[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]
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 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.21 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0 | 0.23 | 0.47 | 0 | 15 | 15 | 295 | 6 | 8 | 0 | 0 | 1 | 16.7 | 6 | 0.4 | 0.13 | ||
1998 | 0.53 | 0.24 | 0.2 | 0.53 | 44 | 59 | 332 | 12 | 20 | 15 | 8 | 15 | 8 | 2 | 16.7 | 2 | 0.05 | 0.15 |
1999 | 0.1 | 0.32 | 0.15 | 0.1 | 53 | 112 | 636 | 17 | 37 | 59 | 6 | 59 | 6 | 3 | 17.6 | 8 | 0.15 | 0.21 |
2000 | 0.24 | 0.44 | 0.39 | 0.28 | 74 | 186 | 697 | 72 | 109 | 97 | 23 | 112 | 31 | 19 | 26.4 | 9 | 0.12 | 0.2 |
2001 | 0.28 | 0.4 | 0.46 | 0.27 | 97 | 283 | 741 | 126 | 240 | 127 | 36 | 186 | 50 | 52 | 41.3 | 29 | 0.3 | 0.22 |
2002 | 0.26 | 0.42 | 0.33 | 0.22 | 112 | 395 | 1082 | 131 | 372 | 171 | 45 | 283 | 61 | 37 | 28.2 | 29 | 0.26 | 0.23 |
2003 | 0.25 | 0.42 | 0.31 | 0.19 | 107 | 502 | 502 | 149 | 526 | 209 | 52 | 380 | 72 | 34 | 22.8 | 6 | 0.06 | 0.24 |
2004 | 0.21 | 0.47 | 0.33 | 0.22 | 150 | 652 | 1029 | 216 | 744 | 219 | 46 | 443 | 99 | 30 | 13.9 | 23 | 0.15 | 0.27 |
2005 | 0.18 | 0.49 | 0.3 | 0.2 | 188 | 840 | 876 | 245 | 1000 | 257 | 47 | 540 | 109 | 63 | 25.7 | 19 | 0.1 | 0.29 |
2006 | 0.22 | 0.47 | 0.32 | 0.21 | 245 | 1085 | 740 | 341 | 1342 | 338 | 74 | 654 | 137 | 53 | 15.5 | 12 | 0.05 | 0.27 |
2007 | 0.18 | 0.39 | 0.29 | 0.19 | 286 | 1371 | 1754 | 393 | 1745 | 433 | 78 | 802 | 152 | 79 | 20.1 | 34 | 0.12 | 0.22 |
2008 | 0.18 | 0.46 | 0.3 | 0.18 | 301 | 1672 | 1331 | 486 | 2246 | 531 | 97 | 976 | 178 | 90 | 18.5 | 21 | 0.07 | 0.23 |
2009 | 0.2 | 0.43 | 0.3 | 0.18 | 342 | 2014 | 1517 | 584 | 2858 | 587 | 115 | 1170 | 207 | 134 | 22.9 | 39 | 0.11 | 0.22 |
2010 | 0.21 | 0.37 | 0.27 | 0.18 | 483 | 2497 | 1463 | 655 | 3531 | 643 | 132 | 1362 | 239 | 138 | 21.1 | 39 | 0.08 | 0.19 |
2011 | 0.2 | 0.46 | 0.35 | 0.19 | 516 | 3013 | 1705 | 1020 | 4586 | 825 | 168 | 1657 | 309 | 244 | 23.9 | 147 | 0.28 | 0.25 |
2012 | 0.21 | 0.5 | 0.32 | 0.21 | 585 | 3598 | 1763 | 1126 | 5745 | 999 | 209 | 1928 | 402 | 327 | 29 | 83 | 0.14 | 0.25 |
2013 | 0.26 | 0.5 | 0.35 | 0.23 | 706 | 4304 | 2461 | 1472 | 7260 | 1101 | 285 | 2227 | 503 | 452 | 30.7 | 153 | 0.22 | 0.24 |
2014 | 0.31 | 0.53 | 0.39 | 0.26 | 791 | 5095 | 2313 | 1946 | 9266 | 1291 | 404 | 2632 | 697 | 628 | 32.3 | 154 | 0.19 | 0.27 |
2015 | 0.33 | 0.53 | 0.41 | 0.28 | 784 | 5879 | 2133 | 2345 | 11699 | 1497 | 492 | 3081 | 865 | 848 | 36.2 | 145 | 0.18 | 0.27 |
2016 | 0.35 | 0.54 | 0.45 | 0.3 | 940 | 6819 | 1774 | 2982 | 14768 | 1575 | 554 | 3382 | 1011 | 897 | 30.1 | 208 | 0.22 | 0.27 |
2017 | 0.32 | 0.54 | 0.43 | 0.28 | 912 | 7731 | 2149 | 3176 | 18071 | 1724 | 549 | 3806 | 1074 | 990 | 31.2 | 193 | 0.21 | 0.27 |
2018 | 0.35 | 0.53 | 0.42 | 0.3 | 1297 | 9028 | 2225 | 3620 | 21893 | 1852 | 649 | 4133 | 1246 | 1078 | 29.8 | 248 | 0.19 | 0.26 |
2019 | 0.42 | 0.55 | 0.42 | 0.32 | 1716 | 10744 | 2059 | 4145 | 26374 | 2209 | 919 | 4724 | 1522 | 1232 | 29.7 | 395 | 0.23 | 0.32 |
2020 | 0.44 | 0.63 | 0.46 | 0.37 | 2650 | 13394 | 2562 | 5835 | 32488 | 3013 | 1323 | 5649 | 2077 | 1886 | 32.3 | 981 | 0.37 | 0.58 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2007 | The Product Space Conditions the Development of Nations. (2007). Hidalgo, Cesar ; Hausmann, Ricardo ; A. -L. Barabasi, ; Klinger, B.. In: Papers. RePEc:arx:papers:0708.2090. Full description at Econpapers || Download paper | 743 |
2 | 2002 | On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0104295. Full description at Econpapers || Download paper | 423 |
3 | 2009 | The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890. Full description at Econpapers || Download paper | 326 |
4 | 2017 | When 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 | 303 |
5 | 2008 | Multifractal detrended cross-correlation analysis for two nonstationary signals. (2008). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:0803.2773. Full description at Econpapers || Download paper | 223 |
6 | 1999 | Scaling of the distribution of fluctuations of financial market indices. (1999). Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Luis A. Nunes Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9905305. Full description at Econpapers || Download paper | 207 |
7 | 2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1201.4776. Full description at Econpapers || Download paper | 178 |
8 | 1999 | Universal and non-universal properties of cross-correlations in financial time series. (1999). Rosenow, Bernd ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Luis A. Nunes Amaral, ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:cond-mat/9902283. Full description at Econpapers || Download paper | 159 |
9 | 2010 | Detrending moving average algorithm for multifractals. (2010). Gu, Gao-Feng ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1005.0877. Full description at Econpapers || Download paper | 147 |
10 | 1999 | The statistical properties of the volatility of price fluctuations. (1999). Peng, Chung-Kang ; Liu, Yanhui ; Cizeau, Pierre ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:cond-mat/9903369. Full description at Econpapers || Download paper | 147 |
11 | 2011 | Multifractal detrending moving average cross-correlation analysis. (2011). Zhou, Wei-Xing ; Jiang, Zhi-Qiang. In: Papers. RePEc:arx:papers:1103.2577. Full description at Econpapers || Download paper | 143 |
12 | 2011 | The network of global corporate control. (2011). Vitali, Stefania ; Glattfelder, James ; battiston, stefano. In: Papers. RePEc:arx:papers:1107.5728. Full description at Econpapers || Download paper | 141 |
13 | 2009 | Colloquium: Statistical mechanics of money, wealth, and income. (2009). Yakovenko, Victor ; Rosser, Barkley. In: Papers. RePEc:arx:papers:0905.1518. Full description at Econpapers || Download paper | 140 |
14 | 2000 | Statistical mechanics of money. (2000). Yakovenko, Victor ; Dragulescu, Adrian . In: Papers. RePEc:arx:papers:cond-mat/0001432. Full description at Econpapers || Download paper | 136 |
15 | 1999 | Scaling of the distribution of price fluctuations of individual companies. (1999). Stanley, H. E. ; Plerou, V. ; Gopikrishnan, P. ; Meyer, M. ; L. A. N. Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9907161. Full description at Econpapers || Download paper | 134 |
16 | 1998 | Inverse Cubic Law for the Probability Distribution of Stock Price Variations. (1998). Stanley, Eugene H ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Luis A Nunes Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9803374. Full description at Econpapers || Download paper | 134 |
17 | 2017 | Some 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 | 129 |
18 | 2010 | Optimal execution strategies in limit order books with general shape functions. (2010). Schied, Alexander ; Schulz, Antje ; Alfonsi, Aur'elien . In: Papers. RePEc:arx:papers:0708.1756. Full description at Econpapers || Download paper | 127 |
19 | 2005 | Utility maximization in incomplete markets. (2005). Muller, Matthias ; Hu, Ying ; Imkeller, Peter. In: Papers. RePEc:arx:papers:math/0508448. Full description at Econpapers || Download paper | 121 |
20 | 2013 | Model-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 | 121 |
21 | 2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). Scalas, Enrico ; Raberto, Marco ; Gorenflo, Rudolf ; Mainardi, Francesco . In: Papers. RePEc:arx:papers:cond-mat/0006454. Full description at Econpapers || Download paper | 121 |
22 | 2015 | Arbitrage 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 | 119 |
23 | 2014 | The 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. Full description at Econpapers || Download paper | 119 |
24 | 2004 | The Predictive Power of Zero Intelligence in Financial Markets. (2004). Zovko, Ilija ; Farmer, J. ; Patelli, Paolo. In: Papers. RePEc:arx:papers:cond-mat/0309233. Full description at Econpapers || Download paper | 115 |
25 | 2004 | Networks of equities in financial markets. (2004). Mantegna, Rosario ; Lillo, F. ; Micciche, S. ; Vandewalle, N. ; Caldarelli, G. ; Bonanno, G.. In: Papers. RePEc:arx:papers:cond-mat/0401300. Full description at Econpapers || Download paper | 114 |
26 | 2020 | Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785. Full description at Econpapers || Download paper | 113 |
27 | 2020 | Two-way fixed effects estimators with heterogeneous treatment effects. (2019). D'Haultfoeuille, Xavier ; de Chaisemartin, Clement. In: Papers. RePEc:arx:papers:1803.08807. Full description at Econpapers || Download paper | 113 |
28 | 2013 | Inference on Counterfactual Distributions. (2013). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:0904.0951. Full description at Econpapers || Download paper | 111 |
29 | 2000 | Statistical Properties of Share Volume Traded in Financial Markets. (2000). Gabaix, Xavier ; Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran . In: Papers. RePEc:arx:papers:cond-mat/0008113. Full description at Econpapers || Download paper | 111 |
30 | 2011 | Evolution 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. Full description at Econpapers || Download paper | 109 |
31 | 2004 | What really causes large price changes?. (2004). Farmer, J. ; Sen, Anindya ; Mike, Szabolcs ; Gillemot, Laszlo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:cond-mat/0312703. Full description at Econpapers || Download paper | 108 |
32 | 2003 | Multifractal Properties of Price Fluctuations of Stocks and Commodities. (2003). Stanley, Eugene H. ; Ashkenazy, Yosef ; Matia, Kaushik . In: Papers. RePEc:arx:papers:cond-mat/0308012. Full description at Econpapers || Download paper | 108 |
33 | 2014 | Should 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. Full description at Econpapers || Download paper | 105 |
34 | 1998 | Universal features in the growth dynamics of complex organizations. (1998). canning, david ; Stanley, Eugene H. ; Lee, Youngki ; Young Ki Lee, ; Meyer, Martin ; Luis A. N. Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9804100. Full description at Econpapers || Download paper | 101 |
35 | 2020 | Difference-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. Full description at Econpapers || Download paper | 99 |
36 | 2013 | Average and Quantile Effects in Nonseparable Panel Models. (2013). Hahn, Jinyong ; Fernandez-Val, Ivan ; Chernozhukov, Victor ; Newey, Whitney. In: Papers. RePEc:arx:papers:0904.1990. Full description at Econpapers || Download paper | 98 |
37 | 2017 | Linking 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. Full description at Econpapers || Download paper | 98 |
38 | 2001 | Exponential 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. Full description at Econpapers || Download paper | 98 |
39 | 2000 | Fractional calculus and continuous-time finance. (2000). Scalas, Enrico ; Gorenflo, Rudolf ; Mainardi, Francesco . In: Papers. RePEc:arx:papers:cond-mat/0001120. Full description at Econpapers || Download paper | 96 |
40 | 2004 | The long memory of the efficient market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:cond-mat/0311053. Full description at Econpapers || Download paper | 94 |
41 | 2020 | Coronavirus Perceptions And Economic Anxiety. (2020). Roth, Christopher ; Hermle, Johannes ; Hensel, Lukas ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2003.03848. Full description at Econpapers || Download paper | 94 |
42 | 2020 | Quasi-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 | 93 |
43 | 2005 | Structure and Evolution of the World Trade Network. (2005). Garlaschelli, D. ; Loffredo, M. I.. In: Papers. RePEc:arx:papers:physics/0502066. Full description at Econpapers || Download paper | 93 |
44 | 2007 | On 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. Full description at Econpapers || Download paper | 90 |
45 | 2014 | The Economics of BitCoin Price Formation. (2014). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1405.4498. Full description at Econpapers || Download paper | 89 |
46 | 2015 | The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, Jos̮̩ Luis ; Thurner, Stefan ; Seraf'in Mart'inez-Jaramillo, ; Jos'e Luis Molina-Borboa, ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1505.04276. Full description at Econpapers || Download paper | 88 |
47 | 2014 | What You Should Know About Megaprojects, and Why: An Overview. (2014). Flyvbjerg, Bent. In: Papers. RePEc:arx:papers:1409.0003. Full description at Econpapers || Download paper | 86 |
48 | 2001 | Significance of log-periodic precursors to financial crashes. (2001). Johansen, A. ; Sornette, D.. In: Papers. RePEc:arx:papers:cond-mat/0106520. Full description at Econpapers || Download paper | 86 |
49 | 2014 | A 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. Full description at Econpapers || Download paper | 86 |
50 | 2015 | What 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. Full description at Econpapers || Download paper | 80 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2007 | The Product Space Conditions the Development of Nations. (2007). Hidalgo, Cesar ; Hausmann, Ricardo ; A. -L. Barabasi, ; Klinger, B.. In: Papers. RePEc:arx:papers:0708.2090. Full description at Econpapers || Download paper | 298 |
2 | 2017 | When 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 | 267 |
3 | 2009 | The Building Blocks of Economic Complexity. (2009). Hidalgo, Cesar ; Hausmann, Ricardo. In: Papers. RePEc:arx:papers:0909.3890. Full description at Econpapers || Download paper | 151 |
4 | 2020 | Two-way fixed effects estimators with heterogeneous treatment effects. (2019). D'Haultfoeuille, Xavier ; de Chaisemartin, Clement. In: Papers. RePEc:arx:papers:1803.08807. Full description at Econpapers || Download paper | 112 |
5 | 2020 | Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785. Full description at Econpapers || Download paper | 109 |
6 | 2020 | Difference-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. Full description at Econpapers || Download paper | 96 |
7 | 2020 | Coronavirus Perceptions And Economic Anxiety. (2020). Roth, Christopher ; Hermle, Johannes ; Hensel, Lukas ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2003.03848. Full description at Econpapers || Download paper | 94 |
8 | 2017 | Some 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 | 92 |
9 | 2020 | Quasi-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 | 86 |
10 | 2002 | On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk. In: Papers. RePEc:arx:papers:cond-mat/0104295. Full description at Econpapers || Download paper | 84 |
11 | 2017 | Linking 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. Full description at Econpapers || Download paper | 81 |
12 | 2020 | Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective. (2020). Lafond, Fran̮̤ois ; Farmer, Doyne ; Pichler, Anton ; Mealy, Penny ; del Rio-Chanona, Maria R. In: Papers. RePEc:arx:papers:2004.06759. Full description at Econpapers || Download paper | 78 |
13 | 2014 | The 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. Full description at Econpapers || Download paper | 75 |
14 | 2013 | Inference on Counterfactual Distributions. (2013). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:0904.0951. Full description at Econpapers || Download paper | 68 |
15 | 2012 | Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. (2012). Vacha, Lukas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1201.4776. Full description at Econpapers || Download paper | 61 |
16 | 2019 | Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075. Full description at Econpapers || Download paper | 59 |
17 | 2008 | Multifractal detrended cross-correlation analysis for two nonstationary signals. (2008). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:0803.2773. Full description at Econpapers || Download paper | 58 |
18 | 2018 | On 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. Full description at Econpapers || Download paper | 58 |
19 | 2013 | Average and Quantile Effects in Nonseparable Panel Models. (2013). Hahn, Jinyong ; Fernandez-Val, Ivan ; Chernozhukov, Victor ; Newey, Whitney. In: Papers. RePEc:arx:papers:0904.1990. Full description at Econpapers || Download paper | 57 |
20 | 2015 | Arbitrage 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 | 52 |
21 | 2013 | Model-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 | 49 |
22 | 2018 | Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption. (2018). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1808.05293. Full description at Econpapers || Download paper | 48 |
23 | 2015 | The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, Jos̮̩ Luis ; Thurner, Stefan ; Seraf'in Mart'inez-Jaramillo, ; Jos'e Luis Molina-Borboa, ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1505.04276. Full description at Econpapers || Download paper | 47 |
24 | 2019 | Simple Local Polynomial Density Estimators. (2019). Jansson, Michael ; Cattaneo, Matias ; Ma, Xinwei. In: Papers. RePEc:arx:papers:1811.11512. Full description at Econpapers || Download paper | 46 |
25 | 2011 | The network of global corporate control. (2011). Vitali, Stefania ; Glattfelder, James ; battiston, stefano. In: Papers. RePEc:arx:papers:1107.5728. Full description at Econpapers || Download paper | 45 |
26 | 2019 | Sustainable Business Models: A Review. (2019). Chau, Kwokwing ; Rakotonirainy, Andry ; Zavadskas, Edmundas Kazimieras ; Shamshirband, Shahaboddin ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:1907.10052. Full description at Econpapers || Download paper | 45 |
27 | 2018 | Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, RafaÃ
â ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649. Full description at Econpapers || Download paper | 43 |
28 | 2014 | Should 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. Full description at Econpapers || Download paper | 43 |
29 | 2015 | Hawkes processes in finance. (2015). Bacry, Emmanuel ; Muzy, Jean-Franccois ; Mastromatteo, Iacopo. In: Papers. RePEc:arx:papers:1502.04592. Full description at Econpapers || Download paper | 43 |
30 | 2017 | Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498. Full description at Econpapers || Download paper | 43 |
31 | 2015 | What 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. Full description at Econpapers || Download paper | 43 |
32 | 2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184. Full description at Econpapers || Download paper | 42 |
33 | 2019 | ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects. (2019). Zylkin, Thomas ; Guimaraes, Paulo ; Correia, Sergio. In: Papers. RePEc:arx:papers:1903.01690. Full description at Econpapers || Download paper | 42 |
34 | 1999 | Scaling of the distribution of fluctuations of financial market indices. (1999). Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Meyer, Martin ; Luis A. Nunes Amaral, . In: Papers. RePEc:arx:papers:cond-mat/9905305. Full description at Econpapers || Download paper | 39 |
35 | 2014 | What You Should Know About Megaprojects, and Why: An Overview. (2014). Flyvbjerg, Bent. In: Papers. RePEc:arx:papers:1409.0003. Full description at Econpapers || Download paper | 38 |
36 | 2016 | Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian. In: Papers. RePEc:arx:papers:1509.01966. Full description at Econpapers || Download paper | 36 |
37 | 2017 | Double/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. Full description at Econpapers || Download paper | 36 |
38 | 2018 | DGM: A deep learning algorithm for solving partial differential equations. (2018). Spiliopoulos, Konstantinos ; Sirignano, Justin. In: Papers. RePEc:arx:papers:1708.07469. Full description at Econpapers || Download paper | 36 |
39 | 2018 | Measuring 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. Full description at Econpapers || Download paper | 36 |
40 | 2010 | Detrending moving average algorithm for multifractals. (2010). Gu, Gao-Feng ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1005.0877. Full description at Econpapers || Download paper | 36 |
41 | 2018 | Can 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. Full description at Econpapers || Download paper | 35 |
42 | 2017 | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. (2017). Liang, Jinjun ; Xu, Dixing ; Jiang, Zhengyao . In: Papers. RePEc:arx:papers:1706.10059. Full description at Econpapers || Download paper | 35 |
43 | 2017 | Pathways towards instability in financial networks. (2017). Caldarelli, Guido ; Bardoscia, Marco ; Battiston, Stefano ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1602.05883. Full description at Econpapers || Download paper | 35 |
44 | 2019 | Shift-Share Designs: Theory and Inference. (2019). Morales, Eduardo ; Koles, Michal ; Adao, Rodrigo. In: Papers. RePEc:arx:papers:1806.07928. Full description at Econpapers || Download paper | 35 |
45 | 1999 | Universal and non-universal properties of cross-correlations in financial time series. (1999). Rosenow, Bernd ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Luis A. Nunes Amaral, ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:cond-mat/9902283. Full description at Econpapers || Download paper | 34 |
46 | 2019 | An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365. Full description at Econpapers || Download paper | 34 |
47 | 2018 | Scaling 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. Full description at Econpapers || Download paper | 34 |
48 | 2020 | Pandemic, Shutdown and Consumer Spending: Lessons from Scandinavian Policy Responses to COVID-19. (2020). Sheridan, Adam ; Johannesen, Niels ; Hansen, Emil Toft ; Andersen, Asger Lau. In: Papers. RePEc:arx:papers:2005.04630. Full description at Econpapers || Download paper | 34 |
49 | 2020 | Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem. (2020). Molinari, Francesca ; Manski, Charles. In: Papers. RePEc:arx:papers:2004.06178. Full description at Econpapers || Download paper | 34 |
50 | 2010 | Optimal execution strategies in limit order books with general shape functions. (2010). Schied, Alexander ; Schulz, Antje ; Alfonsi, Aur'elien . In: Papers. RePEc:arx:papers:0708.1756. Full description at Econpapers || Download paper | 34 |
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2020 | Order on types based on monotone comparative statics. (2020). Kunimoto, Takashi ; Yamashita, Takuro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300776. Full description at Econpapers || Download paper | |
2020 | Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Optimal control of demand flexibility under real-time pricing for heating systems in buildings: A real-life demonstration. (2020). Zeiler, Wim ; Li, Rongling ; Finck, Christian. In: Applied Energy. RePEc:eee:appene:v:263:y:2020:i:c:s0306261920301835. Full description at Econpapers || Download paper | |
2020 | Impact of dynamic pricing on investment in renewables. (2020). Correia-da-Silva, Joao ; Fernandez, Raquel ; Soares, Isabel. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308021. Full description at Econpapers || Download paper | |
2020 | A comprehensive linear model for demand response optimization problem. (2020). , Joo ; Shafie-Khah, Miadreza ; Hamedani, Mohamad Esmail ; Heydarian-Forushani, Ehsan. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220315826. Full description at Econpapers || Download paper | |
2020 | Demand response, market design and risk: A literature review. (2020). Soares, Isabel ; Sousa, Joana. In: Utilities Policy. RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300783. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775. Full description at Econpapers || Download paper | |
2020 | Most Powerful Test against High Dimensional Free Alternatives. (2020). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-13. Full description at Econpapers || Download paper | |
2020 | An Instrumental Variable Approach to Dynamic Models. (2020). Berry, Steven ; Compiani, Giovanni. In: NBER Working Papers. RePEc:nbr:nberwo:27756. Full description at Econpapers || Download paper | |
2020 | An Instrumental Variable Approach to Dynamic Models. (2020). Compiani, Giovanni ; Berry, Steven T. In: Working Papers. RePEc:bfi:wpaper:2020-106. Full description at Econpapers || Download paper | |
2020 | Binary Outcomes and Linear Interactions. (2020). Boucher, Vincent ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-03031767. Full description at Econpapers || Download paper | |
2020 | Binary Outcomes and Linear Interactions. (2020). Bramoullé, Yann ; Boucher, Vincent ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:2038. Full description at Econpapers || Download paper | |
2020 | Structural Gravity and the Gains from Trade under Imperfect Competition. (2020). Heid, Benedikt ; Stahler, Frank. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8121. Full description at Econpapers || Download paper | |
2020 | Machine Learning in Gravity Models: An Application to Agricultural Trade. (2020). Gopinath, Munisamy ; Beckman, Jayson ; Batarseh, Feras A. In: NBER Working Papers. RePEc:nbr:nberwo:27151. Full description at Econpapers || Download paper | |
2020 | The trade effects of antidumping duties: Evidence from the 2004 EU enlargement. (2020). Sandkamp, Alexander-Nikolai. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030026x. Full description at Econpapers || Download paper | |
2020 | Constrained Poisson pseudo maximum likelihood estimation of structural gravity models. (2020). Pfaffermayr, Michael. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:188-198. Full description at Econpapers || Download paper | |
2020 | The Impact of the EAEU-Iran Preferential Trade Agreement. (2020). Ghodsi, Mohammad Mahdi ; Adarov, Amat. In: wiiw Working Papers. RePEc:wii:wpaper:179. Full description at Econpapers || Download paper | |
2020 | Labor Supply and Automation Innovation. (2020). Danzer, Alexander ; Feuerbaum, Carsten ; Gaessler, Fabian. In: IZA Discussion Papers. RePEc:iza:izadps:dp13429. Full description at Econpapers || Download paper | |
2020 | The Determinants and Effects of Social Connectedness in Europe. (2020). Stroebel, Johannes ; State, Bogdan ; Russel, Dominic ; Kuchler, Theresa ; Bailey, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8310. Full description at Econpapers || Download paper | |
2020 | Social Proximity to Capital: Implications for Investors and Firms. (2020). Zhou, Dexin ; Stroebel, Johannes ; Peng, Lin ; Li, Yan ; Kuchler, Theresa. In: NBER Working Papers. RePEc:nbr:nberwo:27299. Full description at Econpapers || Download paper | |
2020 | Grey Zones in Global Finance: the Distorted Geography of Cross-Border Investments. (2020). Vicard, Vincent ; Guillin, Amelie ; Delatte, Anne-Laure. In: Working Papers. RePEc:cii:cepidt:2020-07. Full description at Econpapers || Download paper | |
2020 | Does the GATT/WTO promote trade? After all, Rose was right. (2020). Esteve-P̮̩rez, Silviano ; Llorca-Vivero, Rafael ; Gil-Pareja, Salvador ; Esteve-Perez, Silviano. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:156:y:2020:i:2:d:10.1007_s10290-019-00367-w. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Rational Inattention and Migration Decisions. (2020). FernÃÆÃÆÃâández-Huertas Moraga, JesÃÆús ; FernÃÆández-Huertas Moraga, JesÃÆús ; Bertoli, Simone ; Fernández-Huertas Moraga, Jesús ; Guichard, Lucas ; Fernandez-HuertasMoraga, Jesus . In: IZA Discussion Papers. RePEc:iza:izadps:dp13083. Full description at Econpapers || Download paper | |
2020 | International Trade and Social Connectedness. (2020). Stroebel, Johannes ; Richmond, Robert J ; Kuchler, Theresa ; Hillenbrand, Sebastian ; Gupta, Abhinav ; Bailey, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26960. Full description at Econpapers || Download paper | |
2020 | Tourism and migration: Identifying the channels with gravity models. (2020). Santana-Gallego, Maria ; Paniagua, Jordi. In: Working Papers. RePEc:eec:wpaper:2004. Full description at Econpapers || Download paper | |
2020 | Did the Bologna Process Challenge the German Apprenticeship System? Evidence from a Natural Experiment. (2020). Thomsen, Stephan ; Trunzer, Johannes. In: IZA Discussion Papers. RePEc:iza:izadps:dp13806. Full description at Econpapers || Download paper | |
2020 | The Decision to Flee: Analyzing Gender-Specific Determinants of International Refugee Migration. (2020). Renner, Laura ; Schmid, Lena. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224596. Full description at Econpapers || Download paper | |
2020 | Asylum migration in OECD countries: In search of lost well-being. (2020). Picazo-Tadeo, Andres ; Paniagua, Jordi ; Peiro-Palomino, Jesus . In: Working Papers. RePEc:eec:wpaper:2008. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Close 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. Full description at Econpapers || Download paper | |
2020 | EMU and trade: A PPML reââ¬Âassessment with intraââ¬Ânational trade flows. (2020). Esteve-Pérez, Silviano ; Perez, Silviano Esteve ; Martinezserrano, Jose Antonio ; Llorcavivero, Rafael ; Gilpareja, Salvador ; Esteveperez, Silviano. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2574-2599. Full description at Econpapers || Download paper | |
2020 | Non-trade provisions in trade agreements and FDI. (2020). Di Ubaldo, Mattia ; Gasiorek, Michael. In: Working Paper Series. RePEc:sus:susewp:2120. Full description at Econpapers || Download paper | |
2020 | Infrastructure aid for resource trade? The crossroads of strategy and sustainable development. (2020). ROMOCEA TURCU, Camelia ; Rocha, Thas Nez ; Kruse, Handrik. In: Working Papers. RePEc:inf:wpaper:2020.06. Full description at Econpapers || Download paper | |
2020 | Bias and Consistency in Three-way Gravity Models. (2020). Zylkin, Thomas ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:1/20. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Scaling 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. Full description at Econpapers || Download paper | |
2020 | The convergence rate from discrete to continuous optimal investment stopping problem. (2020). Sun, Dingqian. In: Papers. RePEc:arx:papers:2004.14627. Full description at Econpapers || Download paper | |
2020 | Systems of ergodic BSDE arising in regime switching forward performance processes. (2018). Tang, Shanjian ; Liang, Gechun ; Hu, Ying. In: Papers. RePEc:arx:papers:1807.01816. Full description at Econpapers || Download paper | |
2020 | Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479. Full description at Econpapers || Download paper | |
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2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Too 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Dynamic Information Design with Diminishing Sensitivity Over News. (2019). He, Kevin ; Duraj, Jetlir. In: Papers. RePEc:arx:papers:1908.00084. Full description at Econpapers || Download paper | |
2020 | Cohomology 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. Full description at Econpapers || Download paper | |
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2020 | Corporate Governance and Firms Financial Performance in the United Kingdom. (2020). ausloos, marcel ; Kyere, Martin. In: Papers. RePEc:arx:papers:2008.04048. Full description at Econpapers || Download paper | |
2020 | Simple 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Demythifying 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisies ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102692. Full description at Econpapers || Download paper | |
2020 | Self-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. Full description at Econpapers || Download paper | |
2020 | Detecting 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. Full description at Econpapers || Download paper | |
2020 | Reinforcement-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. Full description at Econpapers || Download paper | |
2020 | Deep Learning for Financial Applications : A Survey. (2020). Sezer, Omer Berat ; Gudelek, Mehmet Ugur ; Ozbayoglu, Ahmet Murat. In: Papers. RePEc:arx:papers:2002.05786. Full description at Econpapers || Download paper | |
2020 | Comprehensive 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. Full description at Econpapers || Download paper | |
2020 | Time your hedge with Deep Reinforcement Learning. (2020). Mukhopadhyay, Abhishek ; Ungari, Sandrine ; Saltiel, David ; Benhamou, Eric. In: Papers. RePEc:arx:papers:2009.14136. Full description at Econpapers || Download paper | |
2020 | AAMDRL: 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. Full description at Econpapers || Download paper | |
2020 | Bridging 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. Full description at Econpapers || Download paper | |
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2020 | Corporate boards, interorganizational ties and profitability: The case of Japan. (2020). Takahashi, Hiroshi ; Raddant, Matthias. In: Economics Working Papers. RePEc:zbw:cauewp:202002. Full description at Econpapers || Download paper | |
2020 | Money 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. Full description at Econpapers || Download paper | |
2020 | The sustainability and the survivability of Kyotoâs traditional craft industry revealed from supplier-customer network. (2020). Schich, Maxmilian ; Kawai, Shuichi ; Ikeda, Yuichi ; Sato, Daisuke. In: PLOS ONE. RePEc:plo:pone00:0240618. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | A dynamic model of effort choice in high school. (2019). De Groote, Olivier. In: TSE Working Papers. RePEc:tse:wpaper:122897. Full description at Econpapers || Download paper | |
2020 | Common learning and cooperation in repeated games. (2020). Yamamoto, Yuichi ; Sugaya, Takuo. In: Theoretical Economics. RePEc:the:publsh:3820. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Causal 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. Full description at Econpapers || Download paper | |
2020 | Dynamics of market states and risk assessment. (2020). Seligman, Eduard ; Pharasi, Hirdesh K ; Sadhukhan, Suchetana. In: Papers. RePEc:arx:papers:2011.05984. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014. Full description at Econpapers || Download paper | |
2020 | Cross-Asset Information Synergy in Mutual Fund Families. (2020). Bai, Jennie ; Auh, Jun Kyung. In: NBER Working Papers. RePEc:nbr:nberwo:26626. Full description at Econpapers || Download paper | |
2020 | Banking crisis and bank supervisory accountability. (2020). Lskavyan, Vahe . In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300177. Full description at Econpapers || Download paper | |
2020 | Mechanics of good trade execution in the framework of linear temporary market impact. (2019). Brigo, Damiano ; Bellani, Claudio. In: Papers. RePEc:arx:papers:1909.10464. Full description at Econpapers || Download paper | |
2020 | Decentralized 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. Full description at Econpapers || Download paper | |
2020 | Decentralized 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. Full description at Econpapers || Download paper | |
2020 | Decentralized 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. Full description at Econpapers || Download paper | |
2020 | Local 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. Full description at Econpapers || Download paper | |
2020 | Decentralized 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Gender 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. Full description at Econpapers || Download paper | |
2020 | Can 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. Full description at Econpapers || Download paper | |
2020 | Agricultural 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. Full description at Econpapers || Download paper | |
2020 | Uncertainty, 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. Full description at Econpapers || Download paper | |
2020 | Towards 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. Full description at Econpapers || Download paper | |
2020 | Using 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. Full description at Econpapers || Download paper | |
2020 | Technology adoption, impact, and extension in developing countriesââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | Mothersââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | The Value of Information in Technology Adoption. (2020). Ushchev, Philip ; Zhang, Xin ; Zenou, Yves ; Islam, Asad. In: Working Paper Series. RePEc:hhs:iuiwop:1363. Full description at Econpapers || Download paper | |
2020 | Curbing 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. Full description at Econpapers || Download paper | |
2020 | Fostering 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. Full description at Econpapers || Download paper | |
2020 | Caste, 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. Full description at Econpapers || Download paper | |
2020 | Lead-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. Full description at Econpapers || Download paper | |
2020 | Using agriculture for development: Supply- and demand-side approaches. (2020). Sadoulet, E ; de Janvry, A. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt40x818wj. Full description at Econpapers || Download paper | |
2020 | Evolution 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. Full description at Econpapers || Download paper | |
2020 | Deep 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. Full description at Econpapers || Download paper | |
2020 | Same-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. Full description at Econpapers || Download paper | |
2020 | Same-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. Full description at Econpapers || Download paper | |
2020 | Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688. Full description at Econpapers || Download paper | |
2020 | Empirical Process Results for Exchangeable Arrays. (2019). D'Haultfoeuille, Xavier ; Guyonvarch, Yannick ; Davezies, Laurent. In: Papers. RePEc:arx:papers:1906.11293. Full description at Econpapers || Download paper | |
2020 | Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782. Full description at Econpapers || Download paper | |
2020 | Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06. Full description at Econpapers || Download paper | |
2020 | Multiway Cluster Robust Double/Debiased Machine Learning. (2019). Sasaki, Yuya ; Ma, Yukun ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:1909.03489. Full description at Econpapers || Download paper | |
2020 | Open-loop equilibrium reinsurance-investment strategy under meanââ¬âvariance 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. Full description at Econpapers || Download paper | |
2020 | Sources of U.S. Wealth Inequality: Past, Present, and Future. (2020). Smith, Anthony A ; Krusell, Per ; Hubmer, Joachim. In: NBER Chapters. RePEc:nbr:nberch:14486. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | EXISTENCE OF STATIONARY EQUILIBRIUM IN AN INCOMPLETEââ¬ÂMARKET MODEL WITH ENDOGENOUS LABOR SUPPLY. (2020). Zhu, Shenghao. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:3:p:1115-1138. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Tail 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. Full description at Econpapers || Download paper | |
2020 | Towards 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. Full description at Econpapers || Download paper | |
2020 | Average Density Estimators: Efficiency and Bootstrap Consistency. (2019). Jansson, Michael ; Cattaneo, Matias. In: Papers. RePEc:arx:papers:1904.09372. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. (2020). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:2002.02008. Full description at Econpapers || Download paper | |
2020 | Pricing commodity swing options. (2020). Sartorelli, Giulio ; Pallavicini, Andrea ; Nastasi, Emanuele ; Daluiso, Roberto. In: Papers. RePEc:arx:papers:2001.08906. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Estimation 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. Full description at Econpapers || Download paper | |
2020 | A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers || Download paper | |
2020 | Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730. Full description at Econpapers || Download paper | |
2020 | Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466. Full description at Econpapers || Download paper | |
2020 | Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Meanââ¬Âfield 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. Full description at Econpapers || Download paper | |
2020 | Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655. Full description at Econpapers || Download paper | |
2020 | Asset 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. Full description at Econpapers || Download paper | |
2020 | An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625. Full description at Econpapers || Download paper | |
2020 | General 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. Full description at Econpapers || Download paper | |
2020 | Efficient Covariate Balancing for the Local Average Treatment Effect. (2020). Heiler, Phillip. In: Papers. RePEc:arx:papers:2007.04346. Full description at Econpapers || Download paper | |
2020 | Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding. (2019). Zimmert, Michael. In: Papers. RePEc:arx:papers:1809.01643. Full description at Econpapers || Download paper | |
2020 | The Augmented Synthetic Control Method. (2018). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1811.04170. Full description at Econpapers || Download paper | |
2020 | Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2020:04. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373. Full description at Econpapers || Download paper | |
2020 | Direct and stable weight adjustment in nonââ¬Âexperimental studies with multivalued treatments: analysis of the effect of an earthquake on postââ¬Âtraumatic 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. Full description at Econpapers || Download paper | |
2020 | Returns to higher education and dropouts: A double machine learning approach. (2020). McNamara, Sarah. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20084. Full description at Econpapers || Download paper | |
2020 | Reweighted nonparametric likelihood inference for linear functionals. (2020). Otsu, Taisuke ; Adusumilli, Karun ; Qiu, Chen. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:614. Full description at Econpapers || Download paper | |
2020 | Averaging causal estimators in high dimensions. (2020). Matthew, Cefalu ; Joseph, Antonelli. In: Journal of Causal Inference. RePEc:bpj:causin:v:8:y:2020:i:1:p:92-107:n:8. Full description at Econpapers || Download paper | |
2020 | Decentralization Estimators for Instrumental Variable Quantile Regression Models. (2019). WÃÆüthrich, Kaspar ; Kaido, Hiroaki ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10925. Full description at Econpapers || Download paper | |
2020 | Varying Random Coefficient Models. (2019). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110. Full description at Econpapers || Download paper | |
2020 | Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2005.12593. Full description at Econpapers || Download paper | |
2020 | Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-02619589. Full description at Econpapers || Download paper | |
2020 | Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067. Full description at Econpapers || Download paper | |
2020 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: Papers. RePEc:arx:papers:1911.11501. Full description at Econpapers || Download paper | |
2020 | Deep 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Probabilistic 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. Full description at Econpapers || Download paper | |
2020 | Building arbitrage-free implied volatility: Sinkhorns algorithm and variants. (2019). Henry-Labordere, Pierre ; de March, Hadrien. In: Papers. RePEc:arx:papers:1902.04456. Full description at Econpapers || Download paper | |
2020 | Robust 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. Full description at Econpapers || Download paper | |
2020 | Optimal semi-static hedging in illiquid markets. (2020). Rakwongwan, Udomsak ; Pennanen, Teemu. In: Papers. RePEc:arx:papers:2008.01463. Full description at Econpapers || Download paper | |
2020 | Inversion of convex ordering in the VIX market. (2020). Guyon, Julien. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:10:p:1597-1623. Full description at Econpapers || Download paper | |
2020 | A Note on Adverse Selection and Bounded Rationality. (2020). Yamashita, Takuro ; Murooka, Takeshi. In: OSIPP Discussion Paper. RePEc:osp:wpaper:20e002. Full description at Econpapers || Download paper | |
2020 | Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Vioglio, Simone Cerreia . In: Working Papers. RePEc:igi:igierp:668. Full description at Econpapers || Download paper | |
2020 | Payoff Information and Learning in Signaling Games. (2019). He, Kevin ; Fudenberg, Drew. In: Papers. RePEc:arx:papers:1709.01024. Full description at Econpapers || Download paper | |
2020 | Procrastination and Learning about Self-Control. (2020). Murooka, Takeshi ; Bro, Else Gry. In: OSIPP Discussion Paper. RePEc:osp:wpaper:20e001. Full description at Econpapers || Download paper | |
2020 | Adapted 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Precise asymptotics: robust stochastic volatility models. (2018). Pigato, Paolo ; Gassiat, Paul ; Friz, Peter K. In: Papers. RePEc:arx:papers:1811.00267. Full description at Econpapers || Download paper | |
2020 | Volatility has to be rough. (2020). Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:2002.09215. Full description at Econpapers || Download paper | |
2020 | A decomposition formula for fractional Heston jump diffusion models. (2020). Ortiz-Latorre, Salvador ; Lagunas-Merino, Marc. In: Papers. RePEc:arx:papers:2007.14328. Full description at Econpapers || Download paper | |
2020 | Income 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. Full description at Econpapers || Download paper | |
2020 | Latent Dirichlet Analysis of Categorical Survey Responses. (2019). Ng, Serena ; Munro, Evan. In: Papers. RePEc:arx:papers:1910.04883. Full description at Econpapers || Download paper | |
2020 | Measuring Commuting and Economic Activity inside Cities with Cell Phone Records. (2020). Miyauchi, Yuhei ; Kreindler, Gabriel E. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-006. Full description at Econpapers || Download paper | |
2020 | Coronavirus: Case for Digital Money?. (2020). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2005.10154. Full description at Econpapers || Download paper | |
2020 | Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632. Full description at Econpapers || Download paper | |
2020 | Pathwise 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. Full description at Econpapers || Download paper | |
2020 | Market 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. Full description at Econpapers || Download paper | |
2020 | Detection of volatility regime-switching for crude oil price modeling and forecasting. (2020). TAGHIZADEH-HESARY, Farhad ; Zhang, Jijian ; Sun, Huaping ; Liu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719306439. Full description at Econpapers || Download paper | |
2020 | Nash 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. Full description at Econpapers || Download paper | |
2020 | Nash Equilibria in Optimal Reinsurance Bargaining. (2019). Anthropelos, Michail ; Boonen, Tim J. In: Papers. RePEc:arx:papers:1909.01739. Full description at Econpapers || Download paper | |
2020 | Networks 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. Full description at Econpapers || Download paper | |
2020 | What 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. Full description at Econpapers || Download paper | |
2020 | Micro-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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | QuantNet: 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. Full description at Econpapers || Download paper | |
2020 | General 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. Full description at Econpapers || Download paper | |
2020 | Rough 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. Full description at Econpapers || Download paper | |
2020 | Digital 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. Full description at Econpapers || Download paper | |
2020 | Capital 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. Full description at Econpapers || Download paper | |
2020 | Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066. Full description at Econpapers || Download paper | |
2020 | Distress 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Stability of martingale optimal transport and weak optimal transport. (2019). Pammer, Gudmund ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1904.04171. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Linear 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. Full description at Econpapers || Download paper | |
2020 | Markov 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. Full description at Econpapers || Download paper | |
2020 | Jacobi 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | DeepFolio: 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. Full description at Econpapers || Download paper | |
2020 | DeepLOB: Deep Convolutional Neural Networks for Limit Order Books. (2019). Roberts, Stephen ; Zohren, Stefan ; Zhang, Zihao. In: Papers. RePEc:arx:papers:1808.03668. Full description at Econpapers || Download paper | |
2020 | Enhancing Time Series Momentum Strategies Using Deep Neural Networks. (2019). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:1904.04912. Full description at Econpapers || Download paper | |
2020 | Bounds on Multi-asset Derivatives via Neural Networks. (2019). Bernard, Carole ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:1911.05523. Full description at Econpapers || Download paper | |
2020 | Ascertaining 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. Full description at Econpapers || Download paper | |
2020 | Comparison 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421. Full description at Econpapers || Download paper | |
2020 | Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application. (2019). Lindensjo, Kristoffer ; Christensen, Soren. In: Papers. RePEc:arx:papers:1909.11921. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | News 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. Full description at Econpapers || Download paper | |
2020 | Relevant 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. Full description at Econpapers || Download paper | |
2020 | Detection 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. Full description at Econpapers || Download paper | |
2020 | Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:103812. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8. Full description at Econpapers || Download paper | |
2020 | Complexity 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. Full description at Econpapers || Download paper | |
2020 | Network effects in default clustering for large systems. (2019). Yang, Jia ; Spiliopoulos, Konstantinos. In: Papers. RePEc:arx:papers:1812.07645. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Big 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. Full description at Econpapers || Download paper | |
2020 | Transfer 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. Full description at Econpapers || Download paper | |
2020 | An overall view of key problems in algorithmic trading and recent progress. (2020). Karpe, Michael. In: Papers. RePEc:arx:papers:2006.05515. Full description at Econpapers || Download paper | |
2020 | High- 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. Full description at Econpapers || Download paper | |
2020 | Optimal market making with persistent order flow. (2020). Jusselin, Paul. In: Papers. RePEc:arx:papers:2003.05958. Full description at Econpapers || Download paper | |
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2020 | Old Problems, Classical Methods, New Solutions. (2020). Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.06903. Full description at Econpapers || Download paper | |
2020 | A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502. Full description at Econpapers || Download paper | |
2020 | Semi-closed form prices of barrier options in the Hull-White model. (2020). Muravey, Dmitry ; Itkin, Andrey. In: Papers. RePEc:arx:papers:2004.09591. Full description at Econpapers || Download paper | |
2020 | Mean-variance portfolio selection under Volterra Heston model. (2019). Wong, Hoi Ying ; Han, Bingyan. In: Papers. RePEc:arx:papers:1904.12442. Full description at Econpapers || Download paper | |
2020 | Leakage 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Specialization in food production, global food security and sustainability. (2020). Campi, Mercedes ; Dueas, Marco ; Fagiolo, Giorgio. In: Working papers. RePEc:rie:riecdt:30. Full description at Econpapers || Download paper | |
2020 | Specialization in food production, global food security and sustainability. (2020). Duenas, Marco ; Campi, Mercedes ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/05. Full description at Econpapers || Download paper | |
2020 | Institutions and Chinas comparative development. (2020). Minard, Paul. In: Papers. RePEc:arx:papers:2001.02804. Full description at Econpapers || Download paper | |
2020 | Ideology 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. Full description at Econpapers || Download paper | |
2020 | Siblings 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. Full description at Econpapers || Download paper | |
2020 | Child development and obesity prevention: evidence from the Chilean School Meals Program. (2020). Caro, Juan Carlos. In: MPRA Paper. RePEc:pra:mprapa:98865. Full description at Econpapers || Download paper | |
2020 | Parental investments, socioemotional development and nutritional health in Chile. (2020). Caro, Juan Carlos. In: MPRA Paper. RePEc:pra:mprapa:98867. Full description at Econpapers || Download paper | |
2020 | School 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. Full description at Econpapers || Download paper | |
2020 | Federalism, 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Womb 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. Full description at Econpapers || Download paper | |
2020 | Applying 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. Full description at Econpapers || Download paper | |
2020 | English 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. Full description at Econpapers || Download paper | |
2020 | Algorithms 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. Full description at Econpapers || Download paper | |
2020 | Ordering 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Explicit 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. Full description at Econpapers || Download paper | |
2020 | Unpaired Kidney Exchange: Overcoming Double Coincidence of Wants without Money. (2020). tercieux, olivier ; Shimer, Robert ; Hiller, Victor ; HE, Yinghua ; Combe, Julien ; Akbarpour, Mohammad. In: NBER Working Papers. RePEc:nbr:nberwo:27765. Full description at Econpapers || Download paper | |
2020 | Unpaired Kidney Exchange: Overcoming Double Coincidence of Wants without Money. (2020). Shimer, Robert ; HE, YingHua ; Tercieux, Olivier ; Hiller, Victor ; Combe, Julien ; Akbarpour, Mohammad. In: Working Papers. RePEc:bfi:wpaper:2020-126. Full description at Econpapers || Download paper | |
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2020 | Using 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. Full description at Econpapers || Download paper | |
2020 | How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763. Full description at Econpapers || Download paper | |
2020 | Hypothesis 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. Full description at Econpapers || Download paper | |
2020 | Mean Field Exponential Utility Game: A Probabilistic Approach. (2020). Zhou, Chao ; Su, Xizhi ; Fu, Guanxing. In: Papers. RePEc:arx:papers:2006.07684. Full description at Econpapers || Download paper | |
2020 | Rational 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. Full description at Econpapers || Download paper | |
2020 | A New Indicator of Bank Funding Cost. (2020). Sahuc, Jean-Guillaume ; Mojon, Benoit ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:854. Full description at Econpapers || Download paper | |
2020 | Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot. (2020). Uyanñk, Metin ; Khan, Ali M ; Uyanik, Metin. In: Papers. RePEc:arx:papers:2007.01952. Full description at Econpapers || Download paper | |
2020 | Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620. Full description at Econpapers || Download paper | |
2020 | Solving path dependent PDEs with LSTM networks and path signatures. (2020). Szpruch, Lukasz ; Vsivska, David ; Sabate-Vidales, Marc. In: Papers. RePEc:arx:papers:2011.10630. Full description at Econpapers || Download paper | |
2020 | Tensoring volatility calibration. (2020). Ruiz, Ignacio ; Zeron, Mariano. In: Papers. RePEc:arx:papers:2012.07440. Full description at Econpapers || Download paper | |
2020 | Continuous-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. Full description at Econpapers || Download paper | |
2020 | Investing 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Multivariate 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. Full description at Econpapers || Download paper | |
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2020 | Training 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. Full description at Econpapers || Download paper | |
2020 | Transparencia 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. Full description at Econpapers || Download paper | |
2020 | Off-Policy Optimization of Portfolio Allocation Policies under Constraints. (2020). Tulabandhula, Theja ; Bandi, Nymisha. In: Papers. RePEc:arx:papers:2012.11715. Full description at Econpapers || Download paper | |
2020 | High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478. Full description at Econpapers || Download paper | |
2020 | Transfer 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. Full description at Econpapers || Download paper | |
2020 | Research 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. Full description at Econpapers || Download paper | |
2020 | Diffusion 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Measuring Differences in Stochastic Network Structure. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.11117. Full description at Econpapers || Download paper | |
2020 | Firm productivity, wages, and sorting. (2004). Schulz, Bastian ; Lochner, Benjamin. In: IAB Discussion Paper. RePEc:iab:iabdpa:202004. Full description at Econpapers || Download paper | |
2020 | Employer Policies and the Immigrant-Native Earnings Gap. (2020). Dostie, Benoit ; Card, David ; Parent, Daniel ; Li, Jiang. In: IZA Discussion Papers. RePEc:iza:izadps:dp13245. Full description at Econpapers || Download paper | |
2020 | Employer Policies and the Immigrant-Native Earnings Gap. (2020). Parent, Daniel ; Li, Jiang ; Dostie, Benoit ; Card, David. In: NBER Working Papers. RePEc:nbr:nberwo:27096. Full description at Econpapers || Download paper | |
2020 | Employer 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data. (2020). JÃÆäger, Simon ; Schoefer, Benjamin ; Plotkin, Pascuel ; Jager, Simon ; Drenik, Andres. In: IZA Discussion Papers. RePEc:iza:izadps:dp13076. Full description at Econpapers || Download paper | |
2020 | Paying Outsourced Labor: Direct Evidence from Linked Temp Agency-Worker-Client Data. (2020). JÃÆäger, Simon ; Schoefer, Benjamin ; Plotkin, Miguel Pascuel ; Jager, Simon ; Drenik, Andres. In: NBER Working Papers. RePEc:nbr:nberwo:26891. Full description at Econpapers || Download paper | |
2020 | Paying 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | How Much Should we Trust Estimates of Firm Effects and Worker Sorting?. (2020). Mogstad, Magne ; Bonhomme, St̮̩phane ; Setzler, Bradley ; Manresa, Elena ; Lamadon, Thibaut ; Holzheu, Kerstin. In: NBER Working Papers. RePEc:nbr:nberwo:27368. Full description at Econpapers || Download paper | |
2020 | It 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. Full description at Econpapers || Download paper | |
2020 | Agriculture 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Predicting 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. Full description at Econpapers || Download paper | |
2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
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2020 | Aid for Trade flows and Poverty Reduction in Recipient-Countries. (2020). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:213807. Full description at Econpapers || Download paper | |
2020 | Why 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. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Variety 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. Full description at Econpapers || Download paper | |
2020 | Deindustrialization, economic complexity and exchange rate overvaluation: the case of Brazil (1998-2017). (2020). Oreiro, José LuÃÂs ; Gala, Paulo ; Manarin, Luciano Luiz. In: PSL Quarterly Review. RePEc:psl:pslqrr:2020:43. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804. Full description at Econpapers || Download paper | |
2020 | Term 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Diversification 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. Full description at Econpapers || Download paper | |
2020 | sivqr: Smoothed IV quantile regression. (2020). Kaplan, David. In: Working Papers. RePEc:umc:wpaper:2009. Full description at Econpapers || Download paper | |
2020 | Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387. Full description at Econpapers || Download paper | |
2020 | On the Informativeness of Descriptive Statistics for Structural Estimates. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: Working Papers. RePEc:bro:econwp:2020-06. Full description at Econpapers || Download paper | |
2020 | Minimizing Sensitivity to Model Misspecification. (2020). Weidner, Martin ; Bonhomme, Stephane. In: CeMMAP working papers. RePEc:ifs:cemmap:37/20. Full description at Econpapers || Download paper | |
2020 | Continuity of Utility Maximization under Weak Convergence. (2019). Bayraktar, Erhan ; Guo, Jia ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1811.01420. Full description at Econpapers || Download paper | |
2020 | Stochastic stability of agglomeration patterns in an urban retail model. (2020). Akamatsu, Takashi ; Osawa, Minoru ; Kogure, Yosuke. In: Papers. RePEc:arx:papers:2011.06778. Full description at Econpapers || Download paper | |
2020 | Infinite 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. Full description at Econpapers || Download paper | |
2020 | Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, RafaÃ
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2020 | PCA 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. Full description at Econpapers || Download paper | |
2020 | Beating the Naïveââ¬âCombining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, RafaÃ
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2020 | Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, RafaÃ
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2020 | Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2020 | Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, RafaÃ
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2020 | Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, RafaÃ
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2020 | Comparing 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. Full description at Econpapers || Download paper | |
2020 | Econometric 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. Full description at Econpapers || Download paper | |
2020 | Research 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. Full description at Econpapers || Download paper | |
2020 | Probabilistic 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Ensemble 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. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2020 | A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data. (2020). Zhao, QI. In: Papers. RePEc:arx:papers:2010.07404. Full description at Econpapers || Download paper | |
2020 | Industrial Topics in Urban Labor System. (2020). Youn, Hyejin ; Sun, Lijun ; Frank, Morgan R ; Park, Jaehyuk. In: Papers. RePEc:arx:papers:2009.09799. Full description at Econpapers || Download paper | |
2020 | GLOBAL CONNECTIONS AND THE STRUCTURE OF SKILLS IN LOCAL CO-WORKER NETWORKS. (2020). Lengyel, BalÃÆázs ; Hannak, Aniko ; Chihaya, Guilherme Kenji ; Lrincz, Laszlo ; Eriksson, Rikard ; Takacs, David . In: CERS-IE WORKING PAPERS. RePEc:has:discpr:2034. Full description at Econpapers || Download paper | |
2020 | Assessing 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. Full description at Econpapers || Download paper | |
2020 | Complex economic activities concentrate in large cities. (2020). Hidalgo, Cesar A ; Rigby, David ; Steijn, Mathieu ; Petralia, Sergio ; Jara-Figueroa, Cristian ; Balland, Pierre-Alexandre. In: Post-Print. RePEc:hal:journl:hal-03058602. Full description at Econpapers || Download paper | |
2020 | Contingent 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. Full description at Econpapers || Download paper | |
2020 | Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598. Full description at Econpapers || Download paper | |
2020 | Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984. Full description at Econpapers || Download paper | |
2020 | Monetary policy transmission and income inequality in Sub-Saharan Africa. (2020). Ahiadorme, Johnson. In: MPRA Paper. RePEc:pra:mprapa:104084. Full description at Econpapers || Download paper | |
2020 | Productivity Evaluation for Banking System in Developing Countries: DEA Malmquist Productivity Index Based on CCR, BCC, CCR-BCC (A Case Study). (2020). Khaksar, Mitra ; Ali, Mir Mohammad. In: Post-Print. RePEc:hal:journl:hal-03221338. Full description at Econpapers || Download paper | |
2020 | Market 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. Full description at Econpapers || Download paper | |
2020 | Machine 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. Full description at Econpapers || Download paper | |
2020 | Deep learning Profit & Loss. (2020). Bormetti, Giacomo ; Cocco, Flavio ; Rossi, Pietro. In: Papers. RePEc:arx:papers:2006.09955. Full description at Econpapers || Download paper | |
2020 | Strong convergence rates for Markovian representations of fractional Brownian motion. (2019). Harms, Philipp. In: Papers. RePEc:arx:papers:1902.01471. Full description at Econpapers || Download paper | |
2020 | ROBUST MATHEMATICAL FORMULATION AND PROBABILISTIC DESCRIPTION OF AGENT-BASED COMPUTATIONAL ECONOMIC MARKET MODELS. (2020). Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:23:y:2020:i:06:n:s0219525920500174. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | ON DISTRIBUTIONS OF EXPONENTIAL FUNCTIONALS OF THE PROCESSES WITH INDEPENDENT INCREMENTS. (2018). Vostrikova, Lioudmila. In: Working Papers. RePEc:hal:wpaper:hal-01725776. Full description at Econpapers || Download paper | |
2020 | Revisiting 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. Full description at Econpapers || Download paper | |
2020 | Loss-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. Full description at Econpapers || Download paper | |
2020 | Dynamic sensitivities and Initial Margin via Chebyshev Tensors. (2020). Ruiz, Ignacio ; Zeron, Mariano. In: Papers. RePEc:arx:papers:2011.04544. Full description at Econpapers || Download paper | |
2020 | Relational Communication. (2019). Li, Hongyi ; Kolotilin, Anton. In: Papers. RePEc:arx:papers:1901.05645. Full description at Econpapers || Download paper | |
2020 | Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing. (2020). Mathys, Ludovic ; Farkas, Walter. In: Papers. RePEc:arx:papers:2002.09911. Full description at Econpapers || Download paper | |
2020 | Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity. (2020). Tchuente, Guy ; Klein, Alexander. In: Papers. RePEc:arx:papers:2009.06570. Full description at Econpapers || Download paper | |
2020 | Peer effects and endogenous social interactions. (2020). Jochmans, Koen. In: Papers. RePEc:arx:papers:2008.07886. Full description at Econpapers || Download paper | |
2020 | Testing for the appropriate level of clustering in linear regression models. (2020). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1428. Full description at Econpapers || Download paper | |
2020 | Bessel-like birthââ¬âdeath process. (2020). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317595. Full description at Econpapers || Download paper | |
2020 | The impact of Nord Stream 2 on the European gas market bargaining positions. (2020). Sziklai, BalÃÆázs ; KÃÆóczy, LÃÆászlÃÆó ; Koczy, Laszloa ; Csercsik, David. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520304201. Full description at Econpapers || Download paper | |
2020 | Assessing 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. Full description at Econpapers || Download paper | |
2020 | Sustainable 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. Full description at Econpapers || Download paper | |
2020 | Volatility model calibration with neural networks a comparison between direct and indirect methods. (2020). Dimitroff, Georgi ; Roeder, Dirk. In: Papers. RePEc:arx:papers:2007.03494. Full description at Econpapers || Download paper | |
2020 | Differential Machine Learning. (2020). Savine, Antoine ; Huge, Brian . In: Papers. RePEc:arx:papers:2005.02347. Full description at Econpapers || Download paper | |
2020 | Inversion-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. Full description at Econpapers || Download paper | |
2020 | Potential 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. Full description at Econpapers || Download paper | |
2020 | Endogenous Liquidity Crises. (2020). Benzaquen, Michael ; Bouchaud, Jean-Philippe ; Fosset, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-02567495. Full description at Econpapers || Download paper | |
2020 | Risk-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. Full description at Econpapers || Download paper | |
2020 | Robust 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. Full description at Econpapers || Download paper | |
2020 | Cost-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. Full description at Econpapers || Download paper | |
2020 | Improving 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. Full description at Econpapers || Download paper | |
2020 | A spatial-temporal analysis of the effects of householdsââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | A Spatial-Temporal Analysis of the Effects of Householdsââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | Analysis of Randomized Experiments with Network Interference and Noncompliance. (2020). Kim, Bora. In: Papers. RePEc:arx:papers:2012.13710. Full description at Econpapers || Download paper | |
2020 | Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1912.07445. Full description at Econpapers || Download paper | |
2020 | Markovian 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02412741. Full description at Econpapers || Download paper | |
2020 | Markovian 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. Full description at Econpapers || Download paper | |
2020 | Brexit 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Heterogén 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Riding 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. Full description at Econpapers || Download paper | |
2020 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations. (2020). Grau, Cyprien. In: Working Papers. RePEc:hal:wpaper:hal-02894497. Full description at Econpapers || Download paper | |
2020 | Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103. Full description at Econpapers || Download paper | |
2020 | Derivation 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. Full description at Econpapers || Download paper | |
2020 | Research on the Effects of Information Description on Crowdfunding Success within a Sustainable Economyââ¬âThe 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. Full description at Econpapers || Download paper | |
2020 | Sharing Economy and Government. (2020). Lee, Sang Hyun ; Hong, Sounman. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:177-:d:455842. Full description at Econpapers || Download paper | |
2020 | A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249. Full description at Econpapers || Download paper | |
2020 | Multilevel 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. Full description at Econpapers || Download paper | |
2020 | Multilevel Monte-Carlo methods and lower-upper bounds in Initial Margin computations. (2020). Bourgey, F ; Zhou, Alexandre ; Gobet, Emmanuel ; de Marco, S. In: Post-Print. RePEc:hal:journl:hal-02430430. Full description at Econpapers || Download paper | |
2020 | Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers || Download paper | |
2020 | Reconstructing 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. Full description at Econpapers || Download paper | |
2020 | Backtesting macroprudential stress tests. (2020). Caccioli, Fabio ; Fricke, Daniel ; Ramadiah, Amanah. In: Discussion Papers. RePEc:zbw:bubdps:452020. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Large 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. Full description at Econpapers || Download paper | |
2020 | Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness. (2020). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:2002.05143. Full description at Econpapers || Download paper | |
2020 | Large and moderate deviations for stochastic Volterra systems. (2020). Pannier, Alexandre ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2004.10571. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Gaussian 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. Full description at Econpapers || Download paper | |
2020 | Horizon-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. Full description at Econpapers || Download paper | |
2020 | Payoff 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. Full description at Econpapers || Download paper | |
2020 | Orthogonal Statistical Learning. (2019). Syrgkanis, Vasilis ; Foster, Dylan J. In: Papers. RePEc:arx:papers:1901.09036. Full description at Econpapers || Download paper | |
2020 | Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Kubler, Jonas ; Jitkrittum, Wittawat ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:2002.09225. Full description at Econpapers || Download paper | |
2020 | Robust Causal Inference Under Covariate Shift via Worst-Case Subpopulation Treatment Effects. (2020). Namkoong, Hongseok ; Jeong, Sookyo. In: Papers. RePEc:arx:papers:2007.02411. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x. Full description at Econpapers || Download paper | |
2020 | The Multiplicative Chaos of $H=0$ Fractional Brownian Fields. (2020). Neuman, Eyal ; Hager, Paul. In: Papers. RePEc:arx:papers:2008.01385. Full description at Econpapers || Download paper | |
2020 | Nonparametric 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. Full description at Econpapers || Download paper | |
2020 | Log-optimal portfolio and num\eraire portfolio under random horizon. (2018). Yansori, Sina ; Choulli, Tahir. In: Papers. RePEc:arx:papers:1810.12762. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Self-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. Full description at Econpapers || Download paper | |
2020 | Predicting 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. Full description at Econpapers || Download paper | |
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2020 | Sparse Covariance Estimation in Logit Mixture Models. (2020). Ben-Akiva, Moshe ; Xie, Yifei ; Danaf, Mazen ; Aboutaleb, Youssef M. In: Papers. RePEc:arx:papers:2001.05034. Full description at Econpapers || Download paper | |
2020 | Logit 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. Full description at Econpapers || Download paper | |
2020 | Affine 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. Full description at Econpapers || Download paper | |
2020 | Technological interdependencies predict innovation dynamics. (2020). Lafond, Fran̮̤ois ; Farmer, Doyne J ; Pichler, Anton. In: Papers. RePEc:arx:papers:2003.00580. Full description at Econpapers || Download paper | |
2020 | Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | A Continuous-Time Model of Self-Protection. (2020). Santibaez, Nicolas Hernandez ; Bensalem, Sarah ; Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-02974961. Full description at Econpapers || Download paper | |
2020 | On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets. (2018). Meireles-Rodrigues, Andrea. In: Papers. RePEc:arx:papers:1801.06860. Full description at Econpapers || Download paper | |
2020 | Conditional nonlinear expectations. (2020). Bartl, Daniel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:785-805. Full description at Econpapers || Download paper | |
2020 | Robust Arbitrage Conditions for Financial Markets. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2004.09432. Full description at Econpapers || Download paper | |
2020 | No-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. Full description at Econpapers || Download paper | |
2020 | Utility 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. Full description at Econpapers || Download paper | |
2020 | In-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. Full description at Econpapers || Download paper | |
2020 | Delta 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. Full description at Econpapers || Download paper | |
2020 | Towards Explainability of Machine Learning Models in Insurance Pricing. (2020). Lupton, Daniel ; Kuo, Kevin. In: Papers. RePEc:arx:papers:2003.10674. Full description at Econpapers || Download paper | |
2020 | Neural 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. Full description at Econpapers || Download paper | |
2020 | BRANCHING 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. Full description at Econpapers || Download paper | |
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2020 | Statistical arbitrage of coherent risk measures. (2019). Brigo, Damiano ; Armstrong, John. In: Papers. RePEc:arx:papers:1902.10015. Full description at Econpapers || Download paper | |
2020 | Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection. (2019). Upadhye, Neelesh S ; Sen, Rituparna ; Sikaria, Shubhangi. In: Papers. RePEc:arx:papers:1911.07526. Full description at Econpapers || Download paper | |
2020 | Discrete-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. Full description at Econpapers || Download paper | |
2020 | Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom. In: Papers. RePEc:arx:papers:1909.01121. Full description at Econpapers || Download paper | |
2020 | Robust consumptionââ¬Âinvestment problem under CRRA and CARA utilities with timeââ¬Âvarying confidence sets. (2020). Ma, Ming ; Liang, Zongxia. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1035-1072. Full description at Econpapers || Download paper | |
2020 | Convergence 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. Full description at Econpapers || Download paper | |
2020 | Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602. Full description at Econpapers || Download paper | |
2020 | Surplus-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. Full description at Econpapers || Download paper | |
2020 | Response 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. Full description at Econpapers || Download paper | |
2020 | Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794. Full description at Econpapers || Download paper | |
2020 | Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950. Full description at Econpapers || Download paper | |
2020 | Hierarchical 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. Full description at Econpapers || Download paper | |
2020 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | Statistical 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Bayesian Quantile-Based Portfolio Selection. (2020). Lindholm, Mathias ; Bodnar, Taras ; Thors, Erik ; Niklasson, Vilhelm. In: Papers. RePEc:arx:papers:2012.01819. Full description at Econpapers || Download paper | |
2020 | Singular conditional autoregressive Wishart model for realized covariance matrices. (2020). Tyrcha, Joanna ; Javed, Farrukh ; Bodnar, Taras ; Alfelt, Gustav. In: Working Papers. RePEc:hhs:oruesi:2021_001. Full description at Econpapers || Download paper | |
2020 | An unsupervised deep learning approach in solving partial-integro differential equations. (2020). Fu, Weilong ; Hirsa, Ali. In: Papers. RePEc:arx:papers:2006.15012. Full description at Econpapers || Download paper | |
2020 | An approximate solution for options market-making in high dimension. (2020). Manziuk, Iuliia ; Derchu, Joffrey ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2009.00907. Full description at Econpapers || Download paper | |
2020 | Applications 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. Full description at Econpapers || Download paper | |
2020 | PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations. (2020). Zhang, Zhaoyu ; Saporito, Yuri F. In: Papers. RePEc:arx:papers:2003.02035. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | The Deep Parametric PDE Method: Application to Option Pricing. (2020). Wunderlich, Linus ; Glau, Kathrin. In: Papers. RePEc:arx:papers:2012.06211. Full description at Econpapers || Download paper | |
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2020 | The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda. (2020). Karaca, Burak Ceyhun ; Bjorkegren, Daniel. In: Papers. RePEc:arx:papers:2002.05791. Full description at Econpapers || Download paper | |
2020 | Managing 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Double 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | On the optimality of joint periodic and extraordinary dividend strategies. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2006.00717. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | The Lelandââ¬âToft 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. Full description at Econpapers || Download paper | |
2020 | Indirect Inference for Locally Stationary Models. (2020). Koo, Bonsoo ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-30. Full description at Econpapers || Download paper | |
2020 | Green 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. Full description at Econpapers || Download paper | |
2020 | Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives. (2019). Loeper, Gregoire ; Guo, Ivan. In: Papers. RePEc:arx:papers:1812.03526. Full description at Econpapers || Download paper | |
2020 | Levelling 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1158. Full description at Econpapers || Download paper | |
2020 | Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Savage for dummies and experts. (2020). Wakker, Peter ; Abdellaoui, Mohammed. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300016. Full description at Econpapers || Download paper | |
2020 | Multiscale 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. Full description at Econpapers || Download paper | |
2020 | Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andr̮̩s ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | International 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. Full description at Econpapers || Download paper | |
2020 | Reconciling Empirics and Theory: The Behavioral Hybrid New Keynesian Model. (2020). Jaimes, Richard ; Gallegos, Jose Elias ; Jos, Atahan Afsar ; Gomez, Edgar Silgado. In: Vniversitas Económica. RePEc:col:000416:018560. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries. (2020). Mogstad, Magne ; Shaikh, Azeem M ; Wilhelm, Daniel ; Romano, Joseph P. In: CeMMAP working papers. RePEc:ifs:cemmap:10/20. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos . In: Papers. RePEc:arx:papers:2006.16214. Full description at Econpapers || Download paper | |
2020 | Identifying 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. Full description at Econpapers || Download paper | |
2020 | Estimation of COVID-19 Prevalence from Serology Tests: A Partial Identification Approach. (2020). Toulis, Panos. In: Working Papers. RePEc:bfi:wpaper:2020-54_revised. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Residential 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. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2020 | A simple microstructural explanation of concave pice impact. (2020). Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:2001.01860. Full description at Econpapers || Download paper | |
2020 | Uniform 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. Full description at Econpapers || Download paper | |
2020 | A Stationary Kyle Setup: Microfounding propagator models. (2020). Vodret, Michele ; Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo. In: Working Papers. RePEc:hal:wpaper:hal-03016486. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
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2020 | Deep Learning modeling of Limit Order Book: a comparative perspective. (2020). Turiel, Jeremy ; Briola, Antonio ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2007.07319. Full description at Econpapers || Download paper | |
2020 | Asymmetric 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. Full description at Econpapers || Download paper | |
2020 | Pricing 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. Full description at Econpapers || Download paper | |
2020 | Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263. Full description at Econpapers || Download paper | |
2020 | Month 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. Full description at Econpapers || Download paper | |
2020 | Labor mobility effects of a firm-level shock. (2020). Pellegrini, Guido ; Cerqua, Augusto. In: Working Papers. RePEc:saq:wpaper:1/20. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Electoral systems and female representation in politics: Evidence from a regression discontinuity. (2020). K̮̦ppl-Turyna, Monika ; Koppl-Turyna, Monika ; Kantorowicz, Jarosaw. In: Working Papers. RePEc:zbw:agawps:20. Full description at Econpapers || Download paper | |
2020 | Retirement, intergenerational time transfers, and fertility. (2020). Siedler, Thomas ; Eibich, Peter. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300246. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Effects 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. Full description at Econpapers || Download paper | |
2020 | Can Technology Solve the Principal-Agent Problem? Evidence from Chinaââ¬â¢s War on Air Pollution. (2020). Jia, Ruixue ; Greenstone, Michael ; Liu, Tong ; He, Guojun. In: NBER Working Papers. RePEc:nbr:nberwo:27502. Full description at Econpapers || Download paper | |
2020 | Cross-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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The Effect of Job Search Requirements on Welfare Receipt. (2020). Wilkins, Roger ; Vu, HA ; Herault, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13684. Full description at Econpapers || Download paper | |
2020 | The effect of job search requirements on welfare receipt. (2020). Wilkins, Roger ; Vu, HA ; Herault, Nicolas. In: GLO Discussion Paper Series. RePEc:zbw:glodps:646. Full description at Econpapers || Download paper | |
2020 | Short- 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. Full description at Econpapers || Download paper | |
2020 | Employer 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. Full description at Econpapers || Download paper | |
2020 | Timed 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Behavioral Responses to Inheritance and Gift Taxation: Evidence from Germany. (2020). Glogowsky, Ulrich. In: Economics working papers. RePEc:jku:econwp:2020-22. Full description at Econpapers || Download paper | |
2020 | Behavioral Responses to Inheritance and Gift Taxation: Evidence from Germany. (2020). Glogowsky, Ulrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8628. Full description at Econpapers || Download paper | |
2020 | Sustainable Production Policy Impact on Palm Oil Firmsâ Performance: Empirical Analysis from Indonesia. (2020). , Yessica ; Kunene, Noxolo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8750-:d:432615. Full description at Econpapers || Download paper | |
2020 | Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Robust Regression Discontinuity Estimates Of The Causal Effect Of The Tripadvisorâs Bubble Rating On Hotel Popularity. (2020). Antipov, Evgeny ; Pokryshevskaya, Elena . In: HSE Working papers. RePEc:hig:wpaper:63/man2020. Full description at Econpapers || Download paper | |
2020 | Can Technology Solve the Principal-Agent Problem? Evidence from Chinaââ¬â¢s War on Air Pollution. (2020). He, Guojun ; Greenstone, Michael ; Liu, Tong ; Jia, Ruixue. In: Working Papers. RePEc:bfi:wpaper:2020-87. Full description at Econpapers || Download paper | |
2020 | The information value of energy labels: Evidence from the Dutch residential housing market. (2020). Stangenberg, Lennart ; Zhang, LU ; van Wickeren, Sjors. In: CPB Discussion Paper. RePEc:cpb:discus:413. Full description at Econpapers || Download paper | |
2020 | The effect of job search requirements on welfare receipt. (2020). Wilkins, Roger ; Vu, HA ; Herault, Nicolas. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n16. Full description at Econpapers || Download paper | |
2020 | Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion. (2019). Hicks, Will. In: Papers. RePEc:arx:papers:1911.11475. Full description at Econpapers || Download paper | |
2020 | Notes on Backward Stochastic Differential Equations for Computing XVA. (2020). Tanaka, Akihiro ; Sekine, Jun . In: Papers. RePEc:arx:papers:2006.02173. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Looking 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. Full description at Econpapers || Download paper | |
2020 | Inference 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. Full description at Econpapers || Download paper | |
2020 | Monetary 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. Full description at Econpapers || Download paper | |
2020 | Trading 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. Full description at Econpapers || Download paper | |
2020 | Impact of proportional transaction costs on systematically generated portfolios. (2020). Xie, Kangjianan ; Ruf, Johannes. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104696. Full description at Econpapers || Download paper | |
2020 | Unveiling 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. Full description at Econpapers || Download paper | |
2020 | Estimating the probability of default for noââ¬Âdefault and lowââ¬Âdefault 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. Full description at Econpapers || Download paper | |
2020 | Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Wu, JunJie ; Nasir, Muhammad Ali ; Liu, Jia ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779. Full description at Econpapers || Download paper | |
2020 | Entry, Exit and Productivity: Evidence from French Manufacturing Firms.. (2020). de Monte, Enrico. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-07. Full description at Econpapers || Download paper | |
2020 | IRB 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. Full description at Econpapers || Download paper | |
2020 | When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Papers. RePEc:arx:papers:2006.00282. Full description at Econpapers || Download paper | |
2020 | When 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. Full description at Econpapers || Download paper | |
2020 | Direct Estimation of Leadââ¬âLag 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. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | On Using Equities to Produce Pension Payouts. (2020). Baroneadesi, Giovanni ; Sala, Carlo ; Platen, Eckhard. In: Research Paper Series. RePEc:uts:rpaper:413. Full description at Econpapers || Download paper | |
2020 | Bayesian 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:17. Full description at Econpapers || Download paper | |
2020 | Trading Networks with General Preferences. (2019). Schlegel, Jan Christoph. In: Papers. RePEc:arx:papers:1808.07924. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Event-Driven Learning of Systematic Behaviours in Stock Markets. (2020). Wu, Xianchao. In: Papers. RePEc:arx:papers:2010.15586. Full description at Econpapers || Download paper | |
2020 | Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation. (2020). Saporito, Yuri F. In: Papers. RePEc:arx:papers:2005.04297. Full description at Econpapers || Download paper | |
2020 | Identification of a class of index models: A topological approach. (2020). Kristensen, Dennis ; Fosgerau, Mogens. In: Papers. RePEc:arx:papers:2004.07900. Full description at Econpapers || Download paper | |
2020 | Fairness and Efficiency in Cake-Cutting with Single-Peaked Preferences. (2020). Ortega, Josue ; Kumar, Rajnish ; Bhardwaj, Bhavook. In: Papers. RePEc:arx:papers:2002.03174. Full description at Econpapers || Download paper | |
2020 | Fairness 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. Full description at Econpapers || Download paper | |
2020 | Stability 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. Full description at Econpapers || Download paper | |
2020 | On the integration of Shapley-Scarf housing markets. (2020). Ortega, Josue ; Manocha, Kriti ; Kunar, Rajnish. In: Papers. RePEc:arx:papers:2004.09075. Full description at Econpapers || Download paper | |
2020 | What happens when separate and unequal school districts merge?. (2020). Ortega, Josue ; Klein, Thilo ; Aue, Robert. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20032. Full description at Econpapers || Download paper | |
2020 | What Happens when Separate and Unequal School Districts Merge?. (2020). Klein, Thilo ; Aue, Robert ; Ortega, Josue. In: Papers. RePEc:arx:papers:2006.13209. Full description at Econpapers || Download paper | |
2020 | Existence 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. Full description at Econpapers || Download paper | |
2020 | Forecast 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. Full description at Econpapers || Download paper | |
2020 | Predictive 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. Full description at Econpapers || Download paper | |
2020 | Comparison 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Review 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Fictitious Play Outperforms Counterfactual Regret Minimization. (2020). Ganzfried, Sam. In: Papers. RePEc:arx:papers:2001.11165. Full description at Econpapers || Download paper | |
2020 | Fast Complete Algorithm for Multiplayer Nash Equilibrium. (2020). Ganzfried, Sam. In: Papers. RePEc:arx:papers:2002.04734. Full description at Econpapers || Download paper | |
2020 | Branching Diffusions with Jumps and Valuation with Systemic Counterparties. (2020). Hoffmann, Daniel ; Belak, Christoph ; Seifried, Frank T. In: Working Paper Series. RePEc:trr:qfrawp:202004. Full description at Econpapers || Download paper | |
2020 | Why 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. Full description at Econpapers || Download paper | |
2020 | Structure 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. Full description at Econpapers || Download paper | |
2020 | Trading 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. Full description at Econpapers || Download paper | |
2020 | Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397. Full description at Econpapers || Download paper | |
2020 | Pure Nash Equilibria and Best-Response Dynamics in Random Games. (2019). Scarsini, Marco ; Collevecchio, Andrea ; Amiet, Ben. In: Papers. RePEc:arx:papers:1905.10758. Full description at Econpapers || Download paper | |
2020 | Attainment 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. Full description at Econpapers || Download paper | |
2020 | The Frequency of Convergent Games under Best-Response Dynamics. (2020). Heinrich, Torsten ; Wiese, Samuel C. In: Papers. RePEc:arx:papers:2011.01052. Full description at Econpapers || Download paper | |
2020 | Attainment 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. Full description at Econpapers || Download paper | |
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2020 | A 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. Full description at Econpapers || Download paper | |
2020 | DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIAâS 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. Full description at Econpapers || Download paper | |
2020 | Pricing Interest Rate Derivatives under Volatility Uncertainty. (2020). Holzermann, Julian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:633. Full description at Econpapers || Download paper | |
2020 | Counterfactual and Welfare Analysis with an Approximate Model. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2009.03379. Full description at Econpapers || Download paper | |
2020 | Bow-tie structure and community identification of global supply chain network. (2020). Ikeda, Yuichi ; Chakraborty, Abhijit. In: Papers. RePEc:arx:papers:2003.02343. Full description at Econpapers || Download paper | |
2020 | Economic complexity of prefectures in Japan. (2020). Fujiwara, Yoshi ; Inoue, Hiroyasu ; Chakraborty, Abhijit. In: Papers. RePEc:arx:papers:2002.05785. Full description at Econpapers || Download paper | |
2020 | Optimal insurance contract with benefits in kind under adverse selection. (2020). Hubert, Emma ; Chaton, Corinne ; Alasseur, Cl'Emence. In: Papers. RePEc:arx:papers:2001.02099. Full description at Econpapers || Download paper | |
2020 | Asset 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. Full description at Econpapers || Download paper | |
2020 | Optimal hedging under fast-varying stochastic volatility. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1810.08337. Full description at Econpapers || Download paper | |
2020 | Time-consistent feedback strategies with Volterra processes. (2019). Wong, Hoi Ying ; Han, Bingyan. In: Papers. RePEc:arx:papers:1907.11378. Full description at Econpapers || Download paper | |
2020 | Markowitz 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Market 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. Full description at Econpapers || Download paper | |
2020 | Adaptive 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. Full description at Econpapers || Download paper | |
2020 | Efficiency 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. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
2020 | Tail 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. Full description at Econpapers || Download paper | |
2020 | Multifractal 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. Full description at Econpapers || Download paper | |
2020 | Structural 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. Full description at Econpapers || Download paper | |
2020 | Studying 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Post-Print. RePEc:hal:journl:halshs-03161820. Full description at Econpapers || Download paper | |
2020 | A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03161820. Full description at Econpapers || Download paper | |
2020 | A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03161820. Full description at Econpapers || Download paper | |
2020 | Degrees 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. Full description at Econpapers || Download paper | |
2020 | Interbank relationship lending in Colombia. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118. Full description at Econpapers || Download paper | |
2020 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Optimal equilibria for timeââ¬Âinconsistent 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. Full description at Econpapers || Download paper | |
2020 | Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies. (2020). Hjertstrand, Per ; Aguiar, Victor H ; Serrano, Roberto. In: Working Papers. RePEc:bro:econwp:2020-16. Full description at Econpapers || Download paper | |
2020 | A Rationalization of the Weak Axiom of Revealed Preference. (2020). Serrano, Roberto ; Hjertstrand, Per ; Aguiar, Victor H. In: Working Paper Series. RePEc:hhs:iuiwop:1321. Full description at Econpapers || Download paper | |
2020 | Are 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Global giants and local stars: How changes in brand ownership affect competition. (2020). mayer, thierry ; Alviarez, Vanessa ; Head, Keith. In: Working Papers. RePEc:hal:wpaper:hal-03389199. Full description at Econpapers || Download paper | |
2020 | Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414. Full description at Econpapers || Download paper | |
2020 | Network 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. Full description at Econpapers || Download paper | |
2020 | Nonparametric Quantile Regressions for Panel Data Models with Large T. (2019). Chen, Liang. In: Papers. RePEc:arx:papers:1911.01824. Full description at Econpapers || Download paper | |
2020 | Determining 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. Full description at Econpapers || Download paper | |
2020 | Worth 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. Full description at Econpapers || Download paper | |
2020 | Japans 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Market 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. Full description at Econpapers || Download paper | |
2020 | Latent 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. Full description at Econpapers || Download paper | |
2020 | Peer Effects in Networks: A Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: IZA Discussion Papers. RePEc:iza:izadps:dp12947. Full description at Econpapers || Download paper | |
2020 | Peer Effects in Networks: a Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:1936. Full description at Econpapers || Download paper | |
2020 | Regional 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Testing 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. Full description at Econpapers || Download paper | |
2020 | A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125. Full description at Econpapers || Download paper | |
2020 | Virtual 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. Full description at Econpapers || Download paper | |
2020 | Type I and Type II Error Probabilities in the Courtroom. (2020). Taylor, Luke ; Kanaya, Shin. In: MPRA Paper. RePEc:pra:mprapa:100217. Full description at Econpapers || Download paper | |
2020 | Default 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. Full description at Econpapers || Download paper | |
2020 | Identifiable 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. Full description at Econpapers || Download paper | |
2020 | Identification and inference in discrete choice models with imperfect information. (2019). Sinha, Shruti ; Gualdani, Cristina. In: Papers. RePEc:arx:papers:1911.04529. Full description at Econpapers || Download paper | |
2020 | Identification and inference in discrete choice models with imperfect information. (2019). Gualdani, Cristina ; Sinha, Shruti. In: TSE Working Papers. RePEc:tse:wpaper:33017. Full description at Econpapers || Download paper | |
2020 | Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751. Full description at Econpapers || Download paper | |
2020 | Policy Transforms and Learning Optimal Policies. (2020). Russell, Thomas M. In: Papers. RePEc:arx:papers:2012.11046. Full description at Econpapers || Download paper | |
2020 | Model Selection for Treatment Choice: Penalized Welfare Maximization. (2018). Tabord-Meehan, Max ; Mbakop, Eric. In: Papers. RePEc:arx:papers:1609.03167. Full description at Econpapers || Download paper | |
2020 | Model Selection in Utility-Maximizing Binary Prediction. (2019). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:1903.00716. Full description at Econpapers || Download paper | |
2020 | Sparse 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. Full description at Econpapers || Download paper | |
2020 | Sparse Quantile Regression. (2020). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2006.11201. Full description at Econpapers || Download paper | |
2020 | Sparse 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. Full description at Econpapers || Download paper | |
2020 | Finite Sample Inference for the Maximum Score Estimand. (2020). Rosen, Adam ; Ura, Takuya. In: CeMMAP working papers. RePEc:ifs:cemmap:22/20. Full description at Econpapers || Download paper | |
2020 | Sparse HP filter: Finding kinks in the COVID-19 contact rate. (2020). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: CeMMAP working papers. RePEc:ifs:cemmap:32/20. Full description at Econpapers || Download paper | |
2020 | Sparse Quantile Regression. (2020). Lee, Sokbae ; Chen, Le-Yu. In: CeMMAP working papers. RePEc:ifs:cemmap:30/20. Full description at Econpapers || Download paper | |
2020 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers || Download paper | |
2020 | Economic 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. Full description at Econpapers || Download paper | |
2020 | Ex-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. Full description at Econpapers || Download paper | |
2020 | Multi-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. Full description at Econpapers || Download paper | |
2020 | New 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. Full description at Econpapers || Download paper | |
2020 | Allocation 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. Full description at Econpapers || Download paper | |
2020 | Day-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. Full description at Econpapers || Download paper | |
2020 | Take 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. Full description at Econpapers || Download paper | |
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2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Nursing Home Staff Networks and COVID-19. (2020). Long, Elisa F ; Chevalier, Judith A ; Chen, Keith M. In: Papers. RePEc:arx:papers:2007.11789. Full description at Econpapers || Download paper | |
2020 | Experienced Segregation. (2020). Gentzkow, Matthew ; Athey, Susan ; Schmidt, Tobias ; Ferguson, Billy A. In: NBER Working Papers. RePEc:nbr:nberwo:27572. Full description at Econpapers || Download paper | |
2020 | Nursing Home Staff Networks and COVID-19. (2020). Chevalier, Judith ; Long, Elisa F ; Chen, Keith M. In: NBER Working Papers. RePEc:nbr:nberwo:27608. Full description at Econpapers || Download paper | |
2020 | Rationing 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. Full description at Econpapers || Download paper | |
2020 | Perpetual 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. Full description at Econpapers || Download paper | |
2020 | Racial 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. Full description at Econpapers || Download paper | |
2020 | Are politically diverse Thanksgiving dinners shorter than politically uniform ones?. (2020). Skitka, Linda J ; Frimer, Jeremy A. In: PLOS ONE. RePEc:plo:pone00:0239988. Full description at Econpapers || Download paper | |
2020 | Conversational 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. Full description at Econpapers || Download paper | |
2020 | Partisan differences in physical distancing are linked to health outcomes during the COVID-19 pandemic. (2020). van Bavel, Jay J ; Knowles, Eric D ; Freedman, Isaac G ; Parnamets, Philip ; Brady, William J ; Martel, Cameron ; Gollwitzer, Anton. In: Nature Human Behaviour. RePEc:nat:nathum:v:4:y:2020:i:11:d:10.1038_s41562-020-00977-7. Full description at Econpapers || Download paper | |
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2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Discrete choice under risk with limited consideration. (2020). Molinari, Francesca ; Thirkettle, Matthew ; Barseghyan, Levon. In: CeMMAP working papers. RePEc:ifs:cemmap:28/20. Full description at Econpapers || Download paper | |
2020 | American 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. Full description at Econpapers || Download paper | |
2020 | Valuing Tradeability in Exponential L\evy Models. (2019). Mathys, Ludovic. In: Papers. RePEc:arx:papers:1912.00469. Full description at Econpapers || Download paper | |
2020 | American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374. Full description at Econpapers || Download paper | |
2020 | A Stock Prediction Model Based on DCNN. (2020). Liu, Ningning ; Zhou, Qiao. In: Papers. RePEc:arx:papers:2009.03239. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | A Tweet-based Dataset for Company-Level Stock Return Prediction. (2020). Madhyastha, Pranava ; Sowinska, Karolina. In: Papers. RePEc:arx:papers:2006.09723. Full description at Econpapers || Download paper | |
2020 | Skewing Quanto with Simplicity. (2020). Hong, George. In: Papers. RePEc:arx:papers:2009.02566. Full description at Econpapers || Download paper | |
2020 | Sustainable 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. Full description at Econpapers || Download paper | |
2020 | Demand 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Ã
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2020 | Modelling 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. Full description at Econpapers || Download paper | |
2020 | Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, J̮̩r̮̩my ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375. Full description at Econpapers || Download paper | |
2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper | |
2020 | Machine Learning or Econometrics for Credit Scoring: Letâs 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. Full description at Econpapers || Download paper | |
2020 | Maximum likelihood drift estimation for a threshold diffusion. (2020). Pigato, Paolo ; Lejay, Antoine. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:609-637. Full description at Econpapers || Download paper | |
2020 | On Computations in Renewal Risk Modelsââ¬âAnalytical and Statistical Aspects. (2020). Thonhauser, Stefan ; Strini, Josef Anton. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:24-:d:328516. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Joshiââ¬â¢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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Deeds 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. Full description at Econpapers || Download paper | |
2020 | Autonomous Algorithmic Collusion: Q-Learning Under Sequantial Pricing. (2019). Klein, Timo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180056. Full description at Econpapers || Download paper | |
2020 | AI 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. Full description at Econpapers || Download paper | |
2020 | Developing bid-ask probabilities for high-frequency trading. (2019). Ingber, Lester. In: Lester Ingber Papers. RePEc:lei:ingber:19db. Full description at Econpapers || Download paper | |
2020 | Algorithmic trading in a microstructural limit order book model. (2020). Pham, Huyen ; Hure, Come ; Abergel, Frederic. In: Post-Print. RePEc:hal:journl:hal-01514987. Full description at Econpapers || Download paper | |
2020 | Forecasting with importance-sampling and path-integrals: Applications to COVID-19. (2020). Ingber, Lester. In: Lester Ingber Papers. RePEc:lei:ingber:20fi. Full description at Econpapers || Download paper | |
2020 | Robust risk aggregation with neural networks. (2019). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1811.00304. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Robust 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. Full description at Econpapers || Download paper | |
2020 | Communicability 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. Full description at Econpapers || Download paper | |
2020 | Core-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. Full description at Econpapers || Download paper | |
2020 | An arbitrage-free interpolation of class $C^2$ for option prices. (2020). le Floc, Fabien. In: Papers. RePEc:arx:papers:2004.08650. Full description at Econpapers || Download paper | |
2020 | Long 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. Full description at Econpapers || Download paper | |
2020 | Causal 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Blockchain-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. Full description at Econpapers || Download paper | |
2020 | Structural change in a growing open economy: Attitudes and institutions in Latin America and Asia. (2020). Sordi, Serena ; DÃÆávila-FernÃÆández, Marwil ; Davila-Fernandez, Marwil J. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:358-385. Full description at Econpapers || Download paper | |
2020 | Emergence 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. Full description at Econpapers || Download paper | |
2020 | Continuum 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. Full description at Econpapers || Download paper | |
2020 | Wealth distribution under the spread of infectious diseases. (2020). Zanella, M ; Toscani, G ; Pareschi, L ; Dimarco, G. In: Papers. RePEc:arx:papers:2004.13620. Full description at Econpapers || Download paper | |
2020 | Islamic 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. Full description at Econpapers || Download paper | |
2020 | Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001. Full description at Econpapers || Download paper | |
2020 | Co-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. Full description at Econpapers || Download paper | |
2020 | Calibrating Local Volatility Models with Stochastic Drift and Diffusion. (2020). Hientzsch, Bernhard ; Ganesan, Narayan ; Ogetbil, Orcan. In: Papers. RePEc:arx:papers:2009.14764. Full description at Econpapers || Download paper | |
2020 | Economically rational sample-size choice and irreproducibility. (2019). Braganza, Oliver. In: Papers. RePEc:arx:papers:1908.08702. Full description at Econpapers || Download paper | |
2020 | A simple model suggesting economically rational sample-size choice drives irreproducibility. (2020). Braganza, Oliver. In: PLOS ONE. RePEc:plo:pone00:0229615. Full description at Econpapers || Download paper | |
2020 | Topological 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Fractal 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. Full description at Econpapers || Download paper | |
2020 | Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143. Full description at Econpapers || Download paper | |
2020 | Holidays, 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. Full description at Econpapers || Download paper | |
2020 | Dual IV: A Single Stage Instrumental Variable Regression. (2019). Raj, Anant ; Lee, Si Kai ; Mehrjou, Arash ; Muandet, Krikamol. In: Papers. RePEc:arx:papers:1910.12358. Full description at Econpapers || Download paper | |
2020 | Valid Causal Inference with (Some) Invalid Instruments. (2020). Veitch, Victor ; Hartford, Jason ; Leyton-Brown, Kevin ; Sridhar, Dhanya. In: Papers. RePEc:arx:papers:2006.11386. Full description at Econpapers || Download paper | |
2020 | Classical Option Pricing and Some Steps Further. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:99918. Full description at Econpapers || Download paper | |
2020 | Classical Option Pricing and Some Steps Further. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:105431. Full description at Econpapers || Download paper | |
2020 | Explicit asymptotic on first passage times of diffusion processes. (2020). Li, Luting ; Dassios, Angelos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103087. Full description at Econpapers || Download paper | |
2020 | Causal 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. Full description at Econpapers || Download paper | |
2020 | Fluctuation 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. Full description at Econpapers || Download paper | |
2020 | DCCA and DMCA correlations of cryptocurrency markets. (2020). KriÃ
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2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | Real-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. Full description at Econpapers || Download paper | |
2020 | Pricing equity warrants in Merton jumpââ¬âdiffusion 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. Full description at Econpapers || Download paper | |
2020 | Achieving 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Strength of preference and decision making under risk. (2019). Garagnani, Michele ; AlÃÆós-Ferrer, Carlos ; Alos-Ferrer, Carlos. In: ECON - Working Papers. RePEc:zur:econwp:330. Full description at Econpapers || Download paper | |
2020 | Multinomial 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Generalized Laplace Inference in Multiple Change-Points Models. (2020). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-015. Full description at Econpapers || Download paper | |
2020 | Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement. (2020). Callaway, Brantly. In: Papers. RePEc:arx:papers:2008.08117. Full description at Econpapers || Download paper | |
2020 | Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making. (2020). Sadighian, Jonathan. In: Papers. RePEc:arx:papers:2004.06985. Full description at Econpapers || Download paper | |
2020 | Analysis 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. Full description at Econpapers || Download paper | |
2020 | Characteristic-Sorted Portfolios: Estimation and Inference. (2020). Crump, Richard ; Cattaneo, Matias ; Schaumburg, Ernst ; Farrell, Max H. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:3:p:531-551. Full description at Econpapers || Download paper | |
2020 | Entitled to Leave: the impact of Unenployment Insurance Eligibility on Employment Duration and Job Quality. (2020). Khoury, Laura ; Br̮̩bion, Cl̮̩ment ; Briole, Simon. In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2020_001. Full description at Econpapers || Download paper | |
2020 | Stop 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. Full description at Econpapers || Download paper | |
2020 | Do Generous Parental Leave Policies Help Top Female Earners?. (2020). Kunze, Astrid ; Francesconi, Marco ; Corekcioglu, Gozde . In: IZA Discussion Papers. RePEc:iza:izadps:dp13275. Full description at Econpapers || Download paper | |
2020 | Do Generous Parental Leave Policies Help Top Female Earners?. (2020). Francesconi, Marco ; Kunze, Astrid ; Corekcioglu, Gozde. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8330. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Credit, Income and Inequality. (2020). Ongena, Steven ; Delis, Manthos ; Fringuellotti, Fulvia. In: Staff Reports. RePEc:fip:fednsr:88193. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Noise-Induced Randomization in Regression Discontinuity Designs. (2020). Wu, Han ; Wager, Stefan ; Ignatiadis, Nikolaos ; Eckles, Dean. In: Papers. RePEc:arx:papers:2004.09458. Full description at Econpapers || Download paper | |
2020 | Who 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. Full description at Econpapers || Download paper | |
2020 | Who 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Labor 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. Full description at Econpapers || Download paper | |
2020 | Regression 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. Full description at Econpapers || Download paper | |
2020 | Corruption 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. Full description at Econpapers || Download paper | |
2020 | Business Cycles as Collective Risk Fluctuations. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:104598. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Coreââ¬âperiphery 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. Full description at Econpapers || Download paper | |
2020 | Scaling features of priceââ¬âvolume 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Multifractal 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. Full description at Econpapers || Download paper | |
2020 | Quasi-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 | |
2020 | Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects. (2018). Sun, Liyang ; Abraham, Sarah. In: Papers. RePEc:arx:papers:1804.05785. Full description at Econpapers || Download paper | |
2020 | A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576. Full description at Econpapers || Download paper | |
2020 | Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200010. Full description at Econpapers || Download paper | |
2020 | Asymptotics 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. Full description at Econpapers || Download paper | |
2020 | Machine 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. Full description at Econpapers || Download paper | |
2020 | Machine 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. Full description at Econpapers || Download paper | |
2020 | Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312. Full description at Econpapers || Download paper | |
2020 | Utility-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. Full description at Econpapers || Download paper | |
2020 | Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677. Full description at Econpapers || Download paper | |
2020 | Problems 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. Full description at Econpapers || Download paper | |
2020 | Filtered and Unfiltered Treatment Effects with Targeting Instruments. (2020). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167. Full description at Econpapers || Download paper | |
2020 | Investment behaviour and ââ¬Åbull & bearââ¬Â dynamics: modelling real and stock market interactions. (2020). DÃÆávila-FernÃÆández, 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. Full description at Econpapers || Download paper | |
2020 | (Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). DÃÆávila-FernÃÆández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819. Full description at Econpapers || Download paper | |
2020 | Herding 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. Full description at Econpapers || Download paper | |
2020 | Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique. (2019). Ruiz, Ignacio ; Laris, Mariano Zeron-Medina. In: Papers. RePEc:arx:papers:1911.10948. Full description at Econpapers || Download paper | |
2020 | Performance 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. Full description at Econpapers || Download paper | |
2020 | Multiple yield curve modelling with CBI processes. (2019). Gnoatto, Alessandro ; Szulda, Guillaume ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1911.02906. Full description at Econpapers || Download paper | |
2020 | Paying 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. Full description at Econpapers || Download paper | |
2020 | Testing 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. Full description at Econpapers || Download paper | |
2020 | Overinvestment and Macroeconomic Uncertainty: Evidence from Renewable and Non-Renewable Resource Firms. (2020). Tatsuyoshi, Okimoto ; Irawan, Denny. In: Discussion papers. RePEc:eti:dpaper:20059. Full description at Econpapers || Download paper | |
2020 | Growth, War, and Pandemics: Europe in the Very Long-run. (2020). RodrÃÆÃÂguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; RodrÃÆÃÆÃâÃÂguez Caballero, Carlos ; Prados de la Escosura, Leandro ; Rodriguez-Caballero, Carlos-Vladimir. In: Working Papers. RePEc:hes:wpaper:0185. Full description at Econpapers || Download paper | |
2020 | Interpretable Neural Networks for Panel Data Analysis in Economics. (2020). , Weinan ; Zheng, Zhong ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05311. Full description at Econpapers || Download paper | |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper | |
2020 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2020). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-014. Full description at Econpapers || Download paper | |
2020 | Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). KoÃÂenda, EvÃ
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2020 | Emerging 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Financialisation 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. Full description at Econpapers || Download paper | |
2020 | Diversification 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. Full description at Econpapers || Download paper | |
2020 | Spillover 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. Full description at Econpapers || Download paper | |
2020 | Optimal Investment with Correlated Stochastic Volatility Factors. (2019). Fouque, Jean-Pierre ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1908.07626. Full description at Econpapers || Download paper | |
2020 | Stability of the indirect utility process. (2020). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:2002.09445. Full description at Econpapers || Download paper | |
2020 | Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838. Full description at Econpapers || Download paper | |
2020 | Using Networks and Partial Differential Equations to Predict Bitcoin Price. (2020). Wang, Haiyan. In: Papers. RePEc:arx:papers:2001.03099. Full description at Econpapers || Download paper | |
2020 | Where 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. Full description at Econpapers || Download paper | |
2020 | Knowledge Discovery in Cryptocurrency Transactions: A Survey. (2020). Liu, Si-Hao ; Jiang, Xin-Jian ; Tse, Chi Kong. In: Papers. RePEc:arx:papers:2010.01031. Full description at Econpapers || Download paper | |
2020 | Characterizing initiation of gasââ¬âliquid 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. Full description at Econpapers || Download paper | |
2020 | Multifractal analysis of the impact of USââ¬âChina 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. Full description at Econpapers || Download paper | |
2020 | Visibility graph analysis of economy policy uncertainty indices. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12880. Full description at Econpapers || Download paper | |
2020 | On the extension property of dilatation monotone risk measures. (2020). Xanthos, Foivos ; Rahsepar, Massoomeh. In: Papers. RePEc:arