57 0.41 0.29 1320 9063 1758 3556 21678 1858 628 4144 1222 1089 30.6 246 0.19 0.29
2019 0.41 0.6 0.4 0.32 1812 10875 1445 4104 26082 2235 921 4757 1509 1309 31.9 417 0.23 0.36
2020 0.45 0.7 0.45 0.37 3256 14131 1536 6310 32458 3132 1397 5777 2166 2450 38.8 1204 0.37 0.77
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations 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
50 most cited documents in this series
#YearTitleCited
12007The Product Space Conditions the Development of Nations. (2007). Hidalgo, Cesar ; Hausmann, Ricardo ; A. -L. Barabasi, ; Klinger, B.. In: Papers. RePEc:arx:papers:0708.2090.

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650
22002On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0104295.

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392
32009The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890.

Full description at Econpapers || Download paper

271
42017When Should You Adjust Standard Errors for Clustering?. (2017). Wooldridge, Jeffrey ; Athey, Susan ; Abadie, Alberto ; Imbens, Guido. In: Papers. RePEc:arx:papers:1710.02926.

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217
52008Multifractal detrended cross-correlation analysis for two nonstationary signals. (2008). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:0803.2773.

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206
61999Scaling 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.

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195
72012Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1201.4776.

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158
81999Universal 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.

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155
91999The 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.

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144
102011Multifractal detrending moving average cross-correlation analysis. (2011). Zhou, Wei-Xing ; Jiang, Zhi-Qiang. In: Papers. RePEc:arx:papers:1103.2577.

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133
112010Detrending moving average algorithm for multifractals. (2010). Gu, Gao-Feng ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1005.0877.

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132
121999Scaling 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.

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130
132000Statistical mechanics of money. (2000). Yakovenko, Victor ; Dragulescu, Adrian . In: Papers. RePEc:arx:papers:cond-mat/0001432.

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130
142009Colloquium: Statistical mechanics of money, wealth, and income. (2009). Yakovenko, Victor ; Rosser, Barkley. In: Papers. RePEc:arx:papers:0905.1518.

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129
152011The network of global corporate control. (2011). Vitali, Stefania ; Glattfelder, James ; battiston, stefano. In: Papers. RePEc:arx:papers:1107.5728.

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126
161998Inverse 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.

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126
172010Optimal 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.

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121
182004The Predictive Power of Zero Intelligence in Financial Markets. (2004). Zovko, Ilija ; Farmer, J. ; Patelli, Paolo. In: Papers. RePEc:arx:papers:cond-mat/0309233.

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119
192005Utility maximization in incomplete markets. (2005). Muller, Matthias ; Hu, Ying ; Imkeller, Peter. In: Papers. RePEc:arx:papers:math/0508448.

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114
202013Model-independent Bounds for Option Prices: A Mass Transport Approach. (2013). Penkner, Friedrich ; Henry-Labordere, Pierre ; Beiglbock, Mathias . In: Papers. RePEc:arx:papers:1106.5929.

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113
212000Statistical 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.

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111
222015Arbitrage and duality in nondominated discrete-time models. (2015). Bouchard, Bruno ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1305.6008.

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108
232017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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106
242000Fractional 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.

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104
252004Networks 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.

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104
262004What really causes large price changes?. (2004). Farmer, J. ; Sen, Anindya ; Mike, Szabolcs ; Gillemot, Laszlo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:cond-mat/0312703.

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103
271998Universal 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.

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101
282003Multifractal Properties of Price Fluctuations of Stocks and Commodities. (2003). Stanley, Eugene H. ; Ashkenazy, Yosef ; Matia, Kaushik . In: Papers. RePEc:arx:papers:cond-mat/0308012.

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99
292013Inference on Counterfactual Distributions. (2013). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:0904.0951.

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97
302011Evolution of worldwide stock markets, correlation structure and correlation based graphs. (2011). Mantegna, Rosario ; Song, Dong-Ming ; Zhou, Wei-Xing ; Tumminello, Michele. In: Papers. RePEc:arx:papers:1103.5555.

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96
312014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (2014). Tessone, Claudio Juan ; Mavrodiev, Pavlin ; PERONY, NICOLAS ; Garcia, David. In: Papers. RePEc:arx:papers:1408.1494.

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95
322020Quasi-Experimental Shift-Share Research Designs. (2018). Hull, Peter ; Borusyak, Kirill ; Jaravel, Xavier. In: Papers. RePEc:arx:papers:1806.01221.

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93
332001Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States. (2001). Yakovenko, Victor ; Dragulescu, Adrian . In: Papers. RePEc:arx:papers:cond-mat/0103544.

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93
342005Structure and Evolution of the World Trade Network. (2005). Garlaschelli, D. ; Loffredo, M. I.. In: Papers. RePEc:arx:papers:physics/0502066.

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90
352004The long memory of the efficient market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:cond-mat/0311053.

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89
362007On the optimal dividend problem for a spectrally negative L\{e}vy process. (2007). Avram, Florin ; Palmowski, Zbigniew ; Pistorius, Martijn R.. In: Papers. RePEc:arx:papers:math/0702893.

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88
372014Should we build more large dams? The actual costs of hydropower megaproject development. (2014). Flyvbjerg, Bent ; Budzier, Alexander ; Lunn, Daniel ; Ansar, Atif . In: Papers. RePEc:arx:papers:1409.0002.

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85
382001Significance of log-periodic precursors to financial crashes. (2001). Johansen, A. ; Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0106520.

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84
392014A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. (2014). Galichon, Alfred ; Henry-Labordere, P. ; Touzi, N.. In: Papers. RePEc:arx:papers:1401.3921.

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81
402000Fractional calculus and continuous-time finance. (2000). Scalas, Enrico ; Gorenflo, Rudolf ; Mainardi, Francesco . In: Papers. RePEc:arx:papers:cond-mat/0001120.

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81
412014The Economics of BitCoin Price Formation. (2014). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1405.4498.

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81
422013Average and Quantile Effects in Nonseparable Panel Models. (2013). Hahn, Jinyong ; Fernandez-Val, Ivan ; Chernozhukov, Victor ; Newey, Whitney. In: Papers. RePEc:arx:papers:0904.1990.

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80
431997Physics of Finance. (1997). Ilinski, Kirill. In: Papers. RePEc:arx:papers:hep-th/9710148.

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75
442017Linking Economic Complexity, Institutions and Income Inequality. (2017). Hidalgo, Cesar ; Hartmann, Dominik ; M. Aristar'an, ; Jara-Figueroa, C. ; Guevara, M.. In: Papers. RePEc:arx:papers:1505.07907.

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73
452004Fitness-dependent topological properties of the World Trade Web. (2004). Garlaschelli, D. ; Loffredo, M. I.. In: Papers. RePEc:arx:papers:cond-mat/0403051.

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73
462015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces. (2015). Podobnik, Boris ; Jiang, Zhi-Qiang ; Liu, Ya-Min ; Qian, Xi-Yuan ; Zhou, Wei-Xing ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:1504.02435.

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73
471997Scaling 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.

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72
482006A fitness model for the Italian Interbank Money Market. (2006). Iori, Giulia ; Caldarelli, G. ; De Masi, G.. In: Papers. RePEc:arx:papers:physics/0610108.

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71
492007Correlation based networks of equity returns sampled at different time horizons. (2007). Mantegna, Rosario ; Tumminello, M. ; Di Matteo, T. ; Aste, T.. In: Papers. RePEc:arx:papers:physics/0605251.

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71
502007Point estimation with exponentially tilted empirical likelihood. (2007). Schennach, Susanne. In: Papers. RePEc:arx:papers:0708.1874.

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71
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007The 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

210
22017When Should You Adjust Standard Errors for Clustering?. (2017). Wooldridge, Jeffrey ; Athey, Susan ; Abadie, Alberto ; Imbens, Guido. In: Papers. RePEc:arx:papers:1710.02926.

Full description at Econpapers || Download paper

182
32009The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890.

Full description at Econpapers || Download paper

98
42020Quasi-Experimental Shift-Share Research Designs. (2018). Hull, Peter ; Borusyak, Kirill ; Jaravel, Xavier. In: Papers. RePEc:arx:papers:1806.01221.

Full description at Econpapers || Download paper

84
52017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

Full description at Econpapers || Download paper

69
62002On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0104295.

Full description at Econpapers || Download paper

63
72017Linking Economic Complexity, Institutions and Income Inequality. (2017). Hidalgo, Cesar ; Hartmann, Dominik ; M. Aristar'an, ; Jara-Figueroa, C. ; Guevara, M.. In: Papers. RePEc:arx:papers:1505.07907.

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56
82013Inference on Counterfactual Distributions. (2013). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:0904.0951.

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54
92020Coronavirus Perceptions And Economic Anxiety. (2020). Roth, Christopher ; Hermle, Johannes ; Hensel, Lukas ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2003.03848.

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53
102014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (2014). Tessone, Claudio Juan ; Mavrodiev, Pavlin ; PERONY, NICOLAS ; Garcia, David. In: Papers. RePEc:arx:papers:1408.1494.

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51
112020Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785.

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50
122020Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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47
132018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. (2018). Cattaneo, Matias ; Calonico, Sebastian ; Farrell, Max H. In: Papers. RePEc:arx:papers:1508.02973.

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45
142008Multifractal 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

43
152013Model-independent Bounds for Option Prices: A Mass Transport Approach. (2013). Penkner, Friedrich ; Henry-Labordere, Pierre ; Beiglbock, Mathias . In: Papers. RePEc:arx:papers:1106.5929.

Full description at Econpapers || Download paper

42
162012Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1201.4776.

Full description at Econpapers || Download paper

41
172015Arbitrage and duality in nondominated discrete-time models. (2015). Bouchard, Bruno ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1305.6008.

Full description at Econpapers || Download paper

41
182013Average and Quantile Effects in Nonseparable Panel Models. (2013). Hahn, Jinyong ; Fernandez-Val, Ivan ; Chernozhukov, Victor ; Newey, Whitney. In: Papers. RePEc:arx:papers:0904.1990.

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39
192019Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075.

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38
202020Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective. (2020). Lafond, François ; Farmer, Doyne ; Pichler, Anton ; Mealy, Penny ; del Rio-Chanona, Maria R. In: Papers. RePEc:arx:papers:2004.06759.

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36
212018Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption. (2018). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1808.05293.

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35
222018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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35
232015What is the best risk measure in practice? A comparison of standard measures. (2015). Tasche, Dirk ; Kratz, Marie ; Emmer, Susanne . In: Papers. RePEc:arx:papers:1312.1645.

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34
242019ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects. (2019). Zylkin, Thomas ; Guimaraes, Paulo ; Correia, Sergio. In: Papers. RePEc:arx:papers:1903.01690.

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32
251999Scaling 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.

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32
262011The network of global corporate control. (2011). Vitali, Stefania ; Glattfelder, James ; battiston, stefano. In: Papers. RePEc:arx:papers:1107.5728.

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31
272019Simple Local Polynomial Density Estimators. (2019). Jansson, Michael ; Cattaneo, Matias ; Ma, Xinwei. In: Papers. RePEc:arx:papers:1811.11512.

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31
282020Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem. (2020). Molinari, Francesca ; Manski, Charles. In: Papers. RePEc:arx:papers:2004.06178.

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30
291999Universal 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.

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30
302017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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30
312015The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Seraf'in Mart'inez-Jaramillo, ; Jos'e Luis Molina-Borboa, ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1505.04276.

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29
322017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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29
332010Optimal 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

28
342014A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. (2014). Galichon, Alfred ; Henry-Labordere, P. ; Touzi, N.. In: Papers. RePEc:arx:papers:1401.3921.

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28
352018Can Network Theory-based Targeting Increase Technology Adoption?. (2018). Mobarak, Ahmed ; Magruder, Jeremy ; Benyishay, Ariel ; ben Yishay, Ariel ; Beaman, Lori. In: Papers. RePEc:arx:papers:1808.01205.

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28
362020Two-way fixed effects estimators with heterogeneous treatment effects. (2019). D'Haultfoeuille, Xavier ; de Chaisemartin, Clement. In: Papers. RePEc:arx:papers:1803.08807.

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372018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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382005Utility maximization in incomplete markets. (2005). Muller, Matthias ; Hu, Ying ; Imkeller, Peter. In: Papers. RePEc:arx:papers:math/0508448.

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392018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko ; Beguvsi, Stjepan. In: Papers. RePEc:arx:papers:1803.08405.

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402014Inference in High Dimensional Panel Models with an Application to Gun Control. (2014). Kozbur, Damian ; Chernozhukov, Victor ; Hansen, Christian ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1411.6507.

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412007On the optimal dividend problem for a spectrally negative L\{e}vy process. (2007). Avram, Florin ; Palmowski, Zbigniew ; Pistorius, Martijn R.. In: Papers. RePEc:arx:papers:math/0702893.

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422015Hawkes processes in finance. (2015). Bacry, Emmanuel ; Muzy, Jean-Franccois ; Mastromatteo, Iacopo. In: Papers. RePEc:arx:papers:1502.04592.

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432014The Economics of BitCoin Price Formation. (2014). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1405.4498.

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442010Detrending moving average algorithm for multifractals. (2010). Gu, Gao-Feng ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1005.0877.

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452016Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian. In: Papers. RePEc:arx:papers:1509.01966.

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461998Inverse 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.

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472000Statistical mechanics of money. (2000). Yakovenko, Victor ; Dragulescu, Adrian . In: Papers. RePEc:arx:papers:cond-mat/0001432.

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482019Leave-out estimation of variance components. (2019). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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492014Should we build more large dams? The actual costs of hydropower megaproject development. (2014). Flyvbjerg, Bent ; Budzier, Alexander ; Lunn, Daniel ; Ansar, Atif . In: Papers. RePEc:arx:papers:1409.0002.

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502014What You Should Know About Megaprojects, and Why: An Overview. (2014). Flyvbjerg, Bent. In: Papers. RePEc:arx:papers:1409.0003.

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Citing documents used to compute impact factor: 1397
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2020A Cyber-Physical Residential Energy Management System via Virtualized Packets. (2020). Narayanan, Arun ; Wahid, Sohail ; Hussain, Hafiz Majid ; de Castro, Mauricio. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:699-:d:317115.

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2020The greening of South-South trade: Levels, growth, and specialization of trade in clean energy technologies between countries in the global South. (2020). Gosens, Jorrit. In: Renewable Energy. RePEc:eee:renene:v:160:y:2020:i:c:p:931-943.

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2020Close Encounters of a Heterogeneous Kind: Understanding the Differential Impact of Social Distancing on COVID-19 Infections and Deaths. (2020). Johnson, David ; Gibson, John ; Alexi, Thompson . In: MPRA Paper. RePEc:pra:mprapa:104464.

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2020A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515.

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2020Optimal variance stopping with linear diffusions. (2020). Matomaki, Pekka ; Tgholt, Kamille Sofie. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:4:p:2349-2383.

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2020On time-inconsistent stopping problems and mixed strategy stopping times. (2020). Lindensjo, Kristoffer ; Christensen, Soren. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:2886-2917.

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2020Scaling in income inequalities and its dynamical origin. (2020). Derzsy, Noemi ; Toth, Geza ; Biro, Tamas S ; Gere, Istvan ; Neda, Zoltan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120302156.

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2020Systems of ergodic BSDE arising in regime switching forward performance processes. (2018). Tang, Shanjian ; Liang, Gechun ; Hu, Ying. In: Papers. RePEc:arx:papers:1807.01816.

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2020Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2020A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions. (2020). Nguyen, Duy ; Kirkby, Lars J. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304318.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089.

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2020Cohomology theory for financial time series. (2020). Pinak, Richard ; Kanjamapornkul, Kabin ; Barto, Erik . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843711931283x.

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2020Difference-in-Differences Estimators of Intertemporal Treatment Effects. (2020). de Chaisemartin, Cl'Ement ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2007.04267.

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2020Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764.

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2020Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2020The role of parallel trends in event study settings: An application to environmental economics. (2020). Sant'Anna, Pedro ; Marcus, Michelle. In: Papers. RePEc:arx:papers:2009.01963.

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2020Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782.

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2020The Impact of Consumer Protection in the Digital Age: Evidence from the European Union. (2020). Rösner, Anja ; Haucap, Justus ; Heimeshoff, Ulrich ; Rosner, Anja. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8081.

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2020The impact of consumer protection in the digital age: Evidence from the European Union. (2020). Rösner, Anja ; Haucap, Justus ; Heimeshoff, Ulrich ; Rosner, Anja. In: DICE Discussion Papers. RePEc:zbw:dicedp:330.

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2020Transparency in Structural Research. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:26631.

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2020Flexpaneldid: A Stata toolbox for causal analysis with varying treatment time and duration. (2020). Giebler, Alexander ; Dettmann, Eva ; Weyh, Antje. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32020.

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2020Financial Innovation, Payment Choice and Cash Demand – Causal Evidence from the Staggered Introduction of Contactless Debit Cards. (2020). Stix, Helmut ; Hentschel, Nicole ; Mettler, Hannes ; Brown, Martin. In: Working Papers. RePEc:onb:oenbwp:230.

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2020Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards. (2020). Stix, Helmut ; Hentschel, Nicole ; Mettler, Hannes ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2020:02.

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2020Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: MPRA Paper. RePEc:pra:mprapa:101669.

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2020Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: Working Papers. RePEc:udc:wpaper:wp497.

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2020Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: IZA Discussion Papers. RePEc:iza:izadps:dp13524.

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2020Social Media and Political Contributions: The Impact of New Technology on Political Competition. (2020). Yildirim, Pinar ; Petrova, Maria ; Sen, Ananya. In: Papers. RePEc:arx:papers:2011.02924.

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2020Impacts of a French Urban Renewal Program on Local Housing Markets. (2020). Chareyron, Sylvain ; Goffette-Nagot, Florence ; Letrouit, Lucie. In: Working Papers. RePEc:hal:wpaper:halshs-02974235.

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2020Impacts of a French Urban Renewal Program on Local Housing Markets. (2020). Chareyron, Sylvain ; Letrouit, Lucie ; Goffette-Nagot, Florence. In: Working Papers. RePEc:gat:wpaper:2030.

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2020School supply constraints in track choices: A French study using high school openings. (2020). Zaiem, Meryam ; Garrouste, Manon. In: Economics of Education Review. RePEc:eee:ecoedu:v:78:y:2020:i:c:s0272775720305276.

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2020Elite school designation and housing prices-quasi-experimental evidence from Beijing, China?. (2020). Zhu, Yu ; Huang, Bin ; Xu, Lei ; He, Xiaoyan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300668.

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2020Warding Off Development: Local Control, Housing Supply, and NIMBYs. (2020). Mast, Evan. In: Upjohn Working Papers and Journal Articles. RePEc:upj:weupjo:20-330.

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2020On a robust risk measurement approach for capital determination errors minimization. (2020). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:199-211.

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2020Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices. (2020). ausloos, marcel ; Jafari, Gholamreza ; Manavi, Seyed Alireza ; Rouhani, Shahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303836.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2020Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisuke ; Adusumilli, Karun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:131-164.

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2020A generalization of Lemma 1 in Kotlarski (1967). (2020). Zheng, Xunjie ; Li, Siran. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301176.

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2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

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2020Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. (2020). Atif, Jamal ; Ohana, Jean-Jacques ; Saltiel, David ; Benhamou, Eric. In: Papers. RePEc:arx:papers:2009.07200.

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2020Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. (2020). Xiao, Jun ; Zhu, Yada ; Chen, Pin-Yu ; Wang, Boxin ; Pei, Hengzhi ; Ye, Yunan ; Li, BO. In: Papers. RePEc:arx:papers:2002.05780.

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2020Deep Learning for Financial Applications : A Survey. (2020). Sezer, Omer Berat ; Gudelek, Mehmet Ugur ; Ozbayoglu, Ahmet Murat. In: Papers. RePEc:arx:papers:2002.05786.

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2020Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics. (2020). Duan, Puhong ; Faghan, Yaser ; Ghamisi, Pedram ; Mosavi, Amir. In: Papers. RePEc:arx:papers:2004.01509.

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2020Time your hedge with Deep Reinforcement Learning. (2020). Mukhopadhyay, Abhishek ; Ungari, Sandrine ; Saltiel, David ; Benhamou, Eric. In: Papers. RePEc:arx:papers:2009.14136.

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2020AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. (2020). Saltiel, David ; Benhamou, Eric ; Atif, Jamal ; Mukhopadhyay, Abhishek ; Ungari, Sandrine. In: Papers. RePEc:arx:papers:2010.08497.

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2020Bridging the gap between Markowitz planning and deep reinforcement learning. (2020). Saltiel, David ; Benhamou, Eric ; Mukhopadhyay, Abhishek ; Ungari, Sandrine. In: Papers. RePEc:arx:papers:2010.09108.

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2020Corporate boards, interorganizational ties and profitability: The case of Japan. (2020). Takahashi, Hiroshi ; Raddant, Matthias. In: Economics Working Papers. RePEc:zbw:cauewp:202002.

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2020Money flow network among firms accounts in a regional bank of Japan. (2020). Inoue, Hiroyasu ; Tanaka, Takuma ; Aoyama, Hideaki ; Yamaguchi, Takayuki ; Fujiwara, Yoshi. In: Papers. RePEc:arx:papers:2007.14630.

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2020The sustainability and the survivability of Kyoto’s traditional craft industry revealed from supplier-customer network. (2020). Schich, Maxmilian ; Kawai, Shuichi ; Ikeda, Yuichi ; Sato, Daisuke. In: PLOS ONE. RePEc:plo:pone00:0240618.

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2020Optimal Dividend Payout under Stochastic Discounting. (2020). Mitzel, Norbert W ; Stammler, Hans-Georg ; Neumann, Beate ; Strasser, Ulf. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:636.

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2020A dynamic model of effort choice in high school. (2019). De Groote, Olivier. In: TSE Working Papers. RePEc:tse:wpaper:122897.

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2020Common learning and cooperation in repeated games. (2020). Yamamoto, Yuichi ; Sugaya, Takuo. In: Theoretical Economics. RePEc:the:publsh:3820.

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2020A perspective on correlation-based financial networks and entropy measures. (2020). Kumar, Sunil ; Gupta, Priya ; Pharasi, Hirdesh K ; Kukreti, Vishwas. In: Papers. RePEc:arx:papers:2004.09448.

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2020Causal evolution of global crisis in financial networks. (2020). Panigrahi, Prasanta K ; Banerjee, Anirban ; Upadhyay, Shashankaditya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303423.

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2020Dynamics of market states and risk assessment. (2020). Seligman, Eduard ; Pharasi, Hirdesh K ; Sadhukhan, Suchetana. In: Papers. RePEc:arx:papers:2011.05984.

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2020The provision of collective goods through a social division of labour. (2020). Pesce, Maria Laura ; Gilles, Robert P ; Diamantaras, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:287-312.

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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849.

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2020Contrasting stochasticity with chaos in a permutation Lempel–Ziv complexity — Shannon entropy plane. (2020). Olivares, Felipe ; Zozor, Steeve ; Mateos, Diego M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303125.

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2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

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2020Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2020Multiscale dynamics under the lens of permutation entropy. (2020). Zunino, Luciano ; Olivares, Felipe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305665.

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2020Collective dynamics of stock market efficiency. (2020). , Luiz ; Luiz, ; Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2011.14809.

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2020A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences. (2020). von Sydow, Lina ; Milovanovi, Slobodan. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:174:y:2020:i:c:p:205-217.

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2020Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014.

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2020Cross-Asset Information Synergy in Mutual Fund Families. (2020). Bai, Jennie ; Auh, Jun Kyung. In: NBER Working Papers. RePEc:nbr:nberwo:26626.

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2020Banking crisis and bank supervisory accountability. (2020). Lskavyan, Vahe . In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300177.

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2020Mechanics of good trade execution in the framework of linear temporary market impact. (2019). Brigo, Damiano ; Bellani, Claudio. In: Papers. RePEc:arx:papers:1909.10464.

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2020Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries. (2020). Visaria, Sujata ; Mookherjee, Dilip ; Mitra, Sandip ; Maitra, Pushkar. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-94.

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2020Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries. (2020). Visaria, Sujata ; Mitra, Sandip ; Mookherjee, Dilip ; Maitra, Pushkar. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:202070.

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2020Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries. (2020). Visaria, Sujata ; Mookherjee, Dilip ; Mitra, Sandip ; Maitra, Pushkar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14382.

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2020Local ambassadors promote mobile banking in Northern Peru. (2020). Sarangi, Sudipta ; Torres, Javier ; Trivelli, Carolina ; Silupu, Brenda ; Djebbari, Habiba ; Agurto, Marcos. In: Working Papers. RePEc:ima:wpaper:2020-006.

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2020Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries. (2020). Visaria, Sujata ; Mookherjee, Dilip ; Maitra, Pushkar ; Mitra, Sandip. In: NBER Working Papers. RePEc:nbr:nberwo:26730.

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2020The influence of the 2019 nobel prize winners on agricultural economics. (2020). deBrauw, Alan ; Hoffmann, Vivian ; de Brauw, Alan. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304425.

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2020Gender gaps in technology diffusion. (2020). Kondylis, Florence ; Jones, Maria ; Benyishay, Ariel ; ben Yishay, Ariel ; Mobarak, Ahmed Mushfiq. In: Journal of Development Economics. RePEc:eee:deveco:v:143:y:2020:i:c:s030438781930197x.

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2020Can referral improve targeting? Evidence from an agricultural training experiment. (2020). Pakrashi, Debayan ; Fafchamps, Marcel ; Malek, Mohammad Abdul ; Islam, Asad. In: Journal of Development Economics. RePEc:eee:deveco:v:144:y:2020:i:c:s0304387818314913.

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2020Agricultural Water right reforms and Irrigation Water Demand: A Quasi-Natural Experiment in China. (2020). Ma, Jiujie ; Du, Xiaodong ; Cui, YI. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304364.

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2020Uncertainty, Learning, and Technology Adoption in Agriculture. (2020). Chavas, Jean-Paul ; Nauges, Celine. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:42:y:2020:i:1:p:42-53.

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2020Towards actionable farm typologies: Scaling adoption of agricultural inputs in Rwanda. (2020). Schut, Marc ; Vanlauwe, Bernard ; Remans, Roseline ; Sibomana, Milindi ; van Wijk, Mark T ; Manners, Rhys ; Gorman, Leo ; Breseman, Dana ; Rosenblum, Nathaniel ; Hammond, Jim . In: Agricultural Systems. RePEc:eee:agisys:v:183:y:2020:i:c:s0308521x19314246.

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2020Using agriculture for development: Supply- and demand-side approaches. (2020). Sadoulet, Elisabeth ; de Janvry, Alain ; Dejanvry, Alain . In: World Development. RePEc:eee:wdevel:v:133:y:2020:i:c:s0305750x20301297.

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2020Technology adoption, impact, and extension in developing countries’ agriculture: A review of the recent literature. (2020). Takahashi, Kazushi ; Otsuka, Keijiro ; Muraoka, Rie. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:1:p:31-45.

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2020Mothers’ Social Networks and Socioeconomic Gradients of Isolation. (2020). Behrman, Jere ; Attanasio, Orazio P ; Andrew, Alison ; Phimister, Angus ; Meghir, Costas ; Jervis, Pamela ; Day, Monimalika ; Augsburg, Britta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2261.

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2020The Value of Information in Technology Adoption. (2020). Ushchev, Philip ; Zhang, Xin ; Zenou, Yves ; Islam, Asad. In: Working Paper Series. RePEc:hhs:iuiwop:1363.

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2020Curbing the consumption of positional goods: Behavioral interventions versus taxation. (2020). Horvath, Gergely ; Antinyan, Armenak ; Jia, Mofei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:1-21.

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2020Fostering participation in digital public health interventions: The case of digital contact tracing. (2020). Tremohlen, Felix ; Rehse, Dominik. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20076.

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2020Caste, Social Networks and Variety Adoption. (2020). Veettil, Prakashan Chellattan ; Gupta, Ishika ; Speelman, Stijn. In: Journal of South Asian Development. RePEc:sae:soudev:v:15:y:2020:i:2:p:155-183.

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2020Lead-farmer extension and smallholder valuation of new agricultural technologies in Tanzania. (2020). Maredia, Mywish ; Mason, Nicole M ; Morgan, Stephen N. In: Food Policy. RePEc:eee:jfpoli:v:97:y:2020:i:c:s0306919220301597.

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2020Evolution and structure of technological systems - An innovation output network. (2020). Taalbi, Josef. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:8:s0048733320300895.

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2020Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing. (2019). Li, Peter ; Xu, Zhe ; Liang, Jian. In: Papers. RePEc:arx:papers:1907.10578.

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2020Same-Sex Couples and the Marital Surplus: The Importance of the Legal Environment. (2020). Hamermesh, Daniel ; Delhommer, Scott. In: NBER Working Papers. RePEc:nbr:nberwo:26875.

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2020Same-Sex Couples and the Marital Surplus: The Importance of the Legal Environment. (2020). Hamermesh, Daniel ; Delhommer, Scott M. In: IZA Discussion Papers. RePEc:iza:izadps:dp13061.

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2020Empirical Process Results for Exchangeable Arrays. (2019). D'Haultfoeuille, Xavier ; Guyonvarch, Yannick ; Davezies, Laurent. In: Papers. RePEc:arx:papers:1906.11293.

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2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

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2020Multiway Cluster Robust Double/Debiased Machine Learning. (2019). Sasaki, Yuya ; Ma, Yukun ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:1909.03489.

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2020Non-compliance in randomized control trials without exclusion restrictions. (2019). Sawada, Masayuki. In: Papers. RePEc:arx:papers:1910.03204.

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2020Inference for high-dimensional exchangeable arrays. (2020). Sasaki, Yuya ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2009.05150.

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2020Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility. (2020). Wong, Hoi Ying ; Yan, Tingjin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:105-119.

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2020Corporate Governance and Firms Financial Performance in the United Kingdom. (2020). ausloos, marcel ; Kyere, Martin. In: Papers. RePEc:arx:papers:2008.04048.

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2020Towards more effective consumer steering via network analysis. (2020). Iovanella, Antonio ; Arpetti, Jacopo. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:50:y:2020:i:3:d:10.1007_s10657-019-09637-2.

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2020Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective. (2020). Cerqueti, Roy ; Castellano, Nicola G ; Bartolacci, Francesca ; Ausloos, Marcel. In: Papers. RePEc:arx:papers:2012.14297.

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2020Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

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2020Average Density Estimators: Efficiency and Bootstrap Consistency. (2019). Jansson, Michael ; Cattaneo, Matias. In: Papers. RePEc:arx:papers:1904.09372.

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2020From a stochastic model of economic exchange to measures of inequality. (2020). Serota, R A ; Mills, Jeffrey ; Moghaddam, Dashti M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305483.

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2020Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. (2020). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:2002.02008.

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2020Pricing commodity swing options. (2020). Sartorelli, Giulio ; Pallavicini, Andrea ; Nastasi, Emanuele ; Daluiso, Roberto. In: Papers. RePEc:arx:papers:2001.08906.

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2020The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. (2020). Kh, Anna ; Schmeck, Maren D ; Kemper, Annika. In: Papers. RePEc:arx:papers:2002.07561.

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2020The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets. (2020). Mitzel, Norbert W ; Gronde, Ingo. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:635.

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2020Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in electricity markets. (2020). Gruet, Pierre ; Feron, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-02880824.

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2020A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Price formation and optimal trading in intraday electricity markets. (2020). Tinsi, Laura ; Tankov, Peter. In: Papers. RePEc:arx:papers:2009.04786.

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2020Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2020Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286.

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2020Optimal investment and consumption with return predictability and execution costs. (2020). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:408-419.

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2020Mean‐field games with differing beliefs for algorithmic trading. (2020). Jaimungal, Sebastian ; Casgrain, Philippe. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:995-1034.

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2020Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625.

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2020The challenges of universal health insurance in developing countries: Evidence from a large-scale randomized experiment in Indonesia. (2020). sumarto, sudarno ; Ornaghi, Arianna ; Olken, Benjamin ; Hanna, Rema ; Finkelstein, Amy ; Banerjee, Abhijit. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1241.

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2020The challenges of universal health insurance in developing countries : Evidence from a large-scale randomized experiment in Indonesia. (2020). sumarto, sudarno ; Banerjee, Abhijit ; Ornaghi, Arianna ; Olken, Benjamin ; Hanna, Rema ; Finkelstein, Amy. In: CAGE Online Working Paper Series. RePEc:cge:wacage:454.

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2020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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2020Efficient Covariate Balancing for the Local Average Treatment Effect. (2020). Heiler, Phillip. In: Papers. RePEc:arx:papers:2007.04346.

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2020Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding. (2019). Zimmert, Michael. In: Papers. RePEc:arx:papers:1809.01643.

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2020The Augmented Synthetic Control Method. (2018). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1811.04170.

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2020Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Papers. RePEc:arx:papers:2003.03191.

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2020Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2020:04.

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2020Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2020An alternative to synthetic control for models with many covariates under sparsity. (2020). D'Haultfoeuille, Xavier ; Tsybakov, Alexandre B ; J'er'emy L'Hour, ; Bl, Marianne. In: Papers. RePEc:arx:papers:2005.12225.

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2020An alternative to synthetic control for models with many covariates under sparsity. (2020). D'Haultfoeuille, Xavier ; Tsybakov, Alexandre B ; L'Hour, Jrmy ; Blhaut, Marianne . In: Working Papers. RePEc:crs:wpaper:2020-17.

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2020Deep Learning for Individual Heterogeneity. (2020). Misra, Sanjog ; Liang, Tengyuan ; Farrell, Max H. In: Papers. RePEc:arx:papers:2010.14694.

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2020Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2020Direct and stable weight adjustment in non‐experimental studies with multivalued treatments: analysis of the effect of an earthquake on post‐traumatic stress. (2020). Zubizarreta, Jose R ; de los Angeles, Maria. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1387-1410.

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2020Returns to higher education and dropouts: A double machine learning approach. (2020). McNamara, Sarah. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20084.

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2020Reweighted nonparametric likelihood inference for linear functionals. (2020). Otsu, Taisuke ; Adusumilli, Karun ; Qiu, Chen. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:614.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2019). Lechner, Michael ; Bollens, Joost ; Cockx, Bart. In: Papers. RePEc:arx:papers:1912.12864.

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2020Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: Papers. RePEc:arx:papers:1911.02688.

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2020Robust Causal Inference Under Covariate Shift via Worst-Case Subpopulation Treatment Effects. (2020). Namkoong, Hongseok ; Jeong, Sookyo. In: Papers. RePEc:arx:papers:2007.02411.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Lechner, Michael ; Cockx, Bart ; Bollens, Joost. In: Economics Working Paper Series. RePEc:usg:econwp:2020:01.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Lechner, Michael ; Cockx, Bart ; Boolens, Joost. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14270.

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2020Double Machine Learning Based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp13051.

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2020Priority of Unemployed Immigrants? A Causal Machine Learning Evaluation of Training in Belgium. (2020). Lechner, Michael ; Cockx, Bart ; Bollens, Joost. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8297.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Lechner, Michael ; Cockx, Bart ; Bollens, Joost. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020016.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Lechner, Michael ; Cockx, Bart ; Bollens, Joost. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/998.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Cockx, Bart ; Bollens, Joost ; Lechner, Michael. In: Research Memorandum. RePEc:unm:umagsb:2020015.

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2020Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium. (2020). Cockx, Bart ; Bollens, Joost ; Lechner, Michael. In: ROA Research Memorandum. RePEc:unm:umaror:2020006.

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2020Decentralization Estimators for Instrumental Variable Quantile Regression Models. (2019). Wüthrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10925.

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2020Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: Papers. RePEc:arx:papers:1911.11501.

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2020Deep xVA solver -- A neural network based counterparty credit risk management framework. (2020). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena. In: Papers. RePEc:arx:papers:2005.02633.

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2020Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Reisinger, Christoph ; Picarelli, Athena ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:07/2020.

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2020A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics. (2020). Steinicke, Alexander ; Kremsner, Stefan ; Szolgyenyi, Michaela. In: Papers. RePEc:arx:papers:2010.15757.

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2020Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497.

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2020Building arbitrage-free implied volatility: Sinkhorns algorithm and variants. (2019). Henry-Labordere, Pierre ; de March, Hadrien. In: Papers. RePEc:arx:papers:1902.04456.

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2020Robust pricing and hedging of options on multiple assets and its numerics. (2019). Obloj, Jan ; Lim, Tongseok ; Guo, Gaoyue ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1909.03870.

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2020Optimal semi-static hedging in illiquid markets. (2020). Rakwongwan, Udomsak ; Pennanen, Teemu. In: Papers. RePEc:arx:papers:2008.01463.

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2020Payoff Information and Learning in Signaling Games. (2019). He, Kevin ; Fudenberg, Drew. In: Papers. RePEc:arx:papers:1709.01024.

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2020Mislearning from Censored Data: The Gamblers Fallacy in Optimal-Stopping Problems. (2019). He, Kevin. In: Papers. RePEc:arx:papers:1803.08170.

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2020Procrastination and Learning about Self-Control. (2020). Murooka, Takeshi ; Bro, Else Gry. In: OSIPP Discussion Paper. RePEc:osp:wpaper:20e001.

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2020Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Vioglio, Simone Cerreia . In: Working Papers. RePEc:igi:igierp:668.

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2020Does Political Dominance Impact Economic Inequality?. (2020). Slottje, Daniel J ; Ryu, Hang Keun. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:121-149.

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2020Does Political Dominance Impact Economic Inequality?. (2020). Slottje, Daniel J ; Ryu, Hang Keun . In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:121-149.

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2020Precise asymptotics: robust stochastic volatility models. (2018). Pigato, Paolo ; Gassiat, Paul ; Friz, Peter K. In: Papers. RePEc:arx:papers:1811.00267.

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2020Volatility has to be rough. (2020). Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:2002.09215.

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2020A decomposition formula for fractional Heston jump diffusion models. (2020). Ortiz-Latorre, Salvador ; Lagunas-Merino, Marc. In: Papers. RePEc:arx:papers:2007.14328.

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2020Log-modulated rough stochastic volatility models. (2020). Pigato, Paolo ; Harang, Fabian Andsem ; Bayer, Christian. In: Papers. RePEc:arx:papers:2008.03204.

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2020Short dated smile under Rough Volatility: asymptotics and numerics. (2020). Pigato, Paolo ; Gassiat, Paul ; Friz, Peter K. In: Papers. RePEc:arx:papers:2009.08814.

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2020Income Growth and the Distributional Effects of Urban Spatial Sorting. (2020). Hurst, Erik ; Handbury, Jessie ; Gaubert, Cecile ; Couture, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14350.

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2020Coronavirus: Case for Digital Money?. (2020). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2005.10154.

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2020Model-free bounds for multi-asset options using option-implied information and their exact computation. (2020). Papapantoleon, Antonis ; Neufeld, Ariel ; Xiang, Qikun. In: Papers. RePEc:arx:papers:2006.14288.

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2020On the quasi-sure superhedging duality with frictions. (2020). Bayraktar, Erhan ; Burzoni, Matteo. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00411-5.

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2020Conditional nonlinear expectations. (2020). Bartl, Daniel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:785-805.

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2020Utility Maximization with Proportional Transaction Costs Under Model Uncertainty. (2020). Yu, Xiang ; Tan, Xiaolu ; Deng, Shuoqing. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:4:p:1210-1236.

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2020Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632.

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2020Pathwise superhedging on prediction sets. (2020). Neufeld, Ariel ; Kupper, Michael ; Bartl, Daniel. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00412-4.

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2020Market delay and G-expectations. (2020). Dolinsky, Yan ; Zouari, Jonathan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:694-707.

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2020A Note on Utility Indifference Pricing with Delayed Information. (2020). Dolinsky, Yan ; Bank, Peter. In: Papers. RePEc:arx:papers:2011.05023.

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2020Detection of volatility regime-switching for crude oil price modeling and forecasting. (2020). Sun, Huaping ; Liu, Yue ; Taghizadeh-Hesary, Farhad ; Zhang, Jijian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719306439.

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2020Nash equilibria in optimal reinsurance bargaining. (2020). Anthropelos, Michail ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:196-205.

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2020Nash Equilibria in Optimal Reinsurance Bargaining. (2019). Anthropelos, Michail ; Boonen, Tim J. In: Papers. RePEc:arx:papers:1909.01739.

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2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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2020Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020Micro-level transmission of monetary policy shocks: The trading book channel. (2020). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:279-298.

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2020Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations. (2020). Warin, Xavier ; Pimentel, Isaque ; Gobet, Emmanuel. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00428-1.

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2020Rough stochastic elasticity of variance and option pricing. (2020). Zhang, Wenjun ; Kim, See-Woo ; Cao, Jiling. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319308050.

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2020Digital Competitiveness in the European Union Era: The Greek Case. (2020). Kargas, Antonios ; Laitsou, Eleni ; Varoutas, Dimitris. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:85-:d:428834.

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2020A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate (SREC) Markets. (2020). Jaimungal, Sebastian ; Firoozi, Dena ; Shrivats, Arvind. In: Papers. RePEc:arx:papers:2003.04938.

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2020On the dual risk model with diffusion under a mixed dividend strategy. (2020). Hu, Yijun ; Chen, Ping ; Liu, Zhang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300849.

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2020On the optimality of joint periodic and extraordinary dividend strategies. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2006.00717.

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2020The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

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2020Identification with Latent Choice Sets. (2019). Kamat, Vishal. In: Papers. RePEc:arx:papers:1711.02048.

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2020Causal Inference Under Approximate Neighborhood Interference. (2019). Leung, Michael. In: Papers. RePEc:arx:papers:1911.07085.

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2020On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Yu, Xiang ; Jos'e-Luis P'erez, ; Noba, Kei. In: Papers. RePEc:arx:papers:1901.03021.

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2020Optimal Dividend Strategy for An Insurance Group with Contagious Default Risk. (2019). Yu, Xiang ; Yang, Yue ; Liao, Huafu ; Jin, Zhuo. In: Papers. RePEc:arx:papers:1909.09511.

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2020Optimal Singular Dividend Problem Under the Sparre Andersen Model. (2020). Guo, Junyi ; Bai, Lihua ; Tian, Linlin. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:2:d:10.1007_s10957-019-01600-0.

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2020Correlators of Polynomial Processes. (2019). Lavagnini, Silvia ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:1906.11320.

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2020A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954.

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2020Linear credit risk models. (2020). Filipovi, Damir ; Ackerer, Damien . In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00409-z.

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2020Markov cubature rules for polynomial processes. (2020). Pulido, Sergio ; Larsson, Martin ; Filipovi, Damir. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:4:p:1947-1971.

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2020Jacobi Stochastic Volatility factor for the Libor Market Model. (2020). Boumezoued, Alexandre ; Lapeyre, Bernard ; Mehalla, Sophian ; Arrouy, Pierre-Edouard. In: Working Papers. RePEc:hal:wpaper:hal-02468583.

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2020A term structure model for dividends and interest rates. (2020). Willems, Sander ; Filipovi, Damir. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1461-1496.

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2020Statistical inference for the EU portfolio in high dimensions. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Okhrin, Yarema ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2005.04761.

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2020DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data. (2020). Burnaev, Evgeny ; Pilyugina, Polina ; Bekezin, Nikita ; Bubenchikov, Kirill ; Poddubny, Andrey ; Stepanov, Kirill ; Rivera-Castro, Rodrigo ; Sangadiev, Aiusha. In: Papers. RePEc:arx:papers:2008.12152.

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2020DeepLOB: Deep Convolutional Neural Networks for Limit Order Books. (2019). Roberts, Stephen ; Zohren, Stefan ; Zhang, Zihao. In: Papers. RePEc:arx:papers:1808.03668.

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2020Enhancing Time Series Momentum Strategies Using Deep Neural Networks. (2019). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:1904.04912.

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2020Bounds on Multi-asset Derivatives via Neural Networks. (2019). Bernard, Carole ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:1911.05523.

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2020Ascertaining price formation in cryptocurrency markets with DeepLearning. (2020). Li, Lingbo ; Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Chung, Waichung ; Fang, Fan ; Wu, Fan. In: Papers. RePEc:arx:papers:2003.00803.

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2020Comparison of machine learning methods for financial time series forecasting at the examples of over 10 years of daily and hourly data of DAX 30 and S&P 500. (2020). Ersan, Deniz ; Scherp, Ansgar ; Nishioka, Chifumi. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:3:y:2020:i:1:d:10.1007_s42001-019-00057-5.

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2020An analytical view on STEM education and outcomes: Examples of the social gap and gender disparity in Vietnam. (2020). VUONG, Quan Hoang ; Toan, Ho ; Nguyen, Hoang ; Pham, Thanh-Hang ; La, Viet-Phuong ; Ho, Manh-Toan ; Hoang, Anh-Duc. In: Children and Youth Services Review. RePEc:eee:cysrev:v:119:y:2020:i:c:s0190740920320739.

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2020Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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2020Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133.

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2020Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611.

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2020Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:103812.

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2020Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2020An approach to predict and forecast the price of constituents and index of cryptocurrency using machine learning. (2020). Mahdy, M. R. C., ; Rahman, Sohel M ; Chowdhury, Reaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302703.

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2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304187.

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2020Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model. (2020). Farias, Graciela Gonzalez ; Garcia-Medina, Andres. In: PLOS ONE. RePEc:plo:pone00:0227269.

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2020Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation. (2020). Wang, Chen ; Ma, Zhongyao ; Fang, Jin ; Karpe, Michael. In: Papers. RePEc:arx:papers:2006.05574.

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2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

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2020Uncertainty and the volatility forecasting power of option‐implied volatility. (2020). Jeon, Byoung Hyun ; Kim, Jun Sik ; Seo, Sung Won. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1109-1126.

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2020Modeling VXX under jump diffusion with stochastic long‐term mean. (2020). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1508-1534.

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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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2020An overall view of key problems in algorithmic trading and recent progress. (2020). Karpe, Michael. In: Papers. RePEc:arx:papers:2006.05515.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020Optimal market making with persistent order flow. (2020). Jusselin, Paul. In: Papers. RePEc:arx:papers:2003.05958.

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2020Old Problems, Classical Methods, New Solutions. (2020). Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.06903.

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2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

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2020Semi-closed form prices of barrier options in the Hull-White model. (2020). Muravey, Dmitry ; Itkin, Andrey. In: Papers. RePEc:arx:papers:2004.09591.

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2020Mean-variance portfolio selection under Volterra Heston model. (2019). Wong, Hoi Ying ; Han, Bingyan. In: Papers. RePEc:arx:papers:1904.12442.

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2020Leakage of rank-dependent functionally generated trading strategies. (2020). Xie, Kangjianan. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00364-2.

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2020How do countries specialize in food production? A complex-network analysis of the global agricultural product space. (2020). Campi, Mercedes ; Fagiolo, Giorgio ; Dueas, Marco. In: Working papers. RePEc:rie:riecdt:29.

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2020Specialization in food production, global food security and sustainability. (2020). Campi, Mercedes ; Dueas, Marco ; Fagiolo, Giorgio. In: Working papers. RePEc:rie:riecdt:30.

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2020Specialization in food production, global food security and sustainability. (2020). Duenas, Marco ; Campi, Mercedes ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/05.

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2020Institutions and Chinas comparative development. (2020). Minard, Paul. In: Papers. RePEc:arx:papers:2001.02804.

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2020Ideology or voters? A quasi-experimental test of why left-wing governments spend more. (2020). Padovano, Fabio ; Dostalova, Kristna ; le Maux, Benoit. In: Public Choice. RePEc:kap:pubcho:v:182:y:2020:i:1:d:10.1007_s11127-019-00666-8.

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2020Siblings Effects on College and Major Choices: Evidence from Chile, Croatia and Sweden. (2020). Altmejd, Adam ; Barrios-Fernandez, Andres ; Kovac, Dejan ; Drlje, Marin ; Neilson, Christopher . In: Working Papers. RePEc:pri:indrel:633a.

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2020Child development and obesity prevention: evidence from the Chilean School Meals Program. (2020). Caro, Juan Carlos. In: MPRA Paper. RePEc:pra:mprapa:98865.

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2020Parental investments, socioemotional development and nutritional health in Chile. (2020). Caro, Juan Carlos. In: MPRA Paper. RePEc:pra:mprapa:98867.

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2020School district operational spending and student outcomes: Evidence from tax elections in seven states. (2020). Peskowitz, Zachary ; Lavertu, Stephane ; Kogan, Vladimir ; Abott, Carolyn. In: Journal of Public Economics. RePEc:eee:pubeco:v:183:y:2020:i:c:s0047272720300062.

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2020Federalism, partial prohibition, and cross-border sales: Evidence from recreational marijuana. (2020). Weber, Caroline ; Miller, Keaton ; Hansen, Benjamin. In: Journal of Public Economics. RePEc:eee:pubeco:v:187:y:2020:i:c:s0047272720300232.

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2020The effect of retirement on biomedical and behavioral risk factors for cardiovascular and metabolic disease. (2020). Eibich, Peter ; Peters, Annette ; Maier, Werner ; Pedron, Sara ; Schwettmann, Lars ; Rathmann, Wolfgang ; Meisinger, Christine ; Linkohr, Birgit . In: Economics & Human Biology. RePEc:eee:ehbiol:v:38:y:2020:i:c:s1570677x19302837.

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2020Womb at work: The missing impact of maternal employment on newborn health. (2020). Chuard, Caroline. In: Journal of Health Economics. RePEc:eee:jhecon:v:73:y:2020:i:c:s0167629619301365.

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2020Applying regression discontinuity designs to American political development. (2020). Harvey, Anna. In: Public Choice. RePEc:kap:pubcho:v:185:y:2020:i:3:d:10.1007_s11127-019-00696-2.

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2020English learners reclassification and academic achievement: Evidence from Minnesota. (2020). Seyler, Edward ; Onda, Masayuki. In: Economics of Education Review. RePEc:eee:ecoedu:v:79:y:2020:i:c:s027277572030529x.

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2020Algorithms for Learning Graphs in Financial Markets. (2020). Palomar, Daniel Perez ; Ying, Jiaxi ; Jos'e Vin'icius de Miranda Cardoso, . In: Papers. RePEc:arx:papers:2012.15410.

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2020Ordering dynamics in the voter model with aging. (2020). Khalil, Nagi ; Peralta, Antonio F ; Toral, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:552:y:2020:i:c:s0378437119314219.

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2020Optimal trading of a basket of futures contracts. (2020). Leung, Tim ; Angoshtari, Bahman. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:2:d:10.1007_s10436-019-00357-w.

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2020Closed-form expansions with respect to the mixing solution for option pricing under stochastic volatility. (2019). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:1812.07803.

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2020Explicit approximations for option prices via Malliavin calculus for the stochastic Verhulst volatility model. (2020). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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2020Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Athey, Susan ; Munro, Evan ; Metzger, Jonas ; Imbens, Guido. In: Papers. RePEc:arx:papers:1909.02210.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2020Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455.

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2020Mean Field Exponential Utility Game: A Probabilistic Approach. (2020). Zhou, Chao ; Su, Xizhi ; Fu, Guanxing. In: Papers. RePEc:arx:papers:2006.07684.

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2020Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks. (2020). Macrina, Andrea ; Skovmand, David. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:23-:d:327778.

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2020A New Indicator of Bank Funding Cost. (2020). Sahuc, Jean-Guillaume ; Mojon, Benoit ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:854.

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2020Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot. (2020). Uyanık, Metin ; Khan, Ali M ; Uyanik, Metin. In: Papers. RePEc:arx:papers:2007.01952.

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2020Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620.

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2020Accuracy of Deep Learning in Calibrating HJM Forward Curves. (2020). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2006.01911.

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2020Solving path dependent PDEs with LSTM networks and path signatures. (2020). Szpruch, Lukasz ; Vsivska, David ; Sabate-Vidales, Marc. In: Papers. RePEc:arx:papers:2011.10630.

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2020Tensoring volatility calibration. (2020). Ruiz, Ignacio ; Zeron, Mariano. In: Papers. RePEc:arx:papers:2012.07440.

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2020The Deep Parametric PDE Method: Application to Option Pricing. (2020). Wunderlich, Linus ; Glau, Kathrin. In: Papers. RePEc:arx:papers:2012.06211.

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2020Sequential adaptive variables and subject selection for GEE methods. (2020). Chang, Yuanchin Ivan ; Wang, Zhanfeng ; Chen, Zimu. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:496-507.

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2020Continuous-Time Mean Field Games with Finite StateSpace and Common Noise. (2020). Hoffmann, Daniel ; Belak, Christoph ; Seifried, Frank T. In: Working Paper Series. RePEc:trr:qfrawp:202005.

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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020Multivariate cumulants in outlier detection for financial data analysis. (2020). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305197.

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2020Training trees on tails with applications to portfolio choice. (2020). Coqueret, Guillaume ; Guida, Tony. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03539-2.

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2020Transparencia estatal y datos personales : el problema de la publicidad de la información personal en poder del Estado : estudio comparado México-Colombia. (2020). Upegui, Juan Carlos. In: Books. RePEc:ext:derech:1177.

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2020Off-Policy Optimization of Portfolio Allocation Policies under Constraints. (2020). Tulabandhula, Theja ; Bandi, Nymisha. In: Papers. RePEc:arx:papers:2012.11715.

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2020High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478.

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2020Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860.

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2020Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation. (2020). Yuan, Meng ; Li, Zhengyang ; Liu, Sen ; Dong, Zhiliang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:63-74.

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2020Diffusion entropy analysis and random matrix analysis of the Indian stock market. (2020). Kumar, Sunil. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305872.

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2020Measuring Differences in Stochastic Network Structure. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.11117.

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2020Firm productivity, wages, and sorting. (2004). Schulz, Bastian ; Lochner, Benjamin. In: IAB Discussion Paper. RePEc:iab:iabdpa:202004.

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2020Employer Policies and the Immigrant-Native Earnings Gap. (2020). Dostie, Benoit ; Card, David ; Parent, Daniel ; Li, Jiang. In: IZA Discussion Papers. RePEc:iza:izadps:dp13245.

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2020Employer Policies and the Immigrant-Native Earnings Gap. (2020). Parent, Daniel ; Li, Jiang ; Dostie, Benoit ; Card, David. In: NBER Working Papers. RePEc:nbr:nberwo:27096.

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2020Employer Policies and the Immigrant-Native Earnings Gap. (2020). Parent, Daniel ; Li, Jiang ; Dostie, Benoit ; Card, David. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-34.

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2020Do Firm Effects Drift? Evidence from Washington Administrative Data. (2020). Woodbury, Stephen ; Mas, Alexandre ; Lachowska, Marta ; Saggio, Raffaele D. In: NBER Working Papers. RePEc:nbr:nberwo:26653.

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2020Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data. (2020). Jäger, Simon ; Schoefer, Benjamin ; Plotkin, Pascuel ; Jager, Simon ; Drenik, Andres. In: IZA Discussion Papers. RePEc:iza:izadps:dp13076.

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2020Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data. (2020). Jäger, Simon ; Schoefer, Benjamin ; Plotkin, Miguel Pascuel ; Jager, Simon ; Drenik, Andres. In: NBER Working Papers. RePEc:nbr:nberwo:26891.

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2020Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

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2020Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data. (2020). Drenik, Andres ; Jager, Simon ; Plotkin, Pascuel ; Schoefer, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14517.

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2020Global giants and local stars: How changes in brand ownership affect competition. (2020). Head, Keith ; Alviarez, Vanessa ; Mayer, Thierry. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6q707l4svn8k3bt630nhgdqgdu.

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2020Global giants and local stars: How changes in brand ownership affect competition. (2020). Head, Keith ; Alviarez, Vanessa ; Mayer, Thierry. In: Sciences Po Economics Discussion Papers. RePEc:spo:wpecon:info:hdl:2441/6q707l4svn8k3bt630nhgdqgdu.

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2020How Much Should we Trust Estimates of Firm Effects and Worker Sorting?. (2020). Mogstad, Magne ; Bonhomme, Stéphane ; Setzler, Bradley ; Manresa, Elena ; Lamadon, Thibaut ; Holzheu, Kerstin. In: NBER Working Papers. RePEc:nbr:nberwo:27368.

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2020It Aint Where Youre From, Its Where Youre At: Hiring Origins, Firm Heterogeneity, and Wages. (2020). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele ; di Addario, Sabrina ; DiAddario, Sabrina. In: Institute for Research on Labor and Employment, Working Paper Series. RePEc:cdl:indrel:qt6191m92m.

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2020Agriculture as a Determinant of Zambian Economic Sustainability. (2020). Abdullahi, Kamal Tasiu ; Maitah, Kamil ; Gebeltova, Zdeka ; Kwame, Seth Nana ; Majune, Socrates Kraido ; Malec, Karel ; Phiri, Joseph. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4559-:d:366759.

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2020A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01.

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2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Huber, Florian ; GUPTA, RANGAN ; Piribauer, Philipp. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90.

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2020Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints. (2020). Larsson, Martin ; Itkin, David. In: Papers. RePEc:arx:papers:2009.08533.

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2020Aid for Trade flows and Poverty Reduction in Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213807.

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2020Why did some countries catch-up, while others got stuck in the middle? Stages of productive sophistication and smart industrial policies. (2020). Pinheiro, Flavio L ; Gala, Paulo ; de Jesus, Ligia Maria ; Hartmann, Dominik. In: Textos para discussão. RePEc:fgv:eesptd:526.

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2020From FDI to economic complexity: a panel Granger causality analysis. (2020). Antonietti, Roberto ; Franco, Chiara. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2014.

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2020How do occupational relatedness and complexity condition employment dynamics in periods of growth and recession?. (2020). Rigby, David ; Eriksson, Rikard H ; Hane-Weijman, Emelie. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2011.

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2020How to make economic complexity index more complex: Taking export geography into account. (2020). Iakubovskii, I ; Lyubimov, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2020:i:47:p:12-39.

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2020Variety patterns in defense and health technological systems: evidence from international trade data. (2020). Vazquez, Dario. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:4:d:10.1007_s00191-020-00700-9.

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2020A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model. (2020). Kumar, Jitendra ; Agiwal, Varun ; Shangodoyin, Dahud Kehinde. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:5:p:133-149.

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2020Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804.

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2020Term structure modelling for multiple curves with stochastic discontinuities. (2020). Fontana, Claudio ; Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00416-5.

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2020A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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2020sivqr: Smoothed IV quantile regression. (2020). Kaplan, David. In: Working Papers. RePEc:umc:wpaper:2009.

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2020An incomplete equilibrium with a stochastic annuity. (2020). Weston, Kim ; Itkovi, Gordan. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00415-6.

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2020Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. (2020). Battiston, Stefano ; Seuken, Sven ; Schuldenzucker, Steffen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1981-1998.

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2020A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. (2020). Gao, Junbin ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Li, Zhengkun. In: Papers. RePEc:arx:papers:2001.08374.

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2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

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2020On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06.

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2020Continuity of Utility Maximization under Weak Convergence. (2019). Bayraktar, Erhan ; Guo, Jia ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1811.01420.

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2020Stochastic stability of agglomeration patterns in an urban retail model. (2020). Akamatsu, Takashi ; Osawa, Minoru ; Kogure, Yosuke. In: Papers. RePEc:arx:papers:2011.06778.

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2020Infinite dimensional affine processes. (2020). Tappe, Stefan ; Schmidt, Thorsten ; Yu, Weijun . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:12:p:7131-7169.

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2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM. (2020). Zheng, Qingru ; Shao, Zhen ; Liu, Chen ; Zhang, Qiang ; Cheng, Manli ; Gao, Fei ; Yang, Shanlin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304451.

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2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08006.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

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2020Research and application of association rule algorithm and an optimized grey model in carbon emissions forecasting. (2020). Jiang, Qichuan ; Ma, Xuejiao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309859.

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2020Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices. (2020). Ziel, Florian ; Muniain, Peru. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1193-1210.

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2020A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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2020Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint. (2020). Zhu, Bangzhu ; Zakiyeva, Nazgul ; Koch, Thorsten ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311053.

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2020Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020Monetary policy transmission and income inequality in Sub-Saharan Africa. (2020). Ahiadorme, Johnson. In: MPRA Paper. RePEc:pra:mprapa:104084.

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2020Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems. (2020). Cliff, Dave ; Zhang, Zhen. In: Papers. RePEc:arx:papers:2012.12555.

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2020Machine learning solutions to challenges in finance: An application to the pricing of financial products. (2020). Yang, Zhaojun ; Wang, Huamao ; Gan, Lirong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399.

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2020Deep learning Profit & Loss. (2020). Bormetti, Giacomo ; Cocco, Flavio ; Rossi, Pietro. In: Papers. RePEc:arx:papers:2006.09955.

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2020Weak error rates for option pricing under the rough Bergomi model. (2020). Tempone, Ra'Ul ; Hall, Eric Joseph ; Bayer, Christian. In: Papers. RePEc:arx:papers:2009.01219.

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2020Strong convergence rates for Markovian representations of fractional Brownian motion. (2019). Harms, Philipp. In: Papers. RePEc:arx:papers:1902.01471.

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2020The materiality and measurement of physical climate risk: evidence from Form 8-K. (2020). Gostlow, Glen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107045.

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2020ON DISTRIBUTIONS OF EXPONENTIAL FUNCTIONALS OF THE PROCESSES WITH INDEPENDENT INCREMENTS. (2018). Vostrikova, Lioudmila. In: Working Papers. RePEc:hal:wpaper:hal-01725776.

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2020Revisiting integral functionals of geometric Brownian motion. (2020). Vostrikova, Lioudmila ; Boguslavskaya, Elena. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301371.

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2020Industrial Topics in Urban Labor System. (2020). Youn, Hyejin ; Sun, Lijun ; Frank, Morgan R ; Park, Jaehyuk. In: Papers. RePEc:arx:papers:2009.09799.

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2020GLOBAL CONNECTIONS AND THE STRUCTURE OF SKILLS IN LOCAL CO-WORKER NETWORKS. (2020). Lengyel, Balázs ; Hannak, Aniko ; Chihaya, Guilherme Kenji ; Lrincz, Laszlo ; Eriksson, Rikard ; Takacs, David . In: CERS-IE WORKING PAPERS. RePEc:has:discpr:2034.

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2020Assessing the attraction of cities on venture capital from a scaling law perspective. (2020). Lu, Lingyun ; Li, Ruiqi ; Stanley, Eugene H ; Xu, Gang ; Ma, Shaodong ; Gu, Weiwei. In: Papers. RePEc:arx:papers:2011.06287.

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2020Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data. (2020). Fu, Feng ; Meng, Jonathan. In: Papers. RePEc:arx:papers:2008.05653.

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2020Loss-based approach to two-piece location-scale distributions with applications to dependent data. (2020). Villa, Cristiano ; Rossini, Luca ; Leisen, Fabrizio. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00481-x.

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2020Dynamic sensitivities and Initial Margin via Chebyshev Tensors. (2020). Ruiz, Ignacio ; Zeron, Mariano. In: Papers. RePEc:arx:papers:2011.04544.

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2020Relational Communication. (2019). Li, Hongyi ; Kolotilin, Anton. In: Papers. RePEc:arx:papers:1901.05645.

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2020Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing. (2020). Mathys, Ludovic ; Farkas, Walter. In: Papers. RePEc:arx:papers:2002.09911.

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2020Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity. (2020). Tchuente, Guy ; Klein, Alexander. In: Papers. RePEc:arx:papers:2009.06570.

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2020Peer effects and endogenous social interactions. (2020). Jochmans, Koen. In: Papers. RePEc:arx:papers:2008.07886.

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2020Testing for the appropriate level of clustering in linear regression models. (2020). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1428.

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2020Bessel-like birth–death process. (2020). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317595.

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2020No COVID-19 Climate Silver Lining in the U.S. Power Sector: CO$_2$ Emissions Reductions Not Statistically Significant, Additional Risk to Coal Generators is Minimal. (2020). Lee, Stephen J ; Suri, Dhruv ; Cotterman, Turner ; Somani, Priyanshi ; Luke, Max. In: Papers. RePEc:arx:papers:2008.06660.

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2020A game theoretic approach for car pricing and its energy efficiency level versus governmental sustainability goals by considering rebound effect: A case study of South Korea. (2020). Moon, Il Kyeong ; Rasti-Barzoki, Morteza. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s030626192030708x.

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2020The impact of Nord Stream 2 on the European gas market bargaining positions. (2020). Sziklai, Balázs ; Kóczy, László ; Koczy, Laszloa ; Csercsik, David. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520304201.

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2020Assessing the Sustainability Implications of Autonomous Vehicles: Recommendations for Research Community Practice. (2020). Das, Vivekananda ; Williams, Eric ; Fisher, Andrew . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1902-:d:327656.

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2020Sustainable Mobility: A Review of Possible Actions and Policies. (2020). Marinelli, Mario ; Gallo, Mariano. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7499-:d:412275.

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2020Thorough state-of-the-art analysis of electric and hybrid vehicle powertrains: Topologies and integrated energy management strategies. (2020). Barrero, Ricardo ; el Baghdadi, Mohamed ; Vafaeipour, Majid ; Tran, Dai-Duong ; Hegazy, Omar ; van Mierlo, Joeri. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:119:y:2020:i:c:s1364032119308044.

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2020A framework for the impact of highly automated vehicles with limited operational design domains. (2020). Binamira, Isabel ; Bin-Nun, Amitai Y. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:139:y:2020:i:c:p:174-188.

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2020A Data-driven Market Simulator for Small Data Environments. (2020). Horvath, Blanka ; Buhler, Hans ; Wood, Ben ; Arribas, Imanol Perez ; Lyons, Terry. In: Papers. RePEc:arx:papers:2006.14498.

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2020Volatility model calibration with neural networks a comparison between direct and indirect methods. (2020). Dimitroff, Georgi ; Roeder, Dirk. In: Papers. RePEc:arx:papers:2007.03494.

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2020Differential Machine Learning. (2020). Savine, Antoine ; Huge, Brian . In: Papers. RePEc:arx:papers:2005.02347.

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2020Inversion-free Leontief inverse: statistical regularities in input-output analysis from partial information. (2020). Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:2009.06350.

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2020Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-02567495.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2020Robust utility maximization under model uncertainty via a penalization approach. (2020). Ning, Wei ; Loeper, Gregoire ; Langrene, Nicolas ; Guo, Ivan. In: Working Papers. RePEc:hal:wpaper:hal-02910261.

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2020Duality Theory for Robust Utility Maximization. (2020). Kupper, Michael ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2007.08376.

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2020Cost-benefit analysis of trading strategies in the stock index futures market. (2020). Liu, Jun ; Yan, Xiaocong ; Cui, Yian ; Xiong, Xiong ; He, Shaoyi. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00191-4.

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2020Improving schools through school choice: An experimental study of deferred acceptance. (2020). Vorsatz, Marc ; Klijn, Flip ; Pais, Joana. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304318.

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2020A spatial-temporal analysis of the effects of households’ land-use behaviors on soil available potassium in cropland: A case study from urban peripheral region in Northeast China. (2020). Sun, Zhanli ; Wu, Mengyao ; Dong, Xiuru ; Luo, Xiaojuan ; Liu, Hongbin. In: EconStor Open Access Articles. RePEc:zbw:espost:218747.

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2020A Spatial-Temporal Analysis of the Effects of Households’ Land-use Behaviors on Soil Available Potassium in Cropland: A Case Study from Urban Peripheral Region in Northeast China. (2020). Sun, Zhanli ; Wu, Mengyao ; Dong, Xiuru ; Luo, Xiaojuan ; Liu, Hongbin. In: Land. RePEc:gam:jlands:v:9:y:2020:i:5:p:160-:d:360595.

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2020Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350.

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2020Analysis of Randomized Experiments with Network Interference and Noncompliance. (2020). Kim, Bora. In: Papers. RePEc:arx:papers:2012.13710.

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2020Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1912.07445.

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2020Markovian approximation of the rough Bergomi model for Monte Carlo option pricing. (2020). Loeper, Gr'Egoire ; Zhu, Qinwen ; Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.02113.

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2020Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. (2019). Jaber, Eduardo Abi. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02412741.

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2020The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem. (2020). Rosenbaum, Mathieu ; Jusselin, Paul ; Gatheral, Jim. In: Papers. RePEc:arx:papers:2001.01789.

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2020Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02412741.

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2020Markovian approximation of the rough Bergomi model for Monte Carlo option pricing. (2020). Langrene, Nicolas ; Chen, Wen ; Loeper, Gregoire ; Zhu, Qinwen. In: Working Papers. RePEc:hal:wpaper:hal-02910724.

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2020Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile. (2019). Simon, Martin ; Roininen, Lassi ; Piiroinen, Petteri. In: Papers. RePEc:arx:papers:1912.05773.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179.

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2020Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690.

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2020Heterogén kereskedési stratégiák hatása a piaci árfolyamokra. (2020). Vig, Attila Andras ; Bihary, Zsolt. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1914.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations. (2020). Grau, Cyprien. In: Working Papers. RePEc:hal:wpaper:hal-02894497.

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2020Intraday Electricity Pricing of Night Contracts. (2020). Paraschiv, Florentina ; Kiesel, Rudiger ; Kremer, Marcel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4501-:d:406944.

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2020Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103.

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2020Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275.

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2020Derivation of non-classical stochastic price dynamics equations. (2020). Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305859.

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2020Research on the Effects of Information Description on Crowdfunding Success within a Sustainable Economy—The Perspective of Information Communication. (2020). Jiang, Jiang ; Hu, Xiaojuan ; Liang, Xiaobei . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:650-:d:309309.

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2020Sharing Economy and Government. (2020). Lee, Sanghyun ; Hong, Sounman. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:177-:d:455842.

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2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2020Multilevel Monte-Carlo methods and lower-upper bounds in Initial Margin computations. (2020). Zhou, A ; Gobet, Emmanuel ; de Marco, S ; Bourgey, F. In: Working Papers. RePEc:hal:wpaper:hal-02430430.

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2020Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2020). Cherchali, Adel ; Alfonsi, Aur'elien ; Infante, Jose Arturo. In: Papers. RePEc:arx:papers:2010.12651.

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2020Large deviation principles for stochastic volatility models with reflection and three faces of the Stein and Stein model. (2020). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:2006.15431.

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2020Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness. (2020). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:2002.05143.

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2020Large and moderate deviations for stochastic Volterra systems. (2020). Pannier, Alexandre ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2004.10571.

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2020A regularity structure for rough volatility. (2020). Stemper, Benjamin ; Martin, Jorg ; Gassiat, Paul ; Friz, Peter K ; Bayer, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:782-832.

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2020Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions. (2020). Gulisashvili, Archil. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:6:p:3648-3686.

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2020A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models. (2020). Liang, Gechun. In: Papers. RePEc:arx:papers:2005.10660.

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2020Horizon-unbiased investment with ambiguity. (2020). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300646.

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2020Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs. (2020). Zhang, Yichong ; Liu, Xiaobin ; Jiang, Liang. In: Papers. RePEc:arx:papers:2005.11967.

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2020Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization. (2020). Zhang, Yichong ; Zheng, Xin. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:957-982.

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2020Payoff information and learning in signaling games. (2020). He, Kevin ; Fudenberg, Drew. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:96-120.

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2020Orthogonal Statistical Learning. (2019). Syrgkanis, Vasilis ; Foster, Dylan J. In: Papers. RePEc:arx:papers:1901.09036.

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2020Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225.

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2020The Causal Learning of Retail Delinquency. (2020). Leung, Cheuk Hang ; Huang, Yiyan ; Wang, Dongdong ; Peng, Nanbo ; Wu, QI ; Yan, Xing. In: Papers. RePEc:arx:papers:2012.09448.

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2020Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158.

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2020Nonparametric identification in index models of link formation. (2020). Gao, Wayne Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:399-413.

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2020Log-optimal portfolio and num\eraire portfolio under random horizon. (2018). Yansori, Sina ; Choulli, Tahir. In: Papers. RePEc:arx:papers:1810.12762.

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2020Machine Learning Classification of Price Extrema Based on Market Microstructure Features: A Case Study of S&P500 E-mini Futures. (2020). Arnaboldi, Luca ; Sokolovsky, Artur. In: Papers. RePEc:arx:papers:2009.09993.

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2020The perverse effects of hiring credits as a place-based policy: Evidence from Southern Italy. (2020). Scarlato, Margherita ; Pieroni, Luca ; d'Agostino, Giorgio ; Patriarca, Fabrizio. In: MPRA Paper. RePEc:pra:mprapa:102240.

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2020Self-decomposability of weak variance generalised gamma convolutions. (2020). Buchmann, Boris ; Madan, Dilip B ; Lu, Kevin W. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:630-655.

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2020Sparse Covariance Estimation in Logit Mixture Models. (2020). Ben-Akiva, Moshe ; Xie, Yifei ; Danaf, Mazen ; Aboutaleb, Youssef M. In: Papers. RePEc:arx:papers:2001.05034.

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2020Logit mixture with inter and intra-consumer heterogeneity and flexible mixing distributions. (2020). Atasoy, Bilge ; Danaf, Mazen ; Ben-Akiva, Moshe. In: Journal of choice modelling. RePEc:eee:eejocm:v:35:y:2020:i:c:s1755534519300934.

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2020Affine term structure models : a time-changed approach with perfect fit to market curves. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1903.04211.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2020Technological interdependencies predict innovation dynamics. (2020). Lafond, François ; Farmer, Doyne J ; Pichler, Anton. In: Papers. RePEc:arx:papers:2003.00580.

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2020Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803.

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2020Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529.

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2020Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (2020). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2002.12572.

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2020Bank Monitoring Incentives Under Moral Hazard and Adverse Selection. (2020). Zhou, Chao ; Possamai, Dylan ; Santibaez, Nicolas Hernandez. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01621-9.

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2020C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models. (2020). Urusov, Mikhail ; Kruse, Thomas ; Ackermann, Julia. In: Papers. RePEc:arx:papers:2006.05863.

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2020A Continuous-Time Model of Self-Protection. (2020). Santibaez, Nicolas Hernandez ; Bensalem, Sarah ; Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-02974961.

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2020Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243.

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2020Semiparametric estimation of structural functions in nonseparable triangular models. (2020). Stouli, Sami ; Vella, Francis ; Newey, Whitney ; FernandezVal, Ivan ; Chernozhukov, Victor. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:503-533.

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2020Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model. (2020). Pirvu, Traian A ; Zhang, Kevin S. In: Papers. RePEc:arx:papers:2006.07771.

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2020In-Sample Hazard Forecasting Based on Survival Models with Operational Time. (2020). Bischofberger, Stephan M. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:3-:d:304744.

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2020Delta Boosting Implementation of Negative Binomial Regression in Actuarial Pricing. (2020). Ck, Simon. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:19-:d:322684.

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2020Towards Explainability of Machine Learning Models in Insurance Pricing. (2020). Lupton, Daniel ; Kuo, Kevin. In: Papers. RePEc:arx:papers:2003.10674.

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2020Neural Networks for the Joint Development of Individual Payments and Claim Incurred. (2020). Wuthrich, Mario V ; Delong, Ukasz. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:33-:d:342279.

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2020Statistical arbitrage of coherent risk measures. (2019). Brigo, Damiano ; Armstrong, John. In: Papers. RePEc:arx:papers:1902.10015.

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2020Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection. (2019). Upadhye, Neelesh S ; Sen, Rituparna ; Sikaria, Shubhangi. In: Papers. RePEc:arx:papers:1911.07526.

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2020Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution. (2020). Nicolle, Johann ; de Franco, Carmine ; Pham, Huyen. In: Papers. RePEc:arx:papers:2010.15779.

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2020Robust fundamental theorems of asset pricing in discrete time. (2020). Chau, Huy N. In: Papers. RePEc:arx:papers:2007.02553.

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2020Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom. In: Papers. RePEc:arx:papers:1909.01121.

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2020Robust consumption‐investment problem under CRRA and CARA utilities with time‐varying confidence sets. (2020). Ma, Ming ; Liang, Zongxia. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1035-1072.

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2020Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2020Neural network forecasting in prediction Sharpe ratio: Evidence from EU debt market. (2020). Maiti, Moinak ; Matsiuk, Natalia ; Vyklyuk, Yaroslav ; Vukovic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318655.

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2020Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602.

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2020Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2009.09007.

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2020Surplus-Invariant Risk Measures. (2020). Munari, Cosimo ; Gao, Niushan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:4:p:1342-1370.

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2020Response transformation and profit decomposition for revenue uplift modeling. (2020). Gubela, Robin M ; Jaroszewicz, Szymon ; Lessmann, Stefan. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:647-661.

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2020Kernel Methods for Policy Evaluation: Treatment Effects, Mediation Analysis, and Off-Policy Planning. (2020). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2010.04855.

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2020Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

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2020Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950.

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2020Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model. (2019). Tempone, Raul ; ben Hammouda, Chiheb ; Bayer, Christian. In: Papers. RePEc:arx:papers:1812.08533.

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2020Estimates of Economic Complexity in the Structure of the Regional Economy. (2020). Kudrov, Alexander ; Afanasyev, Mikhail Y. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:16:y:2020:i:4:43-53.

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2020National innovation systems, economic complexity, and economic growth: country panel analysis using the US patent data. (2020). Lee, Keun. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:4:d:10.1007_s00191-019-00612-3.

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2020Vertical vs. Horizontal Policy in a Capabilities Model of Economic Development. (2020). Frenken, Koen ; van Dam, Alje. In: Papers. RePEc:arx:papers:2006.04624.

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2020Vertical vs. Horizontal Policy in a Capabilities Model of Economic Development. (2020). van Dam, Alje ; Frenken, Koen. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2037.

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2020The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda. (2020). Karaca, Burak Ceyhun ; Bjorkegren, Daniel. In: Papers. RePEc:arx:papers:2002.05791.

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2020Managing the spread of disease with mobile phone data. (2020). Milusheva, Sveta. In: Journal of Development Economics. RePEc:eee:deveco:v:147:y:2020:i:c:s0304387820301346.

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2020Optimal periodic dividend strategies for spectrally positive L\evy risk processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2003.13275.

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2020Optimal periodic dividend strategies for spectrally negative L\evy processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2004.01838.

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2020Double continuation regions for American options under Poisson exercise opportunities. (2020). Yamazaki, Kazutoshi ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2004.03330.

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2020Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:315-332.

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2020The Leland–Toft optimal capital structure model under Poisson observations. (2020). Surya, Budhi Arta ; Perez, Jose Luis ; Palmowski, Zbigniew ; Yamazaki, Kazutoshi. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00431-6.

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2020Indirect Inference for Locally Stationary Models. (2020). Koo, Bonsoo ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-30.

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2020Green Innovation and Income Inequality: A Complex System Analysis. (2020). Consoli, Davide ; Perruchas, Francois ; Barbieri, Nicolo ; Sbardella, Angelica ; Napolitano, Lorenzo. In: SPRU Working Paper Series. RePEc:sru:ssewps:2020-11.

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2020Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives. (2019). Loeper, Gregoire ; Guo, Ivan. In: Papers. RePEc:arx:papers:1812.03526.

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2020An unsupervised deep learning approach in solving partial-integro differential equations. (2020). Fu, Weilong ; Hirsa, Ali. In: Papers. RePEc:arx:papers:2006.15012.

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2020An approximate solution for options market-making in high dimension. (2020). Manziuk, Iuliia ; Derchu, Joffrey ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2009.00907.

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2020Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations. (2019). Saporito, Yuri ; Jardim, Gabriel ; de Frietas, Danilo ; Correia, Adolfo ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:1912.01455.

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2020PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations. (2020). Zhang, Zhaoyu ; Saporito, Yuri F. In: Papers. RePEc:arx:papers:2003.02035.

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2020Financial option valuation by unsupervised learning with artificial neural networks. (2020). van der Meer, Remco ; Oosterlee, Cornelis W ; Salvador, Beatriz. In: Papers. RePEc:arx:papers:2005.12059.

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2020Convergence of Deep Fictitious Play for Stochastic Differential Games. (2020). Long, Jihao ; Hu, Ruimeng ; Han, Jiequn. In: Papers. RePEc:arx:papers:2008.05519.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2020Quasi-experimental evidence for the causal link between fertility and subjective well-being. (2020). Priebe, Jan. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:3:d:10.1007_s00148-020-00769-3.

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2020When Bots Take Over the Stock Market: Evasion Attacks Against Algorithmic Traders. (2020). Mathov, Yael ; Nehemya, Elior ; Elovici, Yuval ; Shabtai, Asaf. In: Papers. RePEc:arx:papers:2010.09246.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2020Deep Learning for Constrained Utility Maximisation. (2020). Zheng, Harry ; Davey, Ashley. In: Papers. RePEc:arx:papers:2008.11757.

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2020Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257.

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2020Do mergers and acquisitions create shareholder value in the infrastructure and utility sectors? Analysis of market perceptions. (2020). Tului, Stefano ; Teti, Emanuele. In: Utilities Policy. RePEc:eee:juipol:v:64:y:2020:i:c:s0957178720300485.

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2020Savage for dummies and experts. (2020). Wakker, Peter ; Abdellaoui, Mohammed. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300016.

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2020Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2020Multiscale multifractal analysis on air traffic flow time series: A single airport departure flight case. (2020). Zhang, Xingchen ; Liu, Hongzhi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319958.

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2020Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2020International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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2020Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents. (2020). Karakatsanis, Leonidas P ; Antoniades, Ioannis P ; Pavlos, Evgenios G. In: Papers. RePEc:arx:papers:2012.06856.

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2020Estimating Treatment Effects with Observed Confounders and Mediators. (2020). Childers, David ; Lipton, Zachary C ; Gupta, Shantanu. In: Papers. RePEc:arx:papers:2003.11991.

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2020Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population. (2020). Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202023.

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2020Enhancing discrete choice models with representation learning. (2020). Alahi, Alexandre ; Lurkin, Virginie ; Sifringer, Brian. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:140:y:2020:i:c:p:236-261.

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2020Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries. (2020). Wilhelm, Daniel ; Shaikh, Azeem ; Mogstad, Magne ; Romano, Joseph P. In: NBER Working Papers. RePEc:nbr:nberwo:26883.

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2020Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries. (2020). Wilhelm, Daniel ; Shaikh, Azeem ; Mogstad, Magne ; Romano, Joseph P. In: Working Papers. RePEc:bfi:wpaper:2020-16.

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2020Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries. (2020). Wilhelm, Daniel ; Shaikh, Azeem ; Mogstad, Magne ; Romano, Joseph P. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2008.

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2020A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News. (2020). Pan, YI ; Li, Yang. In: Papers. RePEc:arx:papers:2007.12620.

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2020A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data. (2020). Zhao, QI. In: Papers. RePEc:arx:papers:2010.07404.

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2020Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos . In: Papers. RePEc:arx:papers:2006.16214.

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2020Identifying productivity when it is a factor of production. (2020). Flynn, Zach. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:2:p:496-530.

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2020Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos. In: Working Papers. RePEc:bfi:wpaper:2020-54_revised.

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2020An Instrumental Variable Approach to Dynamic Models. (2020). Berry, Steven ; Compiani, Giovanni. In: NBER Working Papers. RePEc:nbr:nberwo:27756.

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2020A geometric approach to inference in set-identified entry games. (2020). Kumar, Rohit ; Bontemps, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:373-389.

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2020Residential segregation: The role of inequality and housing subsidies. (2020). Radi, Davide ; Harting, Philipp. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:801-819.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020A simple microstructural explanation of concave pice impact. (2020). Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:2001.01860.

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2020A Stationary Kyle Setup: Microfounding propagator models. (2020). Vodret, Michele ; Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo. In: Working Papers. RePEc:hal:wpaper:hal-03016486.

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2020Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate. (2020). Lee, Sokbae (Simon) ; Liao, Yuan ; Shin, Youngki ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2006.10555.

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2020Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate. (2020). Shin, Youngki ; Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Liao, Yuan. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2020-06.

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2020Deep Learning modeling of Limit Order Book: a comparative perspective. (2020). Turiel, Jeremy ; Briola, Antonio ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2007.07319.

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2020Asymmetric effects of monetary policy easing and tightening. (2020). Gambetti, Luca ; Forni, Mario ; Oliveras, Ester ; Pianese, Fabio ; Ramos, Simona. In: Economics Working Papers. RePEc:upf:upfgen:1742.

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2020Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344.

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2020Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2020Month of birth and academic performance: differences by gender and educational stage. (2020). Beneito, Pilar ; Soria-Espin, Pedro Javier. In: Discussion Papers in Economic Behaviour. RePEc:dbe:wpaper:0120.

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2020Labor mobility effects of a firm-level shock. (2020). Pellegrini, Guido ; Cerqua, Augusto. In: Working Papers. RePEc:saq:wpaper:1/20.

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2020A Glimpse of Freedom: Allied Occupation and Political Resistance in East Germany. (2020). Jessen, Jonas ; Xu, Guo ; Martinez, Luis R. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1863.

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2020Electoral systems and female representation in politics: Evidence from a regression discontinuity. (2020). Köppl-Turyna, Monika ; Koppl-Turyna, Monika ; Kantorowicz, Jarosaw. In: Working Papers. RePEc:zbw:agawps:20.

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2020Retirement, intergenerational time transfers, and fertility. (2020). Siedler, Thomas ; Eibich, Peter. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300246.

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2020The dropout effects of career pathways: Evidence from California. (2020). Bonilla, Sade. In: Economics of Education Review. RePEc:eee:ecoedu:v:75:y:2020:i:c:s0272775719304492.

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2020Effects of Peers and Rank on Cognition, Preferences, and Personality. (2020). SINGHAL, SAURABH ; Dasgupta, Utteeyo ; Sharma, Smriti ; Mani, Subha. In: GLO Discussion Paper Series. RePEc:zbw:glodps:591.

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2020Can Technology Solve the Principal-Agent Problem? Evidence from China’s War on Air Pollution. (2020). Jia, Ruixue ; Greenstone, Michael ; Liu, Tong ; He, Guojun. In: NBER Working Papers. RePEc:nbr:nberwo:27502.

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2020Cross-Program Differences in Returns to Education and the Gender Earnings Gap. (2020). Andersen, Steffen ; Shore, Stephen H ; Dastous, Philippe ; Martinez-Correa, Jimmy . In: Working papers. RePEc:rie:riecdt:48.

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2020The information value of energy labels: Evidence from the Dutch residential housing market. (2020). Stangenberg, Lennart ; van Wickeren, Sjors ; Zhang, LU. In: CPB Discussion Paper. RePEc:cpb:discus:413.rdf.

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2020The Effect of Job Search Requirements on Welfare Receipt. (2020). Wilkins, Roger ; Vu, HA ; Herault, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13684.

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2020The effect of job search requirements on welfare receipt. (2020). Wilkins, Roger ; Vu, HA ; Herault, Nicolas. In: GLO Discussion Paper Series. RePEc:zbw:glodps:646.

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2020Short- and long-term effects of class assignment: Evidence from a flagship university in Brazil. (2020). Sampaio, Breno ; Ribas, Rafael P ; Trevisan, Giuseppe. In: Labour Economics. RePEc:eee:labeco:v:64:y:2020:i:c:s0927537120300403.

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2020Employer learning, statistical discrimination and university prestige. (2020). Braga, Breno ; Bordon, Paola. In: Economics of Education Review. RePEc:eee:ecoedu:v:77:y:2020:i:c:s0272775718301596.

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2020Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?. (2020). Picchio, Matteo ; Ghirelli, Corinna ; Albanese, Andrea. In: Labour Economics. RePEc:eee:labeco:v:65:y:2020:i:c:s0927537120300506.

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2020Does Public Opinion Affect Political Speech?. (2020). Hilbig, Hanno ; Hager, Anselm. In: American Journal of Political Science. RePEc:wly:amposc:v:64:y:2020:i:4:p:921-937.

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2020Behavioral Responses to Inheritance and Gift Taxation: Evidence from Germany. (2020). Glogowsky, Ulrich. In: Economics working papers. RePEc:jku:econwp:2020-22.

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2020Behavioral Responses to Inheritance and Gift Taxation: Evidence from Germany. (2020). Glogowsky, Ulrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8628.

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2020Sustainable Production Policy Impact on Palm Oil Firms’ Performance: Empirical Analysis from Indonesia. (2020). , Yessica ; Kunene, Noxolo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8750-:d:432615.

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2020Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016.

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2020When financial aid is scarce: The challenge of allocating college aid where it is needed most. (2020). Anderson, Drew M. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301171.

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2020The effect of quotas on female representation in local politics. (2020). Köppl-Turyna, Monika ; Kantorowicz, Jarosaw ; Koppl-Turyna, Monika. In: Research Papers. RePEc:zbw:ecoarp:15.

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2020Robust Regression Discontinuity Estimates Of The Causal Effect Of The Tripadvisor’s Bubble Rating On Hotel Popularity. (2020). Antipov, Evgeny ; Pokryshevskaya, Elena . In: HSE Working papers. RePEc:hig:wpaper:63/man2020.

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2020Can Technology Solve the Principal-Agent Problem? Evidence from China’s War on Air Pollution. (2020). Greenstone, Michael ; He, Guojun ; Liu, Tong ; Jia, Ruixue. In: Working Papers. RePEc:bfi:wpaper:2020-87.

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2020Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion. (2019). Hicks, Will. In: Papers. RePEc:arx:papers:1911.11475.

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2020Notes on Backward Stochastic Differential Equations for Computing XVA. (2020). Tanaka, Akihiro ; Sekine, Jun . In: Papers. RePEc:arx:papers:2006.02173.

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2020On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization. (2020). di Tella, Paolo . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:760-784.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures. (2020). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:130-152.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2020Trading strategies generated pathwise by functions of market weights. (2020). Karatzas, Ioannis ; Kim, Donghan. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-019-00414-2.

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2020Impact of proportional transaction costs on systematically generated portfolios. (2020). Xie, Kangjianan ; Ruf, Johannes. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104696.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Estimating the probability of default for no‐default and low‐default portfolios. (2020). Blumke, Oliver. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:1:p:89-107.

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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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2020Entry, Exit and Productivity: Evidence from French Manufacturing Firms.. (2020). de Monte, Enrico. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-07.

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2020IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights. (2020). Penikas, Henry. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps56.

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2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Papers. RePEc:arx:papers:2006.00282.

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2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1422-1460.

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2020Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping. (2020). Sakemoto, Ryuta ; Ito, Katsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09295-z.

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2020Trading Networks with General Preferences. (2019). Schlegel, Jan Christoph. In: Papers. RePEc:arx:papers:1808.07924.

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Branching Diffusions with Jumps and Valuation with Systemic Counterparties. (2020). Hoffmann, Daniel ; Belak, Christoph ; Seifried, Frank T. In: Working Paper Series. RePEc:trr:qfrawp:202004.

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2020The value of informational arbitrage. (2020). Chau, Huy N ; Fontana, Claudio ; Cosso, Andrea. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00418-3.

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2020Event-Driven Learning of Systematic Behaviours in Stock Markets. (2020). Wu, Xianchao. In: Papers. RePEc:arx:papers:2010.15586.

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2020Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation. (2020). Saporito, Yuri F. In: Papers. RePEc:arx:papers:2005.04297.

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2020Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions. (2019). Chen, Jau-er ; Tien, Jia-Jyun. In: Papers. RePEc:arx:papers:1909.12592.

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2020Identification of a class of index models: A topological approach. (2020). Kristensen, Dennis ; Fosgerau, Mogens. In: Papers. RePEc:arx:papers:2004.07900.

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2020Fairness and Efficiency in Cake-Cutting with Single-Peaked Preferences. (2020). Ortega, Josue ; Kumar, Rajnish ; Bhardwaj, Bhavook. In: Papers. RePEc:arx:papers:2002.03174.

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2020Fairness and efficiency in cake-cutting with single-peaked preferences. (2020). Ortega, Josue ; Kumar, Rajnish ; Bhardwaj, Bhavook. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300690.

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2020Stability in matching markets with peer effects. (2020). Bykhovskaya, Anna. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:28-54.

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2020On the integration of Shapley-Scarf housing markets. (2020). Ortega, Josue ; Manocha, Kriti ; Kunar, Rajnish. In: Papers. RePEc:arx:papers:2004.09075.

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2020What happens when separate and unequal school districts merge?. (2020). Ortega, Josue ; Klein, Thilo ; Aue, Robert. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20032.

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2020What Happens when Separate and Unequal School Districts Merge?. (2020). Klein, Thilo ; Aue, Robert ; Ortega, Josue. In: Papers. RePEc:arx:papers:2006.13209.

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2020Existence of stable allocations in matching markets with infinite contracts: A topological approach. (2020). , James ; James, . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:136-140.

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2020Trading multiple mean reversion. (2020). Muravey, D ; Boguslavsky, M ; Boguslavskaya, E. In: Papers. RePEc:arx:papers:2009.09816.

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2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

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2020Forecast the electricity price of U.S. using a wavelet transform-based hybrid model. (2020). Yang, Zhe ; Qiao, Weibiao. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219323990.

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2020Predictive Trading Strategy for Physical Electricity Futures. (2020). Ramirez-Rosado, Ignacio J ; Fernandez-Jimenez, Alfredo L ; Monteiro, Claudio. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3555-:d:382736.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020A rolling horizon scheduling of aggregated electric vehicles charging under the electricity exchange market. (2020). Zamora, Ramon ; Lie, T T ; Su, Jun. In: Applied Energy. RePEc:eee:appene:v:275:y:2020:i:c:s0306261920309181.

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2020Review of mid-to long-term trading mechanism for renewable electricity consumption in Ningxia, China. (2020). Gao, Ciwei ; Yao, Yunting ; Zhang, Huiling ; Tian, Hongjie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306134.

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2020The Implications of Policy Uncertainty on Solar Photovoltaic Investment. (2020). Byrne, Julie ; Assereto, Martina. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6233-:d:451620.

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2020Fictitious Play Outperforms Counterfactual Regret Minimization. (2020). Ganzfried, Sam. In: Papers. RePEc:arx:papers:2001.11165.

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2020Fast Complete Algorithm for Multiplayer Nash Equilibrium. (2020). Ganzfried, Sam. In: Papers. RePEc:arx:papers:2002.04734.

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2020Why should the gravity model be taught in business education?. (2020). Anca, Tama. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:14:y:2020:i:1:p:422-433:n:40.

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2020Structure of trade flow networks for world commodities. (2020). Lee, Jaewoo ; Ho, Tae ; Nobi, Ashadun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303848.

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2020Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2020Backtesting macroprudential stress tests. (2020). Caccioli, Fabio ; Fricke, Daniel ; Ramadiah, Amanah. In: Discussion Papers. RePEc:zbw:bubdps:452020.

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2020Trading strategy with stochastic volatility in a limit order book market. (2020). Siu, Tak Kuen ; Gu, Jiawen ; Ching, Wai-Ki ; Yang, Qing-Qing . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00278-8.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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2020Pure Nash Equilibria and Best-Response Dynamics in Random Games. (2019). Scarsini, Marco ; Collevecchio, Andrea ; Amiet, Ben. In: Papers. RePEc:arx:papers:1905.10758.

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2020Attainment of Equilibrium via Marshallian Path Adjustment: Queueing and Buyer Determinism. (2020). Servátka, Maroš ; Collins, Sean M ; Vadovi, Radovan ; James, Duncan. In: MPRA Paper. RePEc:pra:mprapa:104444.

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2020The Frequency of Convergent Games under Best-Response Dynamics. (2020). Heinrich, Torsten ; Wiese, Samuel C. In: Papers. RePEc:arx:papers:2011.01052.

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2020Attainment of Equilibrium: Marshallian Path Adjustment and Buyer Determinism. (2020). Servátka, Maroš ; James, Duncan ; Collins, Sean M ; Vadovi, Radovan. In: MPRA Paper. RePEc:pra:mprapa:104103.

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2020A Radial Basis Function-Generated Finite Difference Method to Evaluate Real Estate Index Options. (2020). Gong, PU ; He, Xubiao . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09924-9.

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2020DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIA’S COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233.

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2020Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Papers. RePEc:arx:papers:2003.04606.

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2020Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:633.

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2020Counterfactual and Welfare Analysis with an Approximate Model. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2009.03379.

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2020Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278.

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2020Bow-tie structure and community identification of global supply chain network. (2020). Ikeda, Yuichi ; Chakraborty, Abhijit. In: Papers. RePEc:arx:papers:2003.02343.

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2020Economic complexity of prefectures in Japan. (2020). Fujiwara, Yoshi ; Inoue, Hiroyasu ; Chakraborty, Abhijit. In: Papers. RePEc:arx:papers:2002.05785.

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2020Optimal insurance contract with benefits in kind under adverse selection. (2020). Hubert, Emma ; Chaton, Corinne ; Alasseur, Cl'Emence. In: Papers. RePEc:arx:papers:2001.02099.

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2020Asset Prices with Investor Protection in Approximate Fractional Economy. (2019). Huang, Nan-Jing ; Wang, Ming-Hui ; Yang, Ben-Zhang ; Yue, Jia. In: Papers. RePEc:arx:papers:1911.00281.

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2020Optimal hedging under fast-varying stochastic volatility. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1810.08337.

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2020Time-consistent feedback strategies with Volterra processes. (2019). Wong, Hoi Ying ; Han, Bingyan. In: Papers. RePEc:arx:papers:1907.11378.

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2020Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02877569.

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2020Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Jaber, Eduardo Abi ; Pham, Huyen. In: Working Papers. RePEc:hal:wpaper:hal-02877569.

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2020Markowitz portfolio selection for multivariate affine and quadratic Volterra models. (2020). Miller, Enzo ; Pham, Huyen ; Jaber, Eduardo Abi. In: Post-Print. RePEc:hal:journl:hal-02877569.

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2020The Multiplicative Chaos of $H=0$ Fractional Brownian Fields. (2020). Neuman, Eyal ; Hager, Paul. In: Papers. RePEc:arx:papers:2008.01385.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2020On a family of coherent measures of variability. (2020). Chen, Ouxiang ; Hu, Taizhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:173-182.

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2020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Efficiency of the Brazilian Bitcoin: A DFA Approach. (2020). Ferreira, Paulo ; Burnquist, Heloisa ; Campoli, Jessica ; Quintino, Derick. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:25-:d:347854.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726.

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2020Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

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2020A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Games. RePEc:gam:jgames:v:11:y:2020:i:4:p:65-:d:463955.

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2020Degrees of displacement: The impact of household PV battery prosumage on utility generation and storage. (2020). John, Michele ; Schill, Wolf-Peter ; Say, Kelvin. In: Papers. RePEc:arx:papers:2003.06987.

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2020Interbank relationship lending in Colombia. (2020). Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118.

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2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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2020Optimal equilibria for time‐inconsistent stopping problems in continuous time. (2020). Zhou, Zhou ; Huang, Yujui. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1103-1134.

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2020Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies. (2020). Hjertstrand, Per ; Aguiar, Victor H ; Serrano, Roberto. In: Working Papers. RePEc:bro:econwp:2020-16.

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2020A Rationalization of the Weak Axiom of Revealed Preference. (2020). Serrano, Roberto ; Hjertstrand, Per ; Aguiar, Victor H. In: Working Paper Series. RePEc:hhs:iuiwop:1321.

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2020Are Consumers Rational ?Shifting the Burden of Proof. (2020). De Rock, Bram ; Cherchye, Laurens ; Lanier, Joshua ; Demuynck, Thomas. In: Working Papers ECARES. RePEc:eca:wpaper:2013/307516.

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2020Global giants and local stars: How changes in brand ownership affect competition. (2020). Head, Keith ; Alviarez, Vanessa ; Mayer, Thierry. In: Working Papers. RePEc:cii:cepidt:2020-13.

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2020Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition. (2020). Head, Keith ; Alviarez, Vanessa ; Mayer, Thierry. In: Working Papers. RePEc:cmf:wpaper:wp2020_2009.

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2020Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414.

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2020Fluctuation and volatility dynamics of stochastic interacting energy futures price model. (2020). Wang, Jun ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315353.

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2020Nonparametric Quantile Regressions for Panel Data Models with Large T. (2019). Chen, Liang. In: Papers. RePEc:arx:papers:1911.01824.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Worth the pain? Firms exporting behavior to countries under sanctions. (2020). Wanner, Joschka ; Stammann, Amrei Luise ; Hinz, Julian ; Crozet, Matthieu. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2160.

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2020Japans FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Moliner, Sergi. In: Working Papers. RePEc:eec:wpaper:2007.

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2020Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques. (2020). Moliner, Sergi ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:jau:wpaper:2020/25.

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2020Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations. (2020). Pua, Andrew ; Niu, Linlin ; Li, Mingyang. In: Working Papers. RePEc:wyi:wpaper:002582.

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2020Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333.

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2020Peer Effects in Networks: A Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: IZA Discussion Papers. RePEc:iza:izadps:dp12947.

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2020Peer Effects in Networks: a Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:1936.

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2020Regional Monetary Policies and the Great Depression. (2020). Weidenmier, Marc ; Cortes, Gustavo ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan. In: NBER Working Papers. RePEc:nbr:nberwo:26695.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-10.

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2020Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2020A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

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2020Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:356-380.

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2020Type I and Type II Error Probabilities in the Courtroom. (2020). Taylor, Luke ; Kanaya, Shin. In: MPRA Paper. RePEc:pra:mprapa:100217.

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2020Identifiable information structures. (2020). Babichenko, Yakov ; Arieli, Itai ; Smorodinsky, Rann. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:16-27.

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2020Identification and inference in discrete choice models with imperfect information. (2019). Sinha, Shruti ; Gualdani, Cristina. In: Papers. RePEc:arx:papers:1911.04529.

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2020Identification and inference in discrete choice models with imperfect information. (2019). Gualdani, Cristina ; Sinha, Shruti. In: TSE Working Papers. RePEc:tse:wpaper:33017.

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2020Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751.

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2020Policy Transforms and Learning Optimal Policies. (2020). Russell, Thomas M. In: Papers. RePEc:arx:papers:2012.11046.

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2020Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

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2020Model Selection for Treatment Choice: Penalized Welfare Maximization. (2018). Tabord-Meehan, Max ; Mbakop, Eric. In: Papers. RePEc:arx:papers:1609.03167.

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2020Stratification Trees for Adaptive Randomization in Randomized Controlled Trials. (2018). Tabord-Meehan, Max. In: Papers. RePEc:arx:papers:1806.05127.

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2020Model Selection in Utility-Maximizing Binary Prediction. (2019). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:1903.00716.

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2020Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395.

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2020Sparse Quantile Regression. (2020). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2006.11201.

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2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274.

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2020Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Safe Counterfactual Reinforcement Learning. (2020). Yata, Kohei ; Yasui, Shota ; Narita, Yusuke. In: Papers. RePEc:arx:papers:2002.08536.

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2020Economic Complexity and the Mediating Effects of Income Inequality: Reaching Sustainable Development in Developing Countries. (2020). Huarng, Fenghueih ; le Caous, Emilie. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2089-:d:330076.

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2020Take the Q Train: Value Capture of Public Infrastructure Projects. (2020). Van Nieuwerburgh, Stijn ; Gupta, Arpit ; Kontokosta, Constantine. In: NBER Working Papers. RePEc:nbr:nberwo:26789.

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2020Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic. (2020). Mullins, William ; Engelberg, Joseph ; Cookson, Anthony J. In: EconStor Preprints. RePEc:zbw:esprep:219453.

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2020Nursing Home Staff Networks and COVID-19. (2020). Long, Elisa F ; Chevalier, Judith A ; Chen, Keith M. In: Papers. RePEc:arx:papers:2007.11789.

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2020Experienced Segregation. (2020). Gentzkow, Matthew ; Athey, Susan ; Schmidt, Tobias ; Ferguson, Billy A. In: NBER Working Papers. RePEc:nbr:nberwo:27572.

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2020Nursing Home Staff Networks and COVID-19. (2020). Chevalier, Judith ; Long, Elisa F ; Chen, Keith M. In: NBER Working Papers. RePEc:nbr:nberwo:27608.

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2020Rationing Social Contact During the COVID-19 Pandemic: Transmission Risk and Social Benefits of US Locations. (2020). Collis, Avinash ; Benzell, Seth ; Nicolaides, Christos. In: OSF Preprints. RePEc:osf:osfxxx:d64vm.

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2020Perpetual Motion: Human Mobility and Spatial Frictions in Three African Countries. (2020). Kirchberger, Martina ; Blanchard, Paul ; Gollin, Doug . In: CSAE Working Paper Series. RePEc:csa:wpaper:2020-18.

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2020Racial Disparities in Frontline Workers and Housing Crowding during COVID-19: Evidence from Geolocation Data. (2020). Orane-Hutchinson, Angelo ; Gupta, Arpit ; Coven, Joshua ; Almagro, Milena. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:88803.

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2020Are politically diverse Thanksgiving dinners shorter than politically uniform ones?. (2020). Skitka, Linda J ; Frimer, Jeremy A. In: PLOS ONE. RePEc:plo:pone00:0239988.

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2020Conversational receptiveness: Improving engagement with opposing views. (2020). Gino, Francesca ; Chen, Frances ; Collins, Hanne ; Minson, Julia ; Yeomans, Michael. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:160:y:2020:i:c:p:131-148.

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2020An economist and a psychologist form a line: What can imperfect perception of length tell us about stochastic choice?. (2020). Smith, John ; Duffy, Sean. In: MPRA Paper. RePEc:pra:mprapa:99417.

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2020American step options. (2020). De Temple, Jerome ; Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:363-385.

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2020Valuing Tradeability in Exponential L\evy Models. (2019). Mathys, Ludovic. In: Papers. RePEc:arx:papers:1912.00469.

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2020American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374.

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2020A Stock Prediction Model Based on DCNN. (2020). Liu, Ningning ; Zhou, Qiao. In: Papers. RePEc:arx:papers:2009.03239.

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2020Forecasting stock price movements with multiple data sources: Evidence from stock market in China. (2020). Xiao, Helu ; Liu, Qing ; Gao, Meng ; Zhou, Zhongbao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318941.

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2020A Tweet-based Dataset for Company-Level Stock Return Prediction. (2020). Madhyastha, Pranava ; Sowinska, Karolina. In: Papers. RePEc:arx:papers:2006.09723.

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2020Skewing Quanto with Simplicity. (2020). Hong, George. In: Papers. RePEc:arx:papers:2009.02566.

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2020Sustainable Electric Vehicle Charging using Adaptive Pricing. (2020). Zhdanov, Dmitry ; Collins, John ; Ketter, Wolfgang ; Valogianni, Konstantina. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:6:p:1550-1572.

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2020Demand responsive charging strategy of electric vehicles to mitigate the volatility of renewable energy sources. (2020). Cao, WU ; Gong, Lili ; Zhao, Jian Feng ; Yu, Yue ; Liu, Kangli. In: Renewable Energy. RePEc:eee:renene:v:156:y:2020:i:c:p:665-676.

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2020The effectiveness of decarbonizing the passenger transport sector through monetary incentives. (2020). Dias, Andre Martins ; Mendona, Joana ; Santarromana, Rudolph. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:138:y:2020:i:c:p:442-462.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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2020Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. (2020). Xian, Alan ; Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2003.13888.

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2020Microfoundations of Discounting. (2019). Peters, Ole ; Mavroyiannis, Diomides ; Berman, Yonatan ; Adamou, Alexander. In: Papers. RePEc:arx:papers:1910.02137.

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2020The Two Growth Rates of the Economy. (2020). Berman, Yonatan ; Peters, Ole ; Adamou, Alexander. In: Papers. RePEc:arx:papers:2009.10451.

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2020Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds. (2020). Hurlin, Christophe ; Dumitrescu, ElenaIvona ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2839.

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2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2020On the statistical differences between binary forecasts and real-world payoffs. (2020). Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1228-1240.

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2020Joshi’s Split Tree for Option Pricing. (2020). Hot, Merima Nurkanovic ; Leduc, Guillaume. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:81-:d:393079.

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2020A simple-to-implement real options method for the energy sector. (2020). Lotti, Giovanni ; Mancini, Mauro ; Locatelli, Giorgio. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303339.

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2020Deeds not words: Barriers and remedies for Small Modular nuclear Reactors. (2020). Sainati, Tristano ; Locatelli, Giorgio ; Mignacca, Benito. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220312445.

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2020Predicting the Performance of a Future United Kingdom Grid and Wind Fleet When Providing Power to a Fleet of Battery Electric Vehicles. (2020). Walwyn, David R ; Stephens, Anthony D. In: Papers. RePEc:arx:papers:2101.01065.

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2020AI algorithms, price discrimination and collusion: a technological, economic and legal perspective. (2020). Ittoo, Ashwin ; Gautier, Axel ; Cleynenbreugel, Pieter. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:50:y:2020:i:3:d:10.1007_s10657-020-09662-6.

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2020Autonomous Algorithmic Collusion: Q-Learning Under Sequantial Pricing. (2019). Klein, Timo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180056.

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2020Developing bid-ask probabilities for high-frequency trading. (2019). Ingber, Lester. In: Lester Ingber Papers. RePEc:lei:ingber:19db.

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2020Algorithmic trading in a microstructural limit order book model. (2020). Pham, Huyen ; Hure, Come ; Abergel, Frederic. In: Post-Print. RePEc:hal:journl:hal-01514987.

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2020Forecasting with importance-sampling and path-integrals: Applications to COVID-19. (2020). Ingber, Lester. In: Lester Ingber Papers. RePEc:lei:ingber:20fi.

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2020Robust risk aggregation with neural networks. (2019). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1811.00304.

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2020A generative adversarial network approach to calibration of local stochastic volatility models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2005.02505.

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2020Robust risk aggregation with neural networks. (2020). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1229-1272.

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2020Communicability in the World Trade Network -- A new perspective for community detection. (2020). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2001.06356.

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2020Core-periphery structure in sectoral international trade networks: A new approach to an old theory. (2020). Kostoska, Olivera ; Kocarev, Ljupco ; Jovanovski, Petar ; Mitikj, Sonja. In: PLOS ONE. RePEc:plo:pone00:0229547.

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2020An arbitrage-free interpolation of class $C^2$ for option prices. (2020). le Floc, Fabien. In: Papers. RePEc:arx:papers:2004.08650.

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2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466.

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2020Causal versus Consequential Motives in Mental Models of Agent Social and Economic Action: Experiments, and the Neoclassical Diversion in Economics. (2020). Smith, Vernon. In: Kyklos. RePEc:bla:kyklos:v:73:y:2020:i:3:p:341-370.

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2020A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network. (2020). Flori, Andrea ; Regoli, Daniele ; Martinazzi, Stefano. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:129-:d:454506.

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2020Blockchain-Enabled Corporate Governance and Regulation. (2020). Sims, Alexandra ; Daluwathumullagamage, Dulani Jayasuriya. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:36-:d:373180.

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2020Structural change in a growing open economy: Attitudes and institutions in Latin America and Asia. (2020). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:358-385.

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2020Emergence of income inequality: Origin, distribution and possible policies. (2020). Liu, Zhirong ; Tian, Songtao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315729.

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2020Continuum and thermodynamic limits for a simple random-exchange model. (2020). Scalas, Enrico ; Merino-Aceituno, Sara ; Georgiou, Nicos ; During, Bertram. In: Papers. RePEc:arx:papers:2003.00930.

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2020Wealth distribution under the spread of infectious diseases. (2020). Zanella, M ; Toscani, G ; Pareschi, L ; Dimarco, G. In: Papers. RePEc:arx:papers:2004.13620.

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2020Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Masmoudi, Afif ; Abbes, Mouna Boujelbene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547.

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2020Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819.

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2020Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001.

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2020Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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2020Economically rational sample-size choice and irreproducibility. (2019). Braganza, Oliver. In: Papers. RePEc:arx:papers:1908.08702.

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2020Causal Campbell-Goodharts law and Reinforcement Learning. (2020). Ashton, Hal. In: Papers. RePEc:arx:papers:2011.01010.

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2020A simple model suggesting economically rational sample-size choice drives irreproducibility. (2020). Braganza, Oliver. In: PLOS ONE. RePEc:plo:pone00:0229615.

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2020Optimal liquidation under partial information with price impact. (2020). Szolgyenyi, Michaela ; Frey, Rudiger ; Eksi, Zehra ; Colaneri, Katia. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:4:p:1913-1946.

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2020Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484.

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2020Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2020Dual IV: A Single Stage Instrumental Variable Regression. (2019). Raj, Anant ; Lee, Si Kai ; Mehrjou, Arash ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:1910.12358.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2020Valid Causal Inference with (Some) Invalid Instruments. (2020). Veitch, Victor ; Hartford, Jason ; Leyton-Brown, Kevin ; Sridhar, Dhanya. In: Papers. RePEc:arx:papers:2006.11386.

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2020The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422.

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2020Explicit asymptotic on first passage times of diffusion processes. (2020). Li, Luting ; Dassios, Angelos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103087.

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2020Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem. (2020). Azqueta-Gavaldon, Andres. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314736.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Forecasting volatility in bitcoin market. (2020). Bekiros, Stelios ; Segnon, Mawuli. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00368-y.

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2020Bayesian estimation of generalized partition of unity copulas. (2020). Mark, Trede ; Andreas, Masuhr. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:119-131:n:7.

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2020Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437120302077.

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2020Pricing equity warrants in Merton jump–diffusion model with credit risk. (2020). Zhang, Xili ; Zhou, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s037843712030457x.

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2020Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem. (2020). Burtch, Gordon ; McFowland, Edward ; Yang, Mochen ; Adomavicius, Gediminas. In: Papers. RePEc:arx:papers:2012.10790.

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2020A survey on the magnet effect of circuit breakers in financial markets. (2020). Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:138-151.

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2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232.

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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1019-1057.

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2020Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143.

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2020Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making. (2020). Sadighian, Jonathan. In: Papers. RePEc:arx:papers:2004.06985.

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2020Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores. (2019). Vazquez-Bare, Gonzalo ; Titiunik, Rocio ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1912.07346.

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2020Local Composite Quantile Regression for Regression Discontinuity. (2020). Zhan, Zhaoguo ; Huang, Xiao. In: Papers. RePEc:arx:papers:2009.03716.

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2020Entitled to Leave: the impact of Unenployment Insurance Eligibility on Employment Duration and Job Quality. (2020). Khoury, Laura ; Brébion, Clément ; Briole, Simon. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2020_001.

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2020Stop invasion! The electoral tipping point in anti-immigrant voting.. (2020). TURATI, Gilberto ; Slerca, Edoardo ; Gamalerio, Matteo ; Bordignon, Massimo. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def086.

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2020Do Generous Parental Leave Policies Help Top Female Earners?. (2020). Kunze, Astrid ; Francesconi, Marco ; Corekcioglu, Gozde . In: IZA Discussion Papers. RePEc:iza:izadps:dp13275.

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2020Do Generous Parental Leave Policies Help Top Female Earners?. (2020). Francesconi, Marco ; Kunze, Astrid ; Corekcioglu, Gozde. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8330.

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2020The effect of international development assistance (IDA) on conflict. A fuzzy regression discontinuity approach. (2020). Tsarsitalidou, Sofia ; Adam, Antonis. In: MPRA Paper. RePEc:pra:mprapa:101841.

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2020Credit, Income and Inequality. (2020). Ongena, Steven ; Delis, Manthos ; Fringuellotti, Fulvia. In: Staff Reports. RePEc:fip:fednsr:88193.

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2020Do Generous Parental Leave Policies Help Top Female Earners?. (2020). Francesconi, Marco ; Corekcioglu, Gozde ; Kunze, Astrid. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2020_007.

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2020How Much Should We Trust Regression Discontinuity Design Estimates? Evidence from Experimental Benchmarks of the Incumbency Advantage. (2020). Ruiz, Nelson A ; Merilinen, Jaakko ; Hirvonen, Salomo ; Hangartner, Dominik ; de Magalhaes, Leandro. In: Discussion Papers. RePEc:tkk:dpaper:dp135.

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2020Does Medicare Coverage Improve Cancer Detection and Mortality Outcomes?. (2020). Lakdawalla, Darius ; Goldman, Dana ; Tuckerseeley, Reginald D ; Myerson, Rebecca M. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:39:y:2020:i:3:p:577-604.

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2020Noise-Induced Randomization in Regression Discontinuity Designs. (2020). Wu, Han ; Wager, Stefan ; Ignatiadis, Nikolaos ; Eckles, Dean. In: Papers. RePEc:arx:papers:2004.09458.

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2020Who Debates, Who Wins? At-Scale Experimental Evidence on the Supply of Policy Information in a Liberian Election. (2020). Bowles, Jeremy ; Larreguy, Horacio. In: IAST Working Papers. RePEc:tse:iastwp:124774.

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2020Who Debates, Who Wins? At-Scale Experimental Evidence on the Supply of Policy Information in a Liberian Election. (2020). Larreguy, Horacio ; Bowles, Jeremy. In: TSE Working Papers. RePEc:tse:wpaper:124777.

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2020The Effect of Co-Payments on the Take-Up of Prenatal Tests. (2020). Siciliani, Luigi ; Di Giacomo, Marina ; Turati, G ; Piacenza, M. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:20/19.

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2020Labor market impacts and responses: The economic consequences of a marine environmental disaster. (2020). Nguyen, Ha ; Hoang, Trung ; Tuan, Nguyen Dinh ; Le, Duong Trung. In: Journal of Development Economics. RePEc:eee:deveco:v:147:y:2020:i:c:s0304387820301139.

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2020Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj . In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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2020Corruption and legislature size: Evidence from Brazil. (2020). Fiorin, Stefano. In: European Journal of Political Economy. RePEc:eee:poleco:v:65:y:2020:i:c:s0176268020300884.

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2020Business Cycles as Collective Risk Fluctuations. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:104598.

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2020Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2020). Angelis, Tiziano. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00407-1.

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2020Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field. (2019). Robert, Christian Y ; Koch, Erwan. In: Papers. RePEc:arx:papers:1812.05893.

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2020Core–periphery organization of the cryptocurrency market inferred by the modularity operator. (2020). Polovnikov, Kirill ; Syntulsky, Sergey ; Kazakov, Vlad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317364.

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2020Scaling features of price–volume cross correlation. (2020). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119322708.

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2020Topological recognition of critical transitions in time series of cryptocurrencies. (2020). Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel ; Gidea, Marian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119321363.

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2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

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2020Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306129.

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2020Quasi-Experimental Shift-Share Research Designs. (2018). Hull, Peter ; Borusyak, Kirill ; Jaravel, Xavier. In: Papers. RePEc:arx:papers:1806.01221.

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2020Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785.

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2020A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

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2020Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200010.

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2020Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case. (2019). Bayraktar, Erhan ; Ekren, Ibrahim ; Caye, Thomas. In: Papers. RePEc:arx:papers:1811.06650.

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2020Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework. (2020). Schmidt, Thorsten ; Gumbel, Sandrine. In: Papers. RePEc:arx:papers:2004.07736.

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2020Machine Learning for Multiple Yield Curve Markets: Fast Calibration in the Gaussian Affine Framework. (2020). Schmidt, Thorsten ; Gumbel, Sandrine. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:50-:d:361196.

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2020Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2020Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2020Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312.

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2020Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact. (2019). Nadtochiy, Sergey ; Ekren, Ibrahim. In: Papers. RePEc:arx:papers:1910.01778.

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2020Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees. (2020). Florescu, Ionuct ; Golbayani, Parisa ; Chatterjee, Rupak. In: Papers. RePEc:arx:papers:2007.06617.

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2020Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2020A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees. (2020). Chatterjee, Rupak ; Florescu, Ionu ; Golbayani, Parisa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301480.

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2020Problems of Aggregation of Sustainable Development Indicators at the Regional Level. (2020). Pavelka, Toma ; Hartman, David ; Petkovova, Ludmila. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7156-:d:407656.

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2020Filtered and Unfiltered Treatment Effects with Targeting Instruments. (2020). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2020Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167.

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2020Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions. (2020). Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J ; Sordi, Serena. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00279-w.

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2020(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819.

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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

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2020Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique. (2019). Ruiz, Ignacio ; Laris, Mariano Zeron-Medina. In: Papers. RePEc:arx:papers:1911.10948.

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2020Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study. (2020). Sosa, Andr'Es ; Zanowski, Grzegorz Krzy. In: Papers. RePEc:arx:papers:2007.00705.

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2020Multiple yield curve modelling with CBI processes. (2019). Gnoatto, Alessandro ; Szulda, Guillaume ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1911.02906.

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2020Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247.

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2020Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms. (2020). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:20059.

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2020Growth, War, and Pandemics: Europe in the Very Long-run. (2020). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Carlos-Vladimir. In: Working Papers. RePEc:hes:wpaper:0185.

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2020Interpretable Neural Networks for Panel Data Analysis in Economics. (2020). , Weinan ; Zheng, Zhong ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05311.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). Kočenda, Evžen ; Broza, Vaclav ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1024.

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2020Emerging market corporate leverage and global financial conditions. (2020). Alter, Adrian ; Elekdag, Selim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300341.

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2020The time-frequency impacts of natural gas prices on US economic activity. (2020). Ji, Qiang ; Xu, Xiao-Yue ; Geng, Jiang-Bo. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311129.

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2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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2020Optimal Investment with Correlated Stochastic Volatility Factors. (2019). Fouque, Jean-Pierre ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1908.07626.

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2020Stability of the indirect utility process. (2020). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:2002.09445.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020Using Networks and Partial Differential Equations to Predict Bitcoin Price. (2020). Wang, Haiyan. In: Papers. RePEc:arx:papers:2001.03099.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Knowledge Discovery in Cryptocurrency Transactions: A Survey. (2020). Liu, Si-Hao ; Jiang, Xin-Jian ; Tse, Chi Kong. In: Papers. RePEc:arx:papers:2010.01031.

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2020The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns. (2020). Kang, Kyungwon ; Lee, Junseok ; Kim, Wonse. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231830713x.

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2020Characterizing initiation of gas–liquid churn flows using coupling analysis of multivariate time series. (2020). Zhai, Lusheng ; Xie, Hailin ; Yang, Jie ; Wu, Yinglin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317480.

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2020Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets. (2020). Zhu, Yingming ; Zhang, Xin ; Ji, Qiangbiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318102.

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2020Visibility graph analysis of economy policy uncertainty indices. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12880.

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2020On the extension property of dilatation monotone risk measures. (2020). Xanthos, Foivos ; Rahsepar, Massoomeh. In: Papers. RePEc:arx:papers:2002.11865.

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2020Is the inf-convolution of law-invariant preferences law-invariant?. (2020). Wang, Ruodu ; Liu, Peng ; Wei, Linxiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:144-154.

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2020Stability properties of Haezendonck–Goovaerts premium principles. (2020). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:94-99.

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2020Electricity and reserve market bidding strategy including sizing evaluation and a novel renewable complementarity-based centralized control for storage lifetime enhancement. (2020). Eguia, P ; Milo, A ; Saez-De, A ; Gaztaaga, H ; Gonzalez-Garrido, A. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920301033.

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2020Optimal Consumption with Reference to Past Spending Maximum. (2020). Yu, Xiang ; Pham, Huyen ; Li, Xun ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2006.07223.

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2020Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2020Optimal Consumption under a Habit-Formation Constraint. (2020). Bayraktar, Erhan ; Angoshtari, Bahman ; Young, Virginia R. In: Papers. RePEc:arx:papers:2012.02277.

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2020Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632.

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2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004.

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2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010.

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2020Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455.

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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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2020Common and country-specific uncertainty fluctuations in oil-producing countries : Measures, macroeconomic effects and policy challenges. (2020). bouoiyour, jamal ; Hammoudeh, Shawkat ; Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-02929898.

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2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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2020Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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2020Forecasting realized gold volatility: Is there a role of geopolitical risks?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930529x.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

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2020The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

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2020Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity. (2020). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35.

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2020How to build a cross-impact model from first principles: Theoretical requirements and empirical results. (2020). Benzaquen, Michael ; Mastromatteo, Iacopo ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:2004.01624.

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2020How to build a cross-impact model from first principles: Theoretical requirements and empirical results. (2020). Benzaquen, Michael ; Mastromatteo, Iacopo ; Tomas, Mehdi. In: Working Papers. RePEc:hal:wpaper:hal-02567489.

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2020Causes and Effects of Budget Imbalance in Poland and Selected Countries in the World. (2020). Jarosinski, Krzysztof. In: RAIS Journal for Social Sciences. RePEc:smo:jornl1:v:4:y:2020:i:1:p:99-109.

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2020Do robots really destroy jobs? Evidence from Europe. (2020). Klenert, David ; Anton, Jose-Ignacio ; Fernandez-Macias, Enrique. In: JRC Working Papers on Labour, Education and Technology. RePEc:ipt:laedte:202001.

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2020Immigrant Franchise and Immigration Policy: Evidence from the Progressive Era. (2020). Facchini, Giovanni ; Biavaschi, Costanza. In: IZA Discussion Papers. RePEc:iza:izadps:dp13195.

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2020The Incidence of Foreign Market Accessibility on Farmland Rental Rates. (2020). Yu, Jisang ; Villoria, Nelson ; Hendricks, Nathan. In: NBER Working Papers. RePEc:nbr:nberwo:27180.

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2020The Direct and Indirect Effect of Services Offshoring on Local Labour Market Outcomes. (2020). Magli, Martina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8413.

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2020Skilled Human Capital and High-Growth Entrepreneurship: Evidence from Inventor Inflows. (2020). Shin, Seungryul Ryan ; Marx, Matt ; Fleming, Lee ; Balsmeier, Benjamin. In: NBER Working Papers. RePEc:nbr:nberwo:27605.

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2020Immigration, Working Conditions, and Compensating Differentials. (2020). Sparber, Chad ; Zavodny, Madeline. In: IZA Discussion Papers. RePEc:iza:izadps:dp13663.

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2020Migración desde Venezuela en Colombia: caracterización del fenómeno y análisis de los efectos macroeconómicos. (2020). Tribín, Ana ; Ramos-Veloza, Mario ; Pulido, Jose ; Ospina-Tejeiro, Juan ; Medina, Carlos ; Melo Becerra, Ligia ; Guarín López, Alexander ; Florez, Luz ; bonilla mejia, leonardo ; Adhvaryu, Achyuta ; Velasquez, Santiago ; Lasso-Valderrama, Francisco ; Tribin-Uribe, Ana Maria ; Tamayo, Jorge ; Khanna, Gaurav ; Hermida-Giraldo, Didier ; Ramos-Forero, Jorge Enrique ; Hamann, Franz ; Otero-Cortes, Andrea ; Grajales-Olarte, Anderson ; Nyshadam, Anant ; Castro-Fernandez, Juan Carlos ; Morales, Leonardo Fabio ; Bonilla-Mejia, Leonardo ; Mendez-Vizcaino, Juan C ; Avila-Montealegre, Oscar ; Melo-Becerra, Ligia Alba ; Anzola-Bravo, Cesar. In: Revista ESPE - Ensayos sobre Polí
2020Chinas Export Surge and the New Margins of Trade. (2020). Ma, Xiao ; Liu, Chen. In: MPRA Paper. RePEc:pra:mprapa:103970.

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2020Classical and Dynamic Shift-Share Cost Analysis for the Construction Sector in the European Union. (2020). Mach, Lukasz ; Dabrowski, Ireneusz ; Mikolajczyk, Lukasz ; Kuswik, Arkadiusz. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:760-775.

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2020Robots and reshoring: Evidence from Mexican labor markets. (2020). Faber, Marius. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620300994.

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2020The superstar and the followers: Intra-firm product complementarity in international trade. (2020). Arnarson, Björn. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:277-304.

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2020Persistent effects of initial labor market conditions: The case of Chinas tariff liberalization after WTO accession. (2020). Huang, Wei ; Dai, MI ; Zhang, Yifan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:566-581.

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2020Automating labor: evidence from firm-level patent data. (2020). Zanella, Carlo ; Hemous, David ; Olsen, Morten ; Dechezlepretre, Antoine. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1679.pdf.

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2020Automating labor: evidence from firm-level patent data. (2020). Zanella, Carlo ; Olsen, Morten ; Hemous, David ; Dechezlepretre, Antoine. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108420.

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2020Rush hours and urbanization. (2020). Wickerath, Jan ; Seidel, Tobias. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:85:y:2020:i:c:s0166046220302659.

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2020Generalized distance to a simplex and a new geometrical method for portfolio optimization. (2020). Fr'ed'eric Butin, . In: Papers. RePEc:arx:papers:2009.08826.

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2020Quantile Regression with Interval Data. (2020). Beresteanu, Arie. In: Working Paper. RePEc:pit:wpaper:6899.

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2020Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

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2020Simple Adaptive Rules Describe Fishing Behaviour Better than Perfect Rationality in the US West Coast Groundfish Fishery. (2020). Carrella, Ernesto ; Merkl, Andreas ; Madsen, Jens Koed ; Drexler, Michael ; Dorsett, Chris ; Bailey, Richard M ; Cabral, Reniel B ; Burgess, Matthew G ; Marshall, Kristin ; Saul, Steven. In: Ecological Economics. RePEc:eee:ecolec:v:169:y:2020:i:c:s0921800918314678.

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2020Generalised geometric Brownian motion: Theory and applications to option pricing. (2020). Stojkoski, Viktor ; Metzler, Ralf ; Kocarev, Ljupco ; Basnarkov, Lasko ; Sandev, Trifce . In: Papers. RePEc:arx:papers:2011.00312.

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2020Public R&D support and firm performance: A multivariate dose-response analysis. (2020). Nilsen, Øivind ; Iancu, Diana-Cristina ; Raknerud, Arvid. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320301451.

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2020Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm. (2020). Schoenmakers, John ; Kaledin, Maxim ; Belomestny, Denis. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1591-1616.

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2020Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637.

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2020Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130.

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2020FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia. In: Papers. RePEc:arx:papers:2011.09607.

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2020Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S. In: IIMA Working Papers. RePEc:iim:iimawp:14629.

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2020Classical Option Pricing and Some Steps Further. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:99918.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2020Measurement of Factor Strenght: Theory and Practice. (2020). Bailey, Natalia ; Kapetanios, George ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8146.

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2020Measurement of Factor Strength: Theory and Practice. (2020). Pesaran, M ; Bailey, Natalia ; Kapetanios, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-7.

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2020Random optimization on random sets. (2020). Lepinette, Emmanuel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00686-6.

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2020Market structure dynamics during COVID-19 outbreak. (2020). Aste, Tomaso ; Phelan, Carolyn E ; Procacci, Pier Francesco. In: Papers. RePEc:arx:papers:2003.10922.

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2020Stress testing and systemic risk measures using multivariate conditional probability. (2020). Aste, Tomaso. In: Papers. RePEc:arx:papers:2004.06420.

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2020Image Processing Tools for Financial Time Series Classification. (2020). Barucca, Paolo ; Fernandez-Reyes, Delmiro ; Du, Bairui. In: Papers. RePEc:arx:papers:2008.06042.

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2020Understanding the dual formulation for the hedging of path-dependent options with price impact. (2019). Tan, Xiaolu ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1912.03946.

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2020A Variational Analysis Approach to Solving the Merton Problem. (2020). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:2003.08450.

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2020Agri-Food Markets in Qatar: Drivers, Trends, and Policy Responses. (2020). Al-Maadeed, Mohammed ; el Bilali, Hamid ; ben Hassen, Tarek . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3643-:d:352892.

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2020Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach. (2020). Kapar, Burcu ; Buigut, Steven. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304921.

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2020A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics. (2020). Lederer, Johannes ; Klose, Sophie-Charlotte. In: Papers. RePEc:arx:papers:2006.12296.

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2020Supervised learning for the prediction of firm dynamics. (2020). Riccaboni, Massimo ; Niederreiter, Jan ; Bargagli-Stoffi, Falco J. In: Papers. RePEc:arx:papers:2009.06413.

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2020Which Model for Poverty Predictions?. (2020). Verme, Paolo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:468.

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2020Does the estimation of the propensity score by machine learning improve matching estimation? : The case of Germanys programmes for long term unemployed. (2005). Moczall, Andreas ; Wolff, Joachim ; Lechner, Michael ; Goller, Daniel. In: IAB Discussion Paper. RePEc:iab:iabdpa:202005.

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2020Which Model for Poverty Predictions?. (2020). Verme, Paolo. In: Working Papers. RePEc:inq:inqwps:ecineq2020-521.

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2020Long-Term Health Insurance: Theory Meets Evidence. (2020). Ziebarth, Nicolas ; Fang, Hanming ; Karlsson, Martin ; Atal, Juan Pablo. In: NBER Working Papers. RePEc:nbr:nberwo:26870.

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2020Long-Term Health Insurance: Theory Meets Evidence. (2020). Ziebarth, Nicolas ; Karlsson, Martin ; Fang, Hanming ; Atal, Juan Pablo. In: PIER Working Paper Archive. RePEc:pen:papers:20-009.

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2020Good identification, meet good data. (2020). Zinman, Jonathan ; Udry, Christopher ; Karlan, Dean ; Dillon, Andrew. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304450.

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2020Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment. (2020). Tang, Liyang. In: Papers. RePEc:arx:papers:2005.08735.

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2020Bottom incomes and the measurement of poverty and inequality. (2020). Verme, Paolo ; Hlasny, Vladimir ; Ceriani, Lidia. In: GLO Discussion Paper Series. RePEc:zbw:glodps:519.

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2020Indicators of Economic Crises: A Data-Driven Clustering Approach. (2020). Araujo, Tanya ; Gobel, Maximilian. In: Working Papers REM. RePEc:ise:remwps:wp01282020.

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2020Bottom incomes and the measurement of poverty and inequality. (2020). Verme, Paolo ; Hlasny, Vladimir ; Ceriani, Lidia. In: Working Papers. RePEc:inq:inqwps:ecineq2020-535.

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2020Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472.

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2020Bottom Incomes and the Measurement of Poverty and Inequality. (2020). Verme, Paolo ; Hlasny, Vladimir ; Ceriani, Lidia. In: LIS Working papers. RePEc:lis:liswps:792.

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2020What Can Economics Say About Alzheimers Disease?. (2020). Coile, Courtney ; Chandra, Amitabh ; Mommaerts, Corina. In: NBER Working Papers. RePEc:nbr:nberwo:27760.

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2020LASSO DEA for small and big data. (2020). Zelenyuk, Valentin ; Tsionas, Mike ; Chen, YA. In: CEPA Working Papers Series. RePEc:qld:uqcepa:152.

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2020What Is at Stake without High-Stakes Exams? Students Evaluation and Admission to College at the Time of COVID-19. (2020). Loviglio, Annalisa ; Calsamiglia, Caterina ; Arenas, Andreu. In: IZA Discussion Papers. RePEc:iza:izadps:dp13838.

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2020Using Machine Learning to Create an Early Warning System for Welfare Recipients. (2020). Sansone, Dario ; Zhu, Anna. In: Papers. RePEc:arx:papers:2011.12057.

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2020Simple Rules for a Complex World with Arti?cial Intelligence. (2020). Fernandez-Villaverde, Jesus. In: PIER Working Paper Archive. RePEc:pen:papers:20-010.

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2020Benchmarking machine-learning software and hardware for quantitative economics. (2020). Duarte, Victor ; Montecinos, Alexis ; Fonseca, Julia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301939.

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2020Measuring the Regional Economic Cost of Brexit: Evidence up to 2019. (2020). Wang, Shizhuo ; Fetzer, Thiemo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:486.

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2020Local economies amidst the COVID-19 crisis in Italy: a tale of diverging trajectories. (2020). Cerqua, Augusto ; Letta, Marco. In: MPRA Paper. RePEc:pra:mprapa:104404.

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2020Inefficiencies in Digital Advertising Markets. (2019). Gordon, Brett ; Wilbur, Kenneth C ; Shin, Jiwoong ; Narayanan, Sridhar ; Katona, Zsolt ; Jerath, Kinshuk . In: Papers. RePEc:arx:papers:1912.09012.

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2020Comparison Lift: Bandit-Based Experimentation System for Online Advertising. (2020). Lin, Xiliang ; Geng, Tong ; Fan, Shurui ; Xiang, Bin ; Hao, Jun ; Nair, Harikesh S. In: Research Papers. RePEc:ecl:stabus:3904.

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2020GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading. (2020). Khushi, Matloob ; Zhang, Zezheng. In: Papers. RePEc:arx:papers:2008.09471.

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2020Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600.

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2020Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity. (2020). Sarkissian, Jack. In: Papers. RePEc:arx:papers:2002.04212.

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2020Quantum coupled-wave theory of price formation in financial markets: Price measurement, dynamics and ergodicity. (2020). Sarkissian, Jack. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120300911.

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2020Structural Regularization. (2020). Zheng, Zhesheng ; Mao, Jiaming. In: Papers. RePEc:arx:papers:2004.12601.

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2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

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2020Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Effects of the fat-tail distribution on the relationship between prospect theory value and expected return. (2020). Park, Jong Won ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300075.

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2020Application of Deep Neural Networks to assess corporate Credit Rating. (2020). Florescu, Ionut ; Wang, Dan ; Golbayani, Parisa. In: Papers. RePEc:arx:papers:2003.02334.

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2020A BSDE-based approach for the optimal reinsurance problem under partial information. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1910.05999.

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2020Optimal reinsurance and investment in a diffusion model. (2020). Schmidli, Hanspeter ; Brachetta, Matteo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00265-8.

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2020A BSDE-based approach for the optimal reinsurance problem under partial information. (2020). Ceci, C ; Brachetta, M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:1-16.

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2020DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency. (2020). Werner, Sam M ; Gudgeon, Lewis ; Knottenbelt, William J ; Perez, Daniel . In: Papers. RePEc:arx:papers:2006.13922.

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2020Hybrid quantum-classical optimization for financial index tracking. (2020). Jos, Juan ; Porras, Diego ; Fern, Samuel. In: Papers. RePEc:arx:papers:2008.12050.

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2020On the structure of the world economy: An absorbing Markov chain approach. (2020). Kocarev, Ljupco ; Stojkoski, Viktor ; Kostoska, Olivera. In: Papers. RePEc:arx:papers:2003.05204.

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2020Why is productivity slowing down?. (2020). Lafond, François ; Winkler, Julian ; Koutroumpis, Pantelis ; Goldin, Ian. In: MPRA Paper. RePEc:pra:mprapa:99172.

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2020Generalizable and Robust TV Advertising Effects. (2020). Tuchman, Anna ; Hitsch, Gunter J ; Shapiro, Bradley. In: NBER Working Papers. RePEc:nbr:nberwo:27684.

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2020Generalizable and Robust TV Advertising Effects. (2020). Hitsch, Gnter J ; Shapiro, Bradley ; Tuchman, Anna. In: Working Papers. RePEc:bfi:wpaper:2020-111.

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2020The Value of Insider Information for Super--Replication with Quadratic Transaction Costs. (2019). Zouari, Jonathan ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1910.09855.

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2020Quantile regression in big data: A divide and conquer based strategy. (2020). Zhou, Yong ; Chen, Lanjue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302476.

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2020On the relation between transversal and longitudinal scaling in cities. (2020). Baronchelli, Andrea ; Neto, Camilo Rodrigues ; Netto, Vinicius M ; Meirelles, Joao ; Ribeiro, Fabiano L. In: PLOS ONE. RePEc:plo:pone00:0233003.

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2020Limits of random walks with distributionally robust transition probabilities. (2020). Eckstein, Stephan ; Bartl, Daniel ; Kupper, Michael. In: Papers. RePEc:arx:papers:2007.08815.

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2020Using Machine Learning and Alternative Data to Predict Movements in Market Risk. (2020). Schoutens, Wim ; Davis, Jesse ; Dierckx, Thomas. In: Papers. RePEc:arx:papers:2009.07947.

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2020New Market Model with Social and Commercial Tiers for Improved Prosumer Trading in Microgrids. (2020). Istrate, Dumitru-Marcel ; Gavrilas, Mihai ; Grigoras, Gheorghe ; Ivanov, Ovidiu ; Neagu, Bogdan-Constantin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7265-:d:409056.

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2020Electricity prices and tariffs to keep everyone happy: a framework for compatible fixed and nodal structures to increase efficiency. (2020). Morstyn, Thomas ; Savelli, Iacopo. In: Papers. RePEc:arx:papers:2001.04283.

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2020Toward Zero-Emission Hybrid AC/DC Power Systems with Renewable Energy Sources and Storages: A Case Study from Lake Baikal Region. (2020). Panasetsky, Daniil ; Karamov, Dmitriy ; Sidorov, Denis ; Muftahov, Ildar ; Zhukov, Aleksei ; Dreglea, Aliona ; Li, Yong ; Liu, Fang ; Tomin, Nikita . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1226-:d:329481.

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2020Multi-agent based multi objective renewable energy management for diversified community power consumers. (2020). Xiong, Linyun ; Wang, Jie ; Li, Penghan. In: Applied Energy. RePEc:eee:appene:v:259:y:2020:i:c:s0306261919318276.

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2020Battery energy storage sizing optimisation for different ownership structures in a peer-to-peer energy sharing community. (2020). Zhu, Bing ; Xia, Xiaohua ; Ye, Xianming ; Rodrigues, Daniel L. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300106.

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2020Prosumer Flexibility: A Comprehensive State-of-the-Art Review and Scientometric Analysis. (2020). , Joo ; Castro, Rui ; Javadi, Mohammed ; Santos, Sergio F ; Gough, Matthew. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2710-:d:364255.

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2020A Stackelberg Game-Based Approach for Transactive Energy Management in Smart Distribution Networks. (2020). Contreras, Javier ; Muoz-Delgado, Gregorio ; Abapour, Mehdi ; Zare, Kazem ; Haghifam, Sara. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3621-:d:384336.

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2020Day-ahead energy market as adjustable robust optimization: Spatio-temporal pricing of dispatchable generators, storage batteries, and uncertain renewable resources. (2020). Koike, Masakazu ; Ishizaki, Takayuki ; Imura, Jun-ichi ; Ueda, Yuzuru ; Yamaguchi, Nobuyuki. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302528.

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2020A comparison study on trading behavior and profit distribution in local energy transaction games. (2020). Amasyali, Kadir ; Dong, Jin ; Hu, Mengqi ; Kou, Xiao ; Park, Byungkwon ; Chen, Yang ; Olama, Mohammed. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920313982.

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2020Empirical Finance. (2020). Hamori, Shigeyuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:6-:d:304449.

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2020Heterogeneous Coefficients, Control Variables, and Identification of Treatment Effects. (2020). Stouli, Sami ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2009.02314.

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2020Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights. (2020). Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp13283.

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2020Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights. (2020). Słoczyński, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8331.

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2020Geometric ergodicity of affine processes on cones. (2020). Vestweber, Johanna ; Stelzer, Robert ; Mayerhofer, Eberhard. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:7:p:4141-4173.

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2020Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility. (2020). Callaway, Brantly ; Huang, Weige. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:808-842.

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2020On Optimal Transparency in Signaling. (2019). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:1902.00976.

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2020Mechanism Design with Limited Commitment. (2019). Skreta, Vasiliki ; Doval, Laura. In: Papers. RePEc:arx:papers:1811.03579.

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2020The Effectiveness of the Single Mandate of the ECB and the Dual of the Fed. (2020). Petsas, Iordanis ; Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:4:f:10_4_11.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Exogenous oil supply shocks in OPEC and non-OPEC countries. (2020). Güntner, Jochen ; Henssler, Johannes ; Guntner, Jochen. In: Economics working papers. RePEc:jku:econwp:2020-02.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors. (2020). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:88270.

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2020Criticality assessment of abiotic resource use for Europe– application of the SCARCE method. (2020). Finkbeiner, Matthias ; Bach, Vanessa ; Muhl, Marco ; Arendt, Rosalie. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309456.

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2020On the emergence of ecological and economic niches. (2020). Gatti, Roberto Cazzolla ; Ulanowicz, Robert E ; Hordijk, Wim ; Kauffman, Stuart ; Fath, Brian D ; Koppl, Roger. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:22:y:2020:i:2:d:10.1007_s10818-020-09295-4.

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2020The overnight return puzzle and the “T+1” trading rule in Chinese stock markets. (2020). Dam, Lammertjan ; Qiao, Kenan. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300033.

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2020Identification of Random Coefficient Latent Utility Models. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2003.00276.

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2020Forecasting stock prices with long-short term memory neural network based on attention mechanism. (2020). Zhou, Changjun ; Wang, Bin ; Qiu, Jiayu. In: PLOS ONE. RePEc:plo:pone00:0227222.

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2020Agricultural Trade Costs. (2020). Beghin, John ; Schweizer, Heidi. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:20-wp608.

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2020Agricultural Trade Costs. (2020). Beghin, John ; Schweizer, Heidi. In: Staff Papers. RePEc:ags:nbaesp:304761.

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2020Trade Effects of SPS Measures in Regional Trade Agreements. (2020). Santeramo, Fabio. In: Commissioned Papers. RePEc:ags:iatrcp:304053.

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2020US agricultural exports and labor market adjustments. (2020). He, Xi. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:4:p:609-621.

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2020A Sustainable Niche Market: How Does Honey Behave?. (2020). Brun, Filippo ; Mancuso, Teresina ; Blanc, Simone ; Pippinato, Liam. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10678-:d:465758.

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2020On the relevance of the Region-Of-Origin in consumers studies. (2020). Santeramo, Fabio ; Seccia, Antonio ; de Devitiis, Biagia ; Dedevitiis, Biagia ; Carlucci, Domenico ; Lamonaca, Emilia ; Nardone, Gianluca ; Viscecchia, Rosaria. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:308839.

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2020Objective risk and subjective risk: The role of information in food supply chains. (2020). Santeramo, Fabio ; Lamonaca, Emilia. In: MPRA Paper. RePEc:pra:mprapa:104515.

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2020Pricing with Variance Gamma Information. (2020). , Leandro ; Hughston, Lane P. In: Papers. RePEc:arx:papers:2003.07967.

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2020Pricing with Variance Gamma Information. (2020). Sanchez-Betancourt, Leandro ; Hughston, Lane P. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:105-:d:425852.

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2020Deep Deterministic Portfolio Optimization. (2020). de Lataillade, Joachim ; Emmanuel, ; Schmidt, Christian ; Hardiman, Stephen ; Chaouki, Ayman. In: Papers. RePEc:arx:papers:2003.06497.

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2020Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034.

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2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple. (2020). Corbet, Shaen ; Gurdgiev, Constantin ; Celeste, Valerio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:310-324.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2020DETERMINANTS OF G7 AND CHINESE STOCK MARKET RETURNS DURING COVID-19 OUTBREAK. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Business Excellence and Management. RePEc:rom:bemann:v:10:y:2020:i:5:p:256-266.

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2020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Fernandez Bariviera, Aurelio ; Laborda, Alex Perez ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417679.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260.

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2020Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

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2020Intra-City Inequalities, Neighborhoods and Economic Development. (2020). Vakulabharanam, Vamsi ; Motiram, Sripad. In: Working Papers. RePEc:mab:wpaper:2020-01.

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2020Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036.

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2020The impact of renewables on electricity prices in Germany - An update for the years 2014–2018. (2020). Dillig, Marius ; Kolb, Sebastian ; Karl, Jurgen ; Plankenbuhler, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120305955.

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2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

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2020Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Seow, Hsin-Vonn ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x.

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2020A graphical approach to carbon-efficient spot market scheduling for Power-to-X applications. (2020). Andresen, Gorm Bruun ; Tranberg, BO ; Bokde, Neeraj. In: Papers. RePEc:arx:papers:2009.03160.

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2020Development of a Decision-Making Framework for Distributed Energy Systems in a German District. (2020). Agert, Carsten ; Hanke, Benedikt ; Wehkamp, Steffen ; Klement, Peter ; Schonfeldt, Patrik ; Schmeling, Lucas. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:552-:d:312380.

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2020Flow Allocation in Meshed AC-DC Electricity Grids. (2020). Stocker, Horst ; Schlott, Markus ; Hofmann, Fabian ; Kies, Alexander. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1233-:d:329508.

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2020Cost-Effectiveness of Carbon Emission Abatement Strategies for a Local Multi-Energy System—A Case Study of Chalmers University of Technology Campus. (2020). Agathokleous, Christos ; Tuan, Le Anh ; Norwood, Zack ; Steen, David ; Alavijeh, Nima Mirzaei. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1626-:d:340250.

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2020District Energy Systems: Challenges and New Tools for Planning and Evaluation. (2020). Windmeier, Kai-Lukas ; Roelcke, Fabian ; Vorspel, Lena ; Schmeling, Lucas ; Wehkamp, Steffen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2967-:d:369389.

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2020Scalable Life-Cycle Inventory for Heavy-Duty Vehicle Production. (2020). Lienkamp, Markus ; Kalt, Svenja ; Alvarez, Sergio ; Gordon, Karim ; Seidenfus, Moritz ; Wolff, Sebastian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:13:p:5396-:d:380131.

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2020Comparing empirical and model-based approaches for calculating dynamic grid emission factors: An application to CO2-minimizing storage dispatch in Germany. (2020). McKenna, Russell ; Finck, Rafael ; Braeuer, Fritz. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:44.

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2020Review and Meta-Analysis of EVs: Embodied Emissions and Environmental Breakeven. (2020). Heinonen, Jukka ; Arnadottir, Arora ; Dillman, Kevin Joseph ; Davisdottir, Brynhildur ; Czepkiewicz, Micha. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9390-:d:443450.

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2020Where did the time (series) go? Estimation of marginal emission factors with autoregressive components. (2020). Giulietti, Monica ; Beltrami, Filippo ; Wilson, Grant ; Rowley, Paul ; Grossi, Luigi ; Burlinson, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302450.

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2020Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities. (2020). Mariani, Francesca ; Fatone, Lorella. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00277-y.

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2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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2020Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2020). Shahbaz, Muhammad ; Mahalik, Mantu Kumar ; Khraief, Naceur ; Bhattacharya, Mita. In: MPRA Paper. RePEc:pra:mprapa:103526.

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2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:1907.02436.

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2020Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2020). Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052020.

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2020A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction. (2020). Wen, Liu ; Ni, Jian ; Hu, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304696.

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2020Doubts about the Model and Optimal Policy. (2020). Karantounias, Anastasios. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:88478.

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2020Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2020Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2020Dynamics between blockchain adoption determinants and supply chain performance: An empirical investigation. (2020). Trinchera, Laura ; Queiroz, Maciel M ; Wamba, Samuel Fosso. In: International Journal of Production Economics. RePEc:eee:proeco:v:229:y:2020:i:c:s0925527320301687.

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2020Blockchain technology in supply chain operations: Applications, challenges and research opportunities. (2020). Choi, Tsan-Ming ; Dutta, Pankaj ; Butala, Richa ; Somani, Surabhi. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:142:y:2020:i:c:s1366554520307183.

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2020Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30. (2020). Slater, David M ; McMahon, Matthew T ; Matthew, ; Tivnan, Brendan F ; Gray, Tyler J ; Ring, John H ; van Oort, Colin M ; Dewhurst, David Rushing ; Danforth, Christopher M ; Veneman, Jason G. In: PLOS ONE. RePEc:plo:pone00:0226968.

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2020Efficient Policy Learning from Surrogate-Loss Classification Reductions. (2020). Kallus, Nathan ; Bennett, Andrew . In: Papers. RePEc:arx:papers:2002.05153.

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2020Financial accumulation implies ever-increasing wealth inequality. (2020). Biondi, Yuri ; Olla, Stefano. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-020-00281-7.

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2020Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models. (2020). Yao, Jing ; Shushi, Tomer. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:178-186.

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2020Uniform inference for bounds on the distribution and quantile functions of treatment effects in randomized experiments. (2019). Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:1911.10215.

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2020Testing for Time Stochastic Dominance. (2020). Linton, O ; Lee, K ; Whang, Y-J., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20121.

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2020Effects of strategy-updating cost on evolutionary spatial prisoner’s dilemma game. (2020). Rong, Zhihai ; Jia, Chun-Xiao ; Liu, Run-Ran. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304069.

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2020Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419.

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2020Evidence of Crowding on Russell 3000 Reconstitution Events. (2020). Neuman, Eyal ; Micheli, Alessandro. In: Papers. RePEc:arx:papers:2006.07456.

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2020The Heterogeneous Impacts of R&D on Innovation in Services Sector: A Firm-Level Study of Developing ASEAN. (2020). Islam, Mohammad Shahidul ; Zhang, Jianhua. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1643-:d:323869.

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2020Impacts of Social and Economic Factors on the Transmission of Coronavirus Disease 2019 (COVID-19) in China. (2020). Shi, Wei ; Chen, XI ; Qiu, Yun. In: GLO Discussion Paper Series. RePEc:zbw:glodps:494pre.

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2020Impacts of Social and Economic Factors on the Transmission of Coronavirus Disease 2019 (COVID-19) in China. (2020). Chen, Xi ; Shi, Wei ; Qiu, Yun. In: IZA Discussion Papers. RePEc:iza:izadps:dp13165.

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2020Impacts of social and economic factors on the transmission of coronavirus disease 2019 (COVID-19) in China. (2020). Chen, Xi ; Shi, Wei ; Qiu, Yun. In: Journal of Population Economics. RePEc:spr:jopoec:v:33:y:2020:i:4:d:10.1007_s00148-020-00778-2.

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2020Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application. (2019). Lindensjo, Kristoffer ; Christensen, Soren. In: Papers. RePEc:arx:papers:1909.11921.

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2020A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data. (2020). Munigala, Vitobha ; Godbole, Shantanu ; Marvaniya, Smit ; Jain, Ayush . In: Papers. RePEc:arx:papers:2009.04171.

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2020Forecasting directional movements of stock prices for intraday trading using LSTM and random forests. (2020). Sahoo, Jajati Keshari ; Neufeld, Ariel ; Ghosh, Pushpendu. In: Papers. RePEc:arx:papers:2004.10178.

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2020A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2020). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:23-:d:315709.

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2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Essomba, Rose Bandolo ; Berinyuy, James Njong. In: Post-Print. RePEc:hal:journl:hal-02921304.

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2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Berinyuy, James Njong ; Essomba, Rose Bandolo ; Kamdem, Jules Sadefo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306111.

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2020Lead–lag relationships in foreign exchange markets. (2020). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316887.

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2020Synthetic Control Group Methods in the Presence of Interference: The Direct and Spillover Effects of Light Rail on Neighborhood Retail Activity. (2020). Oner, Ozge ; Mattei, Alessandra ; Mariani, Marco ; Lattarulo, Patrizia ; Grossi, Giulio. In: Papers. RePEc:arx:papers:2004.05027.

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2020The Economic Impact of Migrants from Hurricane Maria. (2020). Wiltshire, Justin ; Peri, Giovanni ; Rury, Derek. In: NBER Working Papers. RePEc:nbr:nberwo:27718.

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2020The Economic Costs of Hybrid Wars: The Case of Ukraine. (2020). Valente, Marica ; Bluszcz, Julia. In: EconStor Open Access Articles. RePEc:zbw:espost:224913.

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2020Wounds that time can’t heal: Life satisfaction and exposure to traumatic events. (2020). Zarri, Luca ; Bucciol, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:76:y:2020:i:c:s0167487019302089.

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2020The Economics of Happiness. (2020). Nikolova, Milena ; Graham, Carol. In: GLO Discussion Paper Series. RePEc:zbw:glodps:640.

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2020Do job creation schemes improve the social integration and well-being of the long-term unemployed?. (2020). Pohlan, Laura ; Ivanov, Boris ; Pfeiffer, Friedhelm. In: Labour Economics. RePEc:eee:labeco:v:64:y:2020:i:c:s0927537120300415.

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2020Happier with Vocational Education?. (2020). brunello, giorgio. In: IZA Discussion Papers. RePEc:iza:izadps:dp13739.

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2020Happy times: identification from ordered response data. (2020). Netzer, Nick ; Liu, Shuo. In: ECON - Working Papers. RePEc:zur:econwp:371.

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2020The effect of immigration on natives’ well-being in the European Union. (2020). O'Connor, Kelsey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:257-274.

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2020Interdependence of sectors of economic activities for world countries from the reduced Google matrix analysis of WTO data. (2020). Lages, Jose ; Coquide, Celestin ; Shepelyansky, Dima L. In: Post-Print. RePEc:hal:journl:hal-02132487.

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2020Zoning map for drought prediction using integrated machine learning models with a nomadic people optimization algorithm. (2020). El-Shafie, Ahmed ; Ahmed, Ali Najah ; Mosavi, Amir ; Kisi, Ozgur ; Ehteram, Mohammad ; Panahi, Fatemeh ; Mohamadi, Sedigheh ; Al-Ansari, Nadhir. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:104:y:2020:i:1:d:10.1007_s11069-020-04180-9.

Full description at Econpapers || Download Climate Change and the Distribution of Agricultural Output. (2020). Garred, Jason ; Pessoa, Joo Paulo ; Forge, Fabien ; Costa, Francisco. In: Working Papers. RePEc:ott:wpaper:2003e.

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2020Are small farms really more productive than large farms?. (2020). Restuccia, Diego ; Rud, Juan Pablo ; Aragon, Fernando. In: Working Papers. RePEc:tor:tecipa:tecipa-675.

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2020Binned scatterplots: A simple tool to make research easier and better. (2020). Goldfarb, Brent ; Starr, Evan. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2261-2274.

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2020Energy- and Environment-Biased Technological Progress Induced by Different Types of Environmental Regulations in China. (2020). Du, Juntao ; Zhang, Teng ; Xia, Ming ; Zhou, Xiaoxiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7486-:d:412184.

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2020Labour Market Institutions, Technology and Rent Sharing. (2020). Perugini, Cristiano ; Fukao, Kyoji ; Pompei, Fabrizio . In: IZA Discussion Papers. RePEc:iza:izadps:dp13155.

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2020Bank credit and short-run economic growth: a dynamic threshold panel model for ASEAN countries.. (2020). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-48.

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2020Bank credit and short-run economic growth: a dynamic threshold panel model for ASEAN countries. (2020). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers. RePEc:hal:wpaper:hal-03008069.

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2020Taxation and capital formation: Non-linear effects and asymmetry between developing and developed countries. (2020). Nguyen, Canh ; Dinhthanh, SU ; Canh, Nguyen Phuc. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300219.

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2020Government spending and economic growth in ECOWAS: An asymmetric analysis. (2020). Eluwole, Oluwatosin O ; Olaoye, Olumide O ; Afolabi, Olugbenga O ; Ayesha, Aziz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s170349492030027x.

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2020UNCERTAINTY AND ECONOMIC PERFORMANCE IN THE WEST AFRICAN MONETARY ZONE (WAMZ): A FIXED EFFECT PANEL THRESHOLD APPROACH. (2020). Abubakari, Hissan ; Egbuna, Ngozi E ; Adams, Kormay ; Sambolah, Eric L ; Mohammed, Dauda ; John-Sowe, Maimuna. In: Working Papers. RePEc:wam:wpaper:19.

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2020Effectively training neural networks for stock index prediction: Predicting the S&P 500 index without using its index data. (2020). Lee, Jinho ; Kang, Jaewoo. In: PLOS ONE. RePEc:plo:pone00:0230635.

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2020A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. (2020). Bouveret, Geraldine ; Picarelli, Athena. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:186:y:2020:i:3:d:10.1007_s10957-020-01724-8.

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2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

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2020Bilingualism and regional entrepreneurship. (2020). Eichler, Georg ; Belitski, Maksim ; Audretsch, David B. In: The Annals of Regional Science. RePEc:spr:anresc:v:65:y:2020:i:3:d:10.1007_s00168-020-01004-3.

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2020The Nexus between Entrepreneurship and Economic Growth: A Comparative Analysis on Groups of Countries. (2020). ROMAN, Angela ; Rusu, Valentina Diana ; Stoica, Ovidiu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1186-:d:317512.

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2020Patent Quality: Towards a Systematic Framework for Analysis and Measurement. (2020). Jaffe, Adam ; Higham, Kyle ; de Rassenfosse, Gaétan. In: NBER Working Papers. RePEc:nbr:nberwo:27598.

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2020Knowledge Diffusion and Morality: Why do we Freely Share Valuable Information with Strangers?. (2020). Thurm, Boris ; Ayoubi, Charles. In: OSF Preprints. RePEc:osf:osfxxx:78mua.

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2020ICT, Collaboration, and Science-Based Innovation: Evidence from BITNET. (2020). Nagler, Markus ; Wernsdorf, Kathrin ; Watzinger, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8646.

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2020Reliance on science: Worldwide front‐page patent citations to scientific articles. (2020). Fuegi, Aaron ; Marx, Matt. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:9:p:1572-1594.

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2020Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive. (2020). Dagpunar, John. In: Papers. RePEc:arx:papers:2005.00715.

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2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

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2020Expected utility approximation and portfolio optimisation. (2020). Sun, Chaofan ; Fahrenwaldt, Matthias A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:301-314.

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2020Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026.

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2020A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics. (2020). Steinicke, Alexander ; Kremsner, Stefan ; Szolgyenyi, Michaela. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:136-:d:459366.

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2020A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226.

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2020Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x.

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2020Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient. (2020). Arrouy, Pierre-Edouard ; Herv'e Andres, ; Mehalla, Sophian ; Boumezoued, Alexandre ; Bonnefoy, Paul. In: Papers. RePEc:arx:papers:2006.13521.

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2020On Calibration Neural Networks for extracting implied information from American options. (2020). Oosterlee, Cornelis W ; Borovykh, Anastasia ; 'Alvaro Leitao, ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2001.11786.

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2020Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient. (2020). Arrouy, Pierre-Edouard ; Andres, Herve ; Mehalla, Sophian ; Boumezoued, Alexandre ; Bonnefoy, Paul. In: Working Papers. RePEc:hal:wpaper:hal-02875623.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2020Have greenhouse gas emissions from US energy production peaked? State level evidence from six subsectors. (2020). Cary, Michael. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:40:y:2020:i:1:d:10.1007_s10669-019-09754-y.

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2020A data-driven optimization of large-scale dry port location using the hybrid approach of data mining and complex network theory. (2020). He, Yong ; Meng, Meng ; Zhou, LI ; Zhang, Jie ; van Nguyen, Truong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:134:y:2020:i:c:s1366554519312190.

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2020Uniqueness of DP-Nash Subgraphs and D-sets in Capacitated Graphs of Netflix Games. (2020). Yeo, Anders ; Neary, Philip R ; Gutin, Gregory . In: Papers. RePEc:arx:papers:2003.07106.

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2020Exploring E-Commerce Big Data and Customer-Perceived Value: An Empirical Study on Chinese Online Customers. (2020). Wang, Shanshan ; Liu, Chunting ; Jia, Guozhu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8649-:d:431036.

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2020Nudging businesses to pay their taxes: Does timing matter?. (2020). Sinning, Mathias ; Gillitzer, Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:284-300.

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2020Present-bias, procrastination and deadlines in a field experiment. (2020). Hyndman, Kyle ; Bisin, Alberto. In: Games and Economic Behavior. RePEc:eee:gamebe:v:119:y:2020:i:c:p:339-357.

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2020Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. (2020). Kolliopoulos, Nikolaos ; Hambly, Ben. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00422-7.

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2020QuantNet: Transferring Learning Across Systematic Trading Strategies. (2020). Treleaven, Philip ; Firoozye, Nick ; Blumberg, Stefano B ; Flennerhag, Sebastian ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:2004.03445.

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2020On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance. (2020). Tse, Alan Ching-Biu ; Au, Alan ; Arraut, Ivan. In: Papers. RePEc:arx:papers:2004.11270.

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2020Spontaneous symmetry breaking in Quantum Finance. (2020). Au, Alan ; Arraut, Ivan ; Tse, Alan Ching-Biu. In: Papers. RePEc:arx:papers:2011.05278.

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2020Empirical strategy-proofness. (2019). Velez, Rodrigo ; Brown, Alexander. In: Papers. RePEc:arx:papers:1907.12408.

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2020Identifying significant edges via neighborhood information. (2020). Zhou, Tao ; Yu, Yong ; Li, Tong ; Wang, Jian ; Zhao, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119321533.

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2020Synthetic Interventions. (2020). Shen, Dennis ; Shah, Devavrat ; Cosson, Romain ; Alomar, Abdullah ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2006.07691.

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2020Forecasting value at risk with intra-day return curves. (2020). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1023-1038.

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2020Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2020Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Berisha, Edmond. In: Working Papers. RePEc:pre:wpaper:202054.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

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2020Reduced value of time for autonomous vehicle users: Myth or reality?. (2020). Axhausen, Kay ; Waller, Travis ; Rashidi, Taha Hossein. In: Transport Policy. RePEc:eee:trapol:v:95:y:2020:i:c:p:30-36.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2020Temptation and forward-guidance. (2020). Airaudo, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118303569.

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2020Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution. (2020). Cantore, Cristiano ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2095.

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2020A convenient truth: The convenience yield, low interest rates and implications for fiscal policy. (2020). Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:700.

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2020Discussing Secular Stagnation: A case for freeing good ideas from theoretical constraints?. (2020). Di Bucchianico, Stefano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:288-297.

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2020Knowledge management and entrepreneurship. (2020). Audretsch, David B ; Lehmann, Erik E ; Caiazza, Rosa ; Belitski, Maksim. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:16:y:2020:i:2:d:10.1007_s11365-020-00648-z.

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2020A Helpful Analysis of the Technological Mix based on HPC and Artificial Intelligence for Maintaining Competitiveness in the Business Environment. (2020). Mazilescu, Vasile. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2020:i:1:p:14-21.

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2020Entrepreneurial uncertainty during the Covid-19 crisis: Mapping the temporal dynamics of entrepreneurial finance. (2020). Rocha, Augusto ; Brown, Ross. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:14:y:2020:i:c:s2352673420300305.

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2020Uncovering the affective turmoil during opportunity recognition and exploitation: A nonlinear approach. (2020). Neumeyer, Xaver ; Silva, Ana Juna ; Lopes, Rita Rueff ; Costa, Silvia F ; Caetano, Antonio ; Santos, Susana C. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:14:y:2020:i:c:s2352673420300408.

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2020External enablement of new venture creation: An exploratory, query-driven assessment of Chinas high-speed rail expansion. (2020). Li, Leona Shao-Zhi ; Hunt, Richard A ; Cui, Chuantao ; Chen, Jean Jinghan. In: Journal of Business Venturing. RePEc:eee:jbvent:v:35:y:2020:i:6:s0883902620306546.

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2020Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031.

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2020On the Notions of Equilibria for Time-Inconsistent Stopping Problems in Continuous Time. (2019). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Jingjie. In: Papers. RePEc:arx:papers:1909.01112.

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2020xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT. (2020). Zhang, Dawei ; Wu, Lixin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:23:y:2020:i:01:n:s0219024920500065.

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2020Technological Innovation and Discrimination in Household Finance. (2020). Pence, Karen ; Morse, Adair. In: NBER Working Papers. RePEc:nbr:nberwo:26739.

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2020Technological Innovation and Discrimination in Household Finance. (2020). Pence, Karen M ; Morse, Adair. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-18.

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2020A General Solution Method for Insider Problems. (2020). Lioui, Abraham ; Ekren, Ibrahim ; Cocquemas, Francois. In: Papers. RePEc:arx:papers:2006.09518.

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2020Deep Local Volatility. (2020). Dixon, Matthew ; Cr, St'Ephane ; Chataigner, Marc. In: Papers. RePEc:arx:papers:2007.10462.

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2020Deep Local Volatility. (2020). Dixon, Matthew ; Crepey, Stephane ; Chataigner, Marc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:82-:d:393770.

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2020Regime switching affine processes with applications to finance. (2020). Beek, Misha ; Winands, Erik ; Spreij, Peter ; Mandjes, Michel. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00419-2.

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2020Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:286-304.

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2020Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2020). Yang, Thomas Tao ; Ouyang, FU. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-671.

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2020Asset Allocation via Machine Learning and Applications to Equity Portfolio Management. (2020). Hong, Zhenning ; Yang, Qing ; Zhang, Liangliang ; Ye, Tingting ; Tian, Ruyan. In: Papers. RePEc:arx:papers:2011.00572.

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2020The impacts of the trade liberalization of environmental goods on power system and CO2 emissions. (2020). Tao, Shu ; Meng, Jing ; Liu, Junfeng ; Mercure, Jean-Francois ; Pirie, Jamie ; Pollitt, Hector ; Hu, Xiurong. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421519307591.

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2020Emergence of New Economics Energy Transition Models: A Review. (2020). Jones, Aled ; Monasterolo, Irene ; Anger-Kraavi, Annela ; Hafner, Sarah. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800919307475.

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2020Nonparametric Analysis of Time-Inconsistent Preferences. (2020). Crawford, Ian ; Browning, Martin ; Blow, Laura. In: Discussion Papers. RePEc:kud:kuiedp:2003.

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2020Nonparametric Analysis of Time-Inconsistent Preferences. (2020). Crawford, Ian ; Browning, Martin ; Blow, Laura. In: CEBI working paper series. RePEc:kud:kucebi:2003.

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2020Long-run risk sensitive impulse control. (2019). Stettner, Lukasz ; Pitera, Marcin ; Jelito, Damian. In: Papers. RePEc:arx:papers:1912.02488.

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2020Complexity science approach to economic crime. (2020). Wachs, Johannes ; Kert, J'Anos. In: Papers. RePEc:arx:papers:2008.12364.

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2020Corruption and the Network Structure of Public Contracting Markets across Government Change. (2020). Wachs, Johannes ; Fazekas, Mihaly . In: Politics and Governance. RePEc:cog:poango:v:8:y:2020:i:2:p:153-166.

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2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

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2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

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2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

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2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

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2020Risk functionals with convex level sets. (2020). Wei, Yunran ; Wang, Ruodu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1337-1367.

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2020Determining Secondary Attributes for Credit Evaluation in P2P Lending. (2020). Segalini, Antonio ; Bhuvaneswari, Revathi. In: Papers. RePEc:arx:papers:2006.13921.

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2020The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719.

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2020The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02367200.

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2020Robo-Advising. (2020). Rossi, Alberto G ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8225.

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2020Robo advisory and its potential in addressing the behavioral biases of investors — A qualitative study in Indian context. (2020). Chhateja, Jagriti ; Chandani, Arti ; Bhatia, Ankita . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302394.

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2020A social-media-based approach to assessing the effectiveness of equitable housing policy in mitigating education accessibility induced social inequalities in Shanghai, China. (2020). He, Shenjing ; Hu, Lirong ; Weng, Min ; Xin, Jing ; Su, Shiliang ; Luo, Yun. In: Land Use Policy. RePEc:eee:lauspo:v:94:y:2020:i:c:s0264837719318824.

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2020Housing Search in the Age of Big Data: Smarter Cities or the Same Old Blind Spots?. (2020). Boeing, Geoff ; Kuk, John ; Schachter, Ariela ; Besbris, Max. In: Papers. RePEc:arx:papers:2001.11585.

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2020Rental Housing Spot Markets: How Online Information Exchanges Can Supplement Transacted-Rents Data. (2020). Boeing, Geoff ; Jiao, Junfeng ; Wegmann, Jake. In: Papers. RePEc:arx:papers:2002.01578.

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2020Housing Discrimination and Pollution Exposures in the United States. (2020). Christensen, Peter ; Sarmiento-Barbieri, Ignacio ; Timmins, Christopher. In: NBER Working Papers. RePEc:nbr:nberwo:26805.

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2020Variation in Racial Disparities in Police Use of Force. (2020). Lieberman, Carl. In: Working Papers. RePEc:pri:indrel:639.

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2020Generating Realistic Stock Market Order Streams. (2020). Wellman, Michael ; Sinha, Arunesh ; Lin, Yaoyang ; Wang, Xitong. In: Papers. RePEc:arx:papers:2006.04212.

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2020Trading via Image Classification. (2019). Veloso, Manuela ; Balch, Tucker ; Cohen, Naftali. In: Papers. RePEc:arx:papers:1907.10046.

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2020Visual Forecasting of Time Series with Image-to-Image Regression. (2020). Zeng, Zhen ; Sood, Srijan ; Cohen, Naftali ; Veloso, Manuela ; Balch, Tucker. In: Papers. RePEc:arx:papers:2011.09052.

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2020Strategic Formation and Reliability of Supply Chain Networks. (2019). Vohra, Rakesh ; Amelkin, Victor. In: Papers. RePEc:arx:papers:1909.08021.

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2020Food Supply Chain and Business Model Innovation. (2020). Lakner, Zoltan ; Mosavi, Amirhosein ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2001.03982.

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2020More Than a Nudge? Arguments and Tools for Mandating Green Public Procurement in the EU. (2020). Melon, Lela. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:988-:d:314466.

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2020The Identification of Values in Business Models of Tourism Enterprises in the Context of the Phenomenon of Overtourism. (2020). Szromek, Adam R ; Kruczek, Zygmunt. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1457-:d:321140.

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2020Sustainability Transition in Industry 4.0 and Smart Manufacturing with the Triple-Layered Business Model Canvas. (2020). Medina-Salgado, Maria Sonia ; Garcia-Muia, Fernando E ; Cucchi, Marco ; Ferrari, Anna Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2364-:d:333817.

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2020Earthquake Prediction Using Expert Systems: A Systematic Mapping Study. (2020). Tehseen, Rabia ; Abid, Adnan ; Farooq, Muhammad Shoaib. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2420-:d:334485.

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2020What Are the Conflicting Tensions in an Italian Cooperative and How Do Members Manage Them? Business Goals’, Integrated Management, and Reduction of Waste within a Fruit and Vegetables Supply Chain. (2020). Fiore, Mariantonietta ; Conto, Francesco ; Annosi, Maria Carmela ; Pellegrini, Giustina . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:3050-:d:344049.

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2020The Impact of Organizational Culture on Customer Service Effectiveness from a Sustainability Perspective. (2020). Nistor, Rzvan Liviu ; ILIE, Liviu ; Metz, Daniel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6240-:d:393809.

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2020Sustainable Business Models in Hybrids: A Conceptual Framework for Community Pharmacies’ Business Owners. (2020). Vagnoni, Emidia ; Cavicchi, Caterina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8125-:d:422784.

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2020Integrating Intellectual Property and Sustainable Business Models: The SBM-IP Canvas. (2020). Bocken, Nancy ; Vimalnath, Pratheeba ; Hernandez-Chea, Roberto ; Eppinger, Elisabeth ; Tietze, Frank. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8871-:d:434718.

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2020Artificial intelligence and business models in the sustainable development goals perspective: A systematic literature review. (2020). Escobar, Octavio ; di Vaio, Assunta ; Hassan, Rohail ; Palladino, Rosa. In: Journal of Business Research. RePEc:eee:jbrese:v:121:y:2020:i:c:p:283-314.

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2020Business model based on strong sustainability: Insights from an empirical study. (2020). Brozovic, Danilo . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:763-778.

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2020Sustainable Business Models: A Bibliometric Performance Analysis. (2020). Kostrzewski, Mariusz ; Marczewska, Magdalena. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:22:p:6062-:d:447873.

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2020Towards a Taxonomy for Design Options of Social Networking Technologies in Sustainable Business Models. (2020). Teuteberg, Frank ; Jacob, Axel. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:81-:d:467157.

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2020Technological Capabilities, Open Innovation, and Eco-Innovation: Dynamic Capabilities to Increase Corporate Performance of SMEs. (2020). Castillo-Vergara, Mauricio ; Valdez-Juarez, Luis Enrique. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2020:i:1:p:8-:d:472676.

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2020Continuous-time incentives in hierarchies. (2020). Hubert, Emma. In: Papers. RePEc:arx:papers:2007.10758.

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2020Effect of gasoline-like fuel obtained from hard-resin of Yang (Dipterocarpus alatus) on single cylinder gasoline engine performance and exhaust emissions. (2020). Sudajan, Somposh ; Noisuwan, Phakamat ; Senawong, Kritsadang ; Katekaew, Somporn ; Laloon, Kittipong ; Suiuay, Chokchai. In: Renewable Energy. RePEc:eee:renene:v:153:y:2020:i:c:p:634-645.

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2020Continuous‐time mean–variance portfolio selection: A reinforcement learning framework. (2020). Yu, Xun ; Wang, Haoran. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1273-1308.

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2020Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902.

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2020Choosing the Right Return Distribution and the Excess Volatility Puzzle. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.08865.

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2020A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1279.

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2020Sparse network asymptotics for logistic regression. (2020). Graham, Bryan S. In: Papers. RePEc:arx:papers:2010.04703.

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2020Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression. (2020). Niu, Fengshi ; Graham, Bryan S ; Powell, James L. In: Papers. RePEc:arx:papers:2012.08444.

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2020A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers. (2020). Battaglini, Marco ; Peng, Sida ; Patacchini, Eleonora ; Crawford, Forrest W. In: NBER Working Papers. RePEc:nbr:nberwo:27557.

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2020Fourier instantaneous estimators and the Epps effect. (2020). Chang, Patrick. In: Papers. RePEc:arx:papers:2007.03453.

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2020Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model. (2020). Mukherjee, Diganta ; Biswas, Subhojit ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2011.13474.

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2020Mechanism Design with Narratives. (2020). Lang, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8502.

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2020On the effectiveness of the European Central Banks conventional and unconventional policies under uncertainty. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2011.14424.

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2020Adversarial Attacks on Machine Learning Systems for High-Frequency Trading. (2020). Goldstein, Tom ; Patel, Ankit B ; Schwarzschild, Avi ; Goldblum, Micah. In: Papers. RePEc:arx:papers:2002.09565.

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2020Paid parental leave and maternal reemployment: Do part-time subsidies help or harm?. (2020). Zimmert, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2020:02.

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2020Pricing Options Under Rough Volatility with Backward SPDEs. (2020). Yao, Yao ; Qiu, Jinniao ; Bayer, Christian. In: Papers. RePEc:arx:papers:2008.01241.

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2020Robust bioenergy technologies for the German heat transition: A novel approach combining optimization modeling with Sobol’ sensitivity analysis. (2020). Thran, Daniela ; Millinger, Markus ; Jordan, Matthias. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300465.

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2020Nine Measures to Take—Unlocking the Potential for Biomass Heat in the German Industry and the Trade, Commerce, and Service Sector. (2020). Thran, Daniela ; Schmidt-Baum, Torsten. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4614-:d:409224.

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2020Framing and the disposition effect in a scopic regime. (2020). Pelster, M ; Lieu, L M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:175-185.

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2020FinTech credit: a critical review of empirical research. (2020). Branzoli, Nicola ; Supino, Ilaria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_549_20.

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2020Consumer preferences for farm-raised meat, lab-grown meat, and plant-based meat alternatives: Does information or brand matter?. (2020). Van Loo, Ellen ; Lusk, Jayson ; Caputo, Vincenzina. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301354.

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2020What can we learn about mortgage supply from online data?. (2020). Ciocchetta, Federica ; Carella, Agnese ; Signoretti, Federico Maria ; Michelangeli, Valentina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_583_20.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:100164.

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2020The impact of the Employment Equity Act on female inter-industry labour mobility and the gender wage gap in South Africa. (2020). O'Clery, Neave ; Landman, Mattie Susan. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2020-52.

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2020Regional climate policy under deep uncertainty: robust control and distributional concerns. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2009.

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2020Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network. (2020). Vinel, Aleksandr ; Weng, Bin ; Wang, Yijun. In: Papers. RePEc:arx:papers:2010.01197.

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2020Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals. (2020). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:4-34.

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2020Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression. (2020). Rahman, Mohammad Arshad ; Mirghasemi, Soudeh ; Gupta, Arjun. In: Papers. RePEc:arx:papers:2010.02614.

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2020Efficient representation of supply and demand curves on day-ahead electricity markets. (2020). Vargiolu, Tiziano ; Soloviova, Mariia. In: Papers. RePEc:arx:papers:2002.00507.

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2020Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277.

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2020Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables. (2020). Huang, Eric ; Valencia, Esteban ; Li, Menglu ; Kashef, Rasha ; Ibrahim, Ahmed. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:189-:d:401211.

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2020Bayesian Econometrics. (2020). Ravazzolo, Francesco ; Grassi, Stefano ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:257-:d:436904.

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2020Higher-Order Least Squares Inference for Spatial Autoregressions. (2020). Rossi, Francesca ; Robinson, Peter M. In: Working Papers. RePEc:ver:wpaper:04/2020.

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2020Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

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2020Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:124211.

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2020A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020. (2020). Carneiro, Andre Fluminense ; de Melo, Beatriz Vaz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:192-:d:403893.

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2020Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (2020). Jin, Zhuo ; Zhou, Zhou. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:100-108.

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2020The Importance of Low Latency to Order Book Imbalance Trading Strategies. (2020). Balch, Tucker Hybinette ; Hybinette, Maria ; Palaparthi, Sruthi ; Byrd, David. In: Papers. RePEc:arx:papers:2006.08682.

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2020Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary. (2020). Gangl, Selina. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224577.

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2020Hierarchical PCA and Modeling Asset Correlations. (2020). Serur, Juan Andr'Es ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2010.04140.

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2020Peer Effects in Random Consideration Sets. (2019). Kashaev, Nail ; Lazzati, Natalia. In: Papers. RePEc:arx:papers:1904.06742.

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2020Framing, Information, and Welfare. (2020). Martin, Daniel ; Caplin, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:27265.

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2020The Decision-Conflict and Multicriteria Logit. (2020). Gerasimou, Georgios. In: Papers. RePEc:arx:papers:2008.04229.

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2020Non-asymptotic rates for the estimation of risk measures. (2020). Tangpi, Ludovic ; Bartl, Daniel. In: Papers. RePEc:arx:papers:2003.10479.

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2020Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076.

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2020Estimating the mean under strong persistence. (2020). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300069.

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2020Option Pricing: Channels, Target Zones and Sideways Markets. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.14121.

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2020Assortative Information Disclosure. (2020). Wolitzky, Alexander ; Kolotilin, Anton. In: Discussion Papers. RePEc:swe:wpaper:2020-08.

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2020High-frequency dynamics of the implied volatility surface. (2020). Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.10875.

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2020Utilitarianism with and without expected utility. (2020). Thomas, Teruji ; Mikkola, Kalle ; McCarthy, David. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:87:y:2020:i:c:p:77-113.

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2020Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash. (2020). Shirvani, Abootaleb. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:3:p:78-95.

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2020Singular Control of the Drift of a Brownian System. (2020). Satz, Helmut ; Kharzeev, D ; Karsch, Frithjof. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:637.

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2020Adaptiveness of the empirical distribution of residuals in semi- parametric conditional location scale models. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Working Papers. RePEc:hal:wpaper:hal-02898909.

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2020The causal effects of R&D grants: evidence from a regression discontinuity. (2020). Santoleri, Pietro ; Martelli, Irene ; di Minin, Alberto ; Mina, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2020/18.

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2020Kurzarbeit and Natural Disasters: How Effective Are Short-Time Working Allowances in Avoiding Unemployment?. (2020). Sarmiento, Luis ; Fournier, Julio G. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1909.

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2020The effect of unemployment insurance benefits on (self-)employment: Two sides of the same coin?. (2020). Camarero Garcia, Sebastian ; Hansch, Michelle. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20062.

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2020Deep Reinforcement Learning for Asset Allocation in US Equities. (2020). Srivastava, Sonam ; Noguer, Miquel. In: Papers. RePEc:arx:papers:2010.04404.

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2020Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2020Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors. (2020). GAO, Jiti ; Silvapulle, Param ; Hannadige, Sium Bodha. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-19.

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2020Pricing Barrier Options with DeepBSDEs. (2020). Hientzsch, Bernhard ; Yu, Yajie ; Ganesan, Narayan. In: Papers. RePEc:arx:papers:2005.10966.

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2020Is the variance swap rate affine in the spot variance? Evidence from S&P500 data. (2020). Mancino, Maria Elvira ; Toscano, Giacomo ; Scotti, Simone. In: Papers. RePEc:arx:papers:2004.04015.

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2020Portfolio Liquidation Games with Self-Exciting Order Flow. (2020). Horst, Ulrich ; Fu, Guanxing ; Xia, Xiaonyu. In: Papers. RePEc:arx:papers:2011.05589.

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2020Generative Adversarial Network for Market Hourly Discrimination. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99846.

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2020AE-LSTM Based Deep Learning Model for Degradation Rate Influenced Energy Estimation of a PV System. (2020). Hong, Sugwon ; Lee, Seung-Jae ; Altaha, Mustafa Raed ; Aslam, Muhammad. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4373-:d:403458.

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2020Adaptive trading strategies across liquidity pools. (2020). Manziuk, Iuliia ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2008.07807.

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2020Mean Field Game Approach to Bitcoin Mining. (2020). Lions, Pierre-Louis ; Lasry, Jean-Michel ; Bertucci, Louis. In: Papers. RePEc:arx:papers:2004.08167.

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2020Applications of Mean Field Games in Financial Engineering and Economic Theory. (2020). Carmona, Rene. In: Papers. RePEc:arx:papers:2012.05237.

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2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

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2020Robust numerical algorithm to the European option with illiquid markets. (2020). Safdari-Vaighani, A ; Ivaz, K ; Rouz, Farkhondeh O ; Ahmadian, D. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:366:y:2020:i:c:s009630031930685x.

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2020A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model. (2020). Nikan, Omid ; Golbabai, Ahmad. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09880-4.

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2020Levels of structural change: An analysis of Chinas development push 1998-2014. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2005.01882.

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2020Growth, development, and structural change at the firm-level: The example of the PR China. (2020). Dai, Shuanping ; Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2012.14503.

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2020Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225.

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2020Algorithmic market making: the case of equity derivatives. (2019). Gu, Olivier ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.12433.

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2020Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty. (2020). Ganesh, Sumitra ; Vadori, Nelson ; Veloso, Manuela ; Reddy, Prashant. In: Papers. RePEc:arx:papers:2006.12686.

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2020Size matters for OTC market makers: general results and dimensionality reduction techniques. (2020). Gueant, Olivier ; Bergault, Philippe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02987894.

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2020Size matters for OTC market makers: general results and dimensionality reduction techniques. (2020). Gueant, Olivier ; Bergault, Philippe. In: Working Papers. RePEc:hal:wpaper:hal-02987894.

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2020Optimal trading without optimal control. (2020). Ritter, Gordon ; Benveniste, Jerome ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.12945.

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2020Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888.

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2020Transformers for Limit Order Books. (2020). Wallbridge, James. In: Papers. RePEc:arx:papers:2003.00130.

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2020Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2020Network effects in default clustering for large systems. (2019). Yang, Jia ; Spiliopoulos, Konstantinos. In: Papers. RePEc:arx:papers:1812.07645.

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2020Income inequality and monetary policy in the Euro Area. (2020). El Herradi, Mehdi ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5srl83htc08lnqmtptsrb72rt9.

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2020Calibrating Local Volatility Models with Stochastic Drift and Diffusion. (2020). Hientzsch, Bernhard ; Ganesan, Narayan ; Ogetbil, Orcan. In: Papers. RePEc:arx:papers:2009.14764.

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2020Holidays, weekends and range-based volatility. (2020). Pardo, Angel ; Diaz-Mendoza, Ana-Carmen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303110.

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2020Strength of preference and decision making under risk. (2019). Garagnani, Michele ; Alós-Ferrer, Carlos ; Alos-Ferrer, Carlos. In: ECON - Working Papers. RePEc:zur:econwp:330.

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2020Multinomial logit processes and preference discovery: outside and inside the black box. (2020). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio. In: Working Papers. RePEc:igi:igierp:663.

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2020A Behavioral Characterization of the Drift Diffusion Model and Its Multialternative Extension for Choice Under Time Pressure. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Cerreia-Vioglio, Simone ; Baldassi, Carlo ; Pirazzini, Marco. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:11:p:5075-5093.

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2020Optimal market making under partial information and numerical methods for impulse control games with applications. (2020). Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:2009.06521.

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2020A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse games. (2019). Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:1909.03574.

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2020COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, Stéphane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280.

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2020A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891.

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2020Dynamic factor, leverage and realized covariances in multivariate stochastic volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:2011.06909.

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2020Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1158.

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2020Gamma Related Ornstein-Uhlenbeck Processes and their Simulation. (2020). Sabino, Piergiacomo ; Petroni, Nicola Cufaro. In: Papers. RePEc:arx:papers:2003.08810.

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2020The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation. (2020). Allaj, Erindi. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:3:d:10.1007_s10287-020-00373-6.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2020Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204.

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2020Bridging nestedness and economic complexity in multilayer world trade networks. (2020). Zhang, Yi-Cheng ; Zeng, AN ; Ren, Zhuo-Ming. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-00651-3.

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2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

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2020Geographic distance, venture capital and technological performance: Evidence from Chinese enterprises. (2020). Zhang, Weike ; Kou, Gang ; Tian, Xiaoli. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309811.

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2020Does de-capacity policy enhance the total factor productivity of Chinas coal companies? A Regression Discontinuity design. (2020). Tian, Xiaoli ; Meng, Jia ; Zhang, Weike. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720304153.

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2020Is high-speed rail a catalyst for the fourth industrial revolution in China? Story of enhanced technology spillovers from venture capital. (2020). Yu, AO ; Tian, Xiaoli ; Zhang, Weike. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311124.

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2020Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688.

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2020Endogenous Liquidity Crises. (2019). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Papers. RePEc:arx:papers:1912.00359.

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2020Marked point processes and intensity ratios for limit order book modeling. (2020). Yoshida, Nakahiro ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:2001.08442.

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2020Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Papers. RePEc:arx:papers:2005.05730.

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2020Sources of U.S. Wealth Inequality: Past, Present, and Future. (2020). Smith, Anthony A ; Krusell, Per ; Hubmer, Joachim. In: NBER Chapters. RePEc:nbr:nberch:14486.

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2020The income fluctuation problem and the evolution of wealth. (2020). Toda, Alexis Akira ; Stachurski, John ; Ma, Qingyin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300107.

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2020EXISTENCE OF STATIONARY EQUILIBRIUM IN AN INCOMPLETE‐MARKET MODEL WITH ENDOGENOUS LABOR SUPPLY. (2020). Zhu, Shenghao. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:3:p:1115-1138.

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2020On the emergence of a power law in the distribution of COVID-19 cases.. (2020). Toda, Alexis Akira ; Beare, Brendan K. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9k5027d0.

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2020Tail behavior of stopped L\evy processes with Markov modulation. (2020). Toda, Alexis Akira ; Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2009.08010.

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2020The fairness of long and short ABBA-sequences: A basketball free-throw field experiment. (2020). Kadriu, Valon ; Buhren, Christoph. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804320300872.

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2020Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence. (2019). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:1909.01830.

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2020Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. (2020). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:2009.14559.

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2020Closeness centrality for similarity-weight network and its application to measuring industrial sectors’ position on the Global Value Chain. (2020). Li, Yan ; Xing, Lizhi ; Guan, Jun ; Liang, Guoqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318679.

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2020Mean-field moral hazard for optimal energy demand response management. (2019). Possamai, Dylan ; Mastrolia, Thibaut ; Hubert, Emma ; Elie, Romuald. In: Papers. RePEc:arx:papers:1902.10405.

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2020The Role of Beliefs in Long Sickness Absence: Experimental Evidence from a Psychological Intervention. (2020). Rosholm, Michael ; Rotger, Gabriel Pons. In: IZA Discussion Papers. RePEc:iza:izadps:dp13582.

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2020Targeting Customers under Response-Dependent Costs. (2020). Lessmann, Stefan ; Haupt, Johannes. In: Papers. RePEc:arx:papers:2003.06271.

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2020Policy Evaluation Using Causal Inference Methods. (2020). Jacquemet, Nicolas ; FOUGERE, DENIS. In: IZA Discussion Papers. RePEc:iza:izadps:dp12922.

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2020Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germanys programmes for long term unemployed. (2020). Lechner, Michael ; Goller, Daniel ; Moczall, Andreas ; Wolff, Joachim. In: Labour Economics. RePEc:eee:labeco:v:65:y:2020:i:c:s0927537120300592.

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2020A computable general equilibrium model for banking sector risk assessment in South Africa. (2020). Tsomocos, Dimitrios ; Seymore, Reyno ; Essel-Mensah, Kojo A ; Freitas, Allan. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:2:d:10.1007_s10436-020-00362-4.

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2020Accurate prediction of short-term photovoltaic power generation via a novel double-input-rule-modules stacked deep fuzzy method. (2020). Luo, Xin ; Lv, Yisheng ; Peng, Wei ; Zhou, Changgeng ; Li, Chengdong. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318089.

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2020On Using Equities to Produce Pension Payouts. (2020). Baroneadesi, Giovanni ; Sala, Carlo ; Platen, Eckhard. In: Research Paper Series. RePEc:uts:rpaper:413.

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2020BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES. (2020). MacKay, Anne ; Kouritzin, Michael A. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:23:y:2020:i:01:n:s021902492050003x.

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2020On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets. (2018). Meireles-Rodrigues, Andrea. In: Papers. RePEc:arx:papers:1801.06860.

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2020Robust Arbitrage Conditions for Financial Markets. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2004.09432.

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2020No-arbitrage with multiple-priors in discrete time. (2020). Carassus, Laurence ; Blanchard, Romain. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:11:p:6657-6688.

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2020Robust uncertainty sensitivity analysis. (2020). Drapeau, Samuel ; Bartl, Daniel ; Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:2006.12022.

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2020On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2020Incentives, lockdown, and testing: from Thucydidess analysis to the COVID-19 pandemic. (2020). Warin, Xavier ; Possamai, Dylan ; Mastrolia, Thibaut ; Hubert, Emma. In: Papers. RePEc:arx:papers:2009.00484.

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2020Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2020Capital regulation under price impacts and dynamic financial contagion. (2020). Feinstein, Zachary. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:449-463.

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2020A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2020Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066.

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2020Distress and default contagion in financial networks. (2020). Maria, Luitgard Anna. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:705-737.

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2020Adapted Wasserstein distances and stability in mathematical finance. (2020). Eder, Manu ; Beiglbock, Mathias ; Bartl, Daniel ; Backhoff-Veraguas, Julio. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00426-3.

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2020The aggregation of multiplex networks based on the similarity of networks. (2020). Li, Liqiang ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931684x.

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2020Too central to fail firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets. (2020). Chakrabarti, Anindya S ; Srivastava, Pranjal ; Mishra, Abinash. In: IIMA Working Papers. RePEc:iim:iimawp:14628.

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2020Stability of martingale optimal transport and weak optimal transport. (2019). Pammer, Gudmund ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1904.04171.

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2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2005.12593.

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2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-02619589.

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2020Bayesian inference of the multi-period optimal portfolio for an exponential utility. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Bodnar, Taras ; Bauder, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x1930123x.

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2020An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6.

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2020General multilevel Monte Carlo methods for pricing discretely monitored Asian options. (2020). Kahale, Nabil. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:739-748.

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2020Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775.

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2020An Instrumental Variable Approach to Dynamic Models. (2020). Compiani, Giovanni ; Berry, Steven T. In: Working Papers. RePEc:bfi:wpaper:2020-106.

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2020LANGUAGE LEARNERS’ BEHAVIOUR AT MULTINATIONAL COMPANIES. (2020). Szabo, Szilvia. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:5:y:2020:i:1:p:97-105.

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2020A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability. (2020). Ben-Akiva, Moshe ; Pereira, Francisco Camara ; Zegras, Christopher ; Han, Yafei. In: Papers. RePEc:arx:papers:2002.00922.

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2020Distress propagation on production networks: Coarse-graining and modularity of linkages. (2020). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2004.14485.

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2020Five Lessons from COVID-19 for Advancing Climate Change Mitigation. (2020). Mattauch, Linus ; Klenert, David ; OCallaghan, Brian ; Funke, Franziska. In: Environmental & Resource Economics. RePEc:kap:enreec:v:76:y:2020:i:4:d:10.1007_s10640-020-00453-w.

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2020The dynamic volatility transmission in the multiscale spillover network of the international stock market. (2020). Jiang, Cheng ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305987.

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2020Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders. (2020). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2004.12848.

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2020(Unintended) Consequences of export restrictions on medical goods during the Covid-19 pandemic. (2020). Traverso, Silvio ; Schiavo, Stefano ; Mangioni, Giuseppe ; Grassia, Marco. In: Papers. RePEc:arx:papers:2007.11941.

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2020The Impact of Interwar Protection: Evidence from India. (2020). O'Rourke, Kevin ; Lampe, Markus ; Arthi, Vellore ; Nair, Ashwin R. In: NBER Working Papers. RePEc:nbr:nberwo:27178.

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2020The Impact of Interwar Protection: Evidence from India. (2020). O'Rourke, Kevin ; Lampe, Markus ; Arthi, Vellore ; Orourke, Kevin Hjortshoj ; Nair, Ashwin. In: Working Papers. RePEc:nad:wpaper:20200043.

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2020The Impact of Interwar Protection: Evidence from India. (2020). Arthi, Vellore ; Oarourke, Kevin Hjortshj ; Nair, Ashwin ; Lampe, Markus. In: Oxford Economic and Social History Working Papers. RePEc:oxf:esohwp:_180.

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2020The role of oil in the allocation of foreign aid: The case of the G7 donors. (2020). OMGBA, Luc ; Karanfil, Fatih ; COUHARDE, Cécile ; Kilama, Eric Gabin. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:2:p:363-383.

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2020The impact of G-SIB identification on bank lending: evidence from syndicated loans. (2020). Schramm, Alexander ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20202479.

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2020Did the Bologna Process Challenge the German Apprenticeship System? Evidence from a Natural Experiment. (2020). Thomsen, Stephan ; Trunzer, Johannes. In: GLO Discussion Paper Series. RePEc:zbw:glodps:690.

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2020Rational inattention and migration decisions. (2020). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Bertoli, Simone ; Fernández-Huertas Moraga, Jesús ; Guichard, Lucas ; Fernandez-HuertasMoraga, Jesus . In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300805.

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2020Pseudo-Hermiticity, and Removing the Brownian Motion from Finance. (2020). Hicks, Will. In: Papers. RePEc:arx:papers:2009.00360.

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2020Potential and Future Prospects of Geothermal Energy in Space Conditioning of Buildings: India and Worldwide Review. (2020). Kumar, Ashok ; Meena, Chandan Swaroop ; Aggarwal, Vivek ; Ghosh, Aritra ; Alam, Tabish. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8428-:d:427198.

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2020On bid and ask side-specific tick sizes. (2020). Rosenbaum, Mathieu ; Derchu, Joffrey ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2005.14126.

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2020COVID-19, flattening the curve, and Benford’s law. (2020). Jeong, Yeasung ; Han, Sumin ; Lee, Kang-Bok. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305719.

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2020Crisis contagion in the world trade network. (2020). Shepelyansky, Dima L ; Jos'e Lages, ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:2002.07100.

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2020Google matrix analysis of bi-functional SIGNOR network of protein–protein interactions. (2020). Shepelyansky, Dima L ; Frahm, Klaus M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305318.

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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020Variational Bayesian Inference for Mixed Logit Models with Unobserved Inter- and Intra-Individual Heterogeneity. (2019). Rashidi, Taha H ; Daziano, Ricardo A ; Bierlaire, Michel ; Bansal, Prateek ; Krueger, Rico. In: Papers. RePEc:arx:papers:1905.00419.

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2020A Dirichlet process mixture model of discrete choice: Comparisons and a case study on preferences for shared automated vehicles. (2020). Vij, Akshay ; Rashidi, Taha H ; Krueger, Rico. In: Journal of choice modelling. RePEc:eee:eejocm:v:36:y:2020:i:c:s1755534520300282.

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2020Social Norms and Energy Conservation Beyond the US. (2020). Schmidt, Christoph ; Peters, Jörg ; Gerster, Andreas ; Andor, Mark A. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:103:y:2020:i:c:s0095069620300747.

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2020Information campaigns for residential energy conservation. (2020). Gerster, Andreas ; Andor, Mark Andreas ; Peters, Jorg. In: Ruhr Economic Papers. RePEc:zbw:rwirep:871.

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2020Identifying regional characteristics of transportation research with Transport Research International Documentation (TRID) data. (2020). Kirtonia, Sajeeb ; Sun, Yanshuo. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:137:y:2020:i:c:p:111-130.

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2020High Frequency Fairness. (2020). Haeringer, Guillaume ; Melton, Hayden. In: MPRA Paper. RePEc:pra:mprapa:103907.

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2020Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations. (2020). Sakaji, Hiroki ; Matsushima, Hiroyasu ; Shimada, Takashi ; Izumi, Kiyoshi ; Hirano, Masanori. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:75-:d:346788.

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2020Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico. In: Post-Print. RePEc:hal:journl:hal-02323098.

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2020Soul and machine (learning). (2020). Amano, Tomomichi ; Liu, Xiao ; Yoganarasimhan, Hema ; Hauser, John R ; Xu, Lilei ; Proserpio, Davide ; Timoshenko, Artem ; Schwarz, Eric ; Misra, Kanishka ; Lewis, Randall ; Lee, Dokyun ; Guo, Tong ; Burnap, Alex. In: Marketing Letters. RePEc:kap:mktlet:v:31:y:2020:i:4:d:10.1007_s11002-020-09538-4.

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2020Randomized optimal stopping algorithms and their convergence analysis. (2020). Schoenmakers, John ; Pigato, Paolo ; Hager, Paul ; Belomestny, Denis ; Bayer, Christian. In: Papers. RePEc:arx:papers:2002.00816.

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2020Pricing and Hedging American-Style Options with Deep Learning. (2020). Jentzen, Arnulf ; Cheridito, Patrick ; Becker, Sebastian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:158-:d:386598.

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2020mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms. (2020). Ludkovski, Mike. In: Papers. RePEc:arx:papers:2012.00729.

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2020Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks. (2020). Roche, Jules ; Lezmi, Edmond ; Xu, Jiali ; Roncalli, Thierry. In: Papers. RePEc:arx:papers:2007.04838.

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2020Experimental Design under Network Interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2003.08421.

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2020From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:818.

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2020From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2020-08.

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2020From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-02949275.

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2020Local Environmental Quality and Heterogeneity in an OLG Agent-Based Model with Network Externalities. (2020). Sodini, Mauro ; Caravaggio, Andrea. In: Discussion Papers. RePEc:pie:dsedps:2020/257.

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2020An iterative splitting method for pricing European options under the Heston model. (2020). Huang, Zhongyi ; Li, Hongshan. In: Papers. RePEc:arx:papers:2003.12934.

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2020Neural Network pricing of American put options. (2020). Sequeira, Bernardo ; Lopes, Sara D ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp01222020.

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2020Artificial Neural Networks Performance in WIG20 Index Options Pricing. (2020). Åšlepaczuk, Robert ; Wysocki, Maciej. In: Working Papers. RePEc:war:wpaper:2020-19.

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2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:4.

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2020Forecasting stock market indices using machine learning algorithms. (2020). Joia, Hrvoje ; Muk, Berislav. In: Interdisciplinary Description of Complex Systems - scientific journal. RePEc:zna:indecs:v:18:y:2020:i:4:p:471-489.

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2020Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506.

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2020A Climate Insidium with a Price on Warming. (2020). Raffensperger, John F. In: Papers. RePEc:arx:papers:2003.05114.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:202014.

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2020Levelling the playing field: A VIX-linked structure for funded pension schemes. (2020). Begin, Jean-Franois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:58-78.

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2020Ex-ante dynamic network tariffs for transmission cost recovery. (2020). Savelli, Iacopo ; de Paola, Antonio. In: Applied Energy. RePEc:eee:appene:v:258:y:2020:i:c:s0306261919316666.

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2020New Clearing Model to Mitigate the Non-Convexity in European Day-ahead Electricity Market. (2020). Bovo, Cristian ; Ilea, Valentin ; Lam, Le Hong. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4716-:d:411566.

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2020Allocation of coal de-capacity quota among provinces in China: A bi-level multi-objective combinatorial optimization approach. (2020). Shi, Xunpeng ; Song, Xuefeng ; Wang, Yadong ; Liu, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300487.

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2020Bartik Instruments: What, When, Why, and How. (2020). Sorkin, Isaac ; Goldsmith-Pinkham, Paul ; Swift, Henry. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:8:p:2586-2624.

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2020Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift. (2019). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:1812.03453.

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2020Orthogonal Statistical Learning. (2019). Syrgkanis, Vasilis ; Foster, Dylan J. In: Papers. RePEc:arx:papers:1901.09036.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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Recent citations received in 2019

YearCiting document
2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

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2019Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2019Conditional nonlinear expectations. (2019). Bartl, Daniel. In: Papers. RePEc:arx:papers:1612.09103.

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2019Duality for pathwise superhedging in continuous time. (2019). Tangpi, Ludovic ; Promel, David J ; Kupper, Michael ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1705.02933.

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2019An adverse selection approach to power pricing. (2019). Possamai, Dylan ; Santib, Nicol'As Hern'Andez ; Elie, Romuald ; Ekeland, Ivar ; Alasseur, Cl'Emence . In: Papers. RePEc:arx:papers:1706.01934.

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2019Robust Pricing and Hedging around the Globe. (2019). Stebegg, Florian ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1707.08545.

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2019Computational Methods for Martingale Optimal Transport problems. (2019). Obloj, Jan ; Guo, Gaoyue. In: Papers. RePEc:arx:papers:1710.07911.

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2019Pathwise superhedging on prediction sets. (2019). Neufeld, Ariel ; Kupper, Michael ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1711.02764.

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2019Polynomial Jump-Diffusion Models. (2019). Larsson, Martin ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1711.08043.

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2019Approximation methods for piecewise deterministic Markov processes and their costs. (2019). Thonhauser, Stefan ; Szolgyenyi, Michaela ; Leobacher, Gunther ; Kritzer, Peter. In: Papers. RePEc:arx:papers:1712.09201.

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2019Volatility options in rough volatility models. (2019). Tankov, Peter ; Jacquier, Antoine ; Horvath, Blanka. In: Papers. RePEc:arx:papers:1802.01641.

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2019Computation of optimal transport and related hedging problems via penalization and neural networks. (2019). Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1802.08539.

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2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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2019Inference on a Distribution from Noisy Draws. (2019). Weidner, Martin ; Jochmans, Koen. In: Papers. RePEc:arx:papers:1803.04991.

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2019Panel Data Analysis with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452.

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2019Identification in Nonparametric Models for Dynamic Treatment Effects. (2019). Han, Sukjin. In: Papers. RePEc:arx:papers:1805.09397.

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2019Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2019). de Angelis, Tiziano. In: Papers. RePEc:arx:papers:1805.12035.

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2019Perturbation analysis of sub/super hedging problems. (2018). Jacquier, Antoine ; Badikov, Sergey. In: Papers. RePEc:arx:papers:1806.03543.

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2019On the Identifying Content of Instrument Monotonicity. (2019). Kamat, Vishal. In: Papers. RePEc:arx:papers:1807.01661.

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2019Capital Regulation under Price Impacts and Dynamic Financial Contagion. (2019). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.02711.

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2019On the quasi-sure superhedging duality with frictions. (2019). Bayraktar, Erhan ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1809.07516.

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2019Chaos and Order in the Bitcoin Market. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1809.08403.

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2019Financial accumulation implies ever-increasing wealth inequality. (2019). Biondi, Yuri ; Olla, Stefano . In: Papers. RePEc:arx:papers:1809.08681.

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2019Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time. (2019). Zhou, Zhou ; Huang, Yu-Jui. In: Papers. RePEc:arx:papers:1809.09243.

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2019Portfolio Optimization in Fractional and Rough Heston Models. (2019). Desmettre, Sascha ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:1809.10716.

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2019Super-Replication of the Best Pairs Trade in Hindsight. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1810.02444.

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2019Mean-Field Games with Differing Beliefs for Algorithmic Trading. (2018). Jaimungal, Sebastian ; Casgrain, Philippe. In: Papers. RePEc:arx:papers:1810.06101.

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2019Scaling Limits for Super--replication with Transient Price Impact. (2019). Dolinsky, Yan ; Bank, Peter. In: Papers. RePEc:arx:papers:1810.07832.

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2019Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882.

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2019Enhancing Stock Movement Prediction with Adversarial Training. (2019). Chua, Tat-Seng ; Sun, Maosong ; Ding, JI ; He, Xiangnan ; Chen, Huimin ; Feng, Fuli. In: Papers. RePEc:arx:papers:1810.09936.

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2019On the martingale property in the rough Bergomi model. (2019). Gassiat, Paul. In: Papers. RePEc:arx:papers:1811.10935.

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2019Uniqueness for contagious McKean--Vlasov systems in the weak feedback regime. (2018). Sojmark, Andreas ; Ledger, Sean. In: Papers. RePEc:arx:papers:1811.12356.

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2019Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337.

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2019Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation. (2019). Zhao, Jinhua ; Wang, Shenhao. In: Papers. RePEc:arx:papers:1812.04528.

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2019Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2019). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

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2019Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data. (2019). Zhao, Jinhua ; Wang, Shenhao. In: Papers. RePEc:arx:papers:1901.00227.

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2019Slow decay of impact in equity markets: insights from the ANcerno database. (2019). Bouchaud, Jean-Philippe ; Lillo, Fabrizio ; Benzaquen, Michael ; Fr'ed'eric Bucci, . In: Papers. RePEc:arx:papers:1901.05332.

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2019Conditional Optimal Stopping: A Time-Inconsistent Optimization. (2019). Zhang, Yuchong ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1901.05802.

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2019Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. (2019). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1901.08356.

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2019Deep Learning Volatility. (2019). Tomas, Mehdi ; Muguruza, Aitor ; Horvath, Blanka. In: Papers. RePEc:arx:papers:1901.09647.

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2019Forecasting the Impact of Connected and Automated Vehicles on Energy Use A Microeconomic Study of Induced Travel and Energy Rebound. (2019). Taiebat, Morteza ; Xu, Ming ; Stolper, Samuel. In: Papers. RePEc:arx:papers:1902.00382.

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2019A General Framework for Prediction in Time Series Models. (2019). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1902.01622.

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2019Market Impact: A Systematic Study of the High Frequency Options Market. (2019). Fr'ed'eric Abergel, ; Rabeyrin, Jean-Jacques ; Thillou, Damien ; Ayed, Hadj ; Bel, Ahmed ; Said, Emilio ; Hadj, Ahmed Bel. In: Papers. RePEc:arx:papers:1902.05418.

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2019Binscatter Regressions. (2019). Crump, Richard ; Cattaneo, Matias ; Feng, Yingjie ; Farrell, Max H. In: Papers. RePEc:arx:papers:1902.09615.

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2019Covers Rebalancing Option With Discrete Hindsight Optimization. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1903.00829.

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2019ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects. (2019). Zylkin, Thomas ; Guimaraes, Paulo ; Correia, Sergio. In: Papers. RePEc:arx:papers:1903.01690.

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2019Financial Applications of Gaussian Processes and Bayesian Optimization. (2019). Xu, Jiali ; Roncalli, Thierry ; Lezmi, Edmond ; Gonzalvez, Joan. In: Papers. RePEc:arx:papers:1903.04841.

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2019A fast method for pricing American options under the variance gamma model. (2019). Hirsa, Ali ; Fu, Weilong. In: Papers. RePEc:arx:papers:1903.07519.

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2019Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075.

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2019Stacked Monte Carlo for option pricing. (2019). Oumgari, Mugad ; Malone, Emma R ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:1903.10795.

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Recent citations received in 2018

YearCiting document
2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34.

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2018Comparison of Targeting Methods for the Diffusion of Farming Practices: Evidence from Shrimp Producers in Viet Nam. (2018). Suzuki, Aya ; Nam, Vu ; Vu, Hoang Nam ; Lee, Guenwoo. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274043.

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2018Heterogeneous Effects of Adopting Labor-Intensive Fertilizer Application Practices: A Randomized Control Trial in Burkina Faso. (2018). Porter, Maria ; Dillon, Andrew ; Ouedraogo, Aissatou . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274179.

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2018Farmer Valuation of Improved Bean Seed Technologies: Real Auction Evidence from Tanzania. (2018). Maredia, Mywish ; Mason, Nicole M ; Morgan, Stephen N. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274242.

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2018Information exchange links, knowledge exposure, and adoption of agricultural technologies in Northern Uganda. (2018). Shikuku, K M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275974.

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2018Selective Attention and Information Loss in the Lab-to-Farm Knowledge Chain: The Case of Malawian Agricultural Extension Programs. (2018). Ragasa, Catherine. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277472.

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2018Communication Networks and the Adoption of Technologies: Evidence from a Randomized Experiment. (2018). Wollni, M ; Ogutu, S ; Njuguna, M ; Mbugua, M ; Godecke, T ; Fongar, A ; Jackering, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277540.

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2018Technology Diffusion through Networks - Adoption of automatic milking systems in Germany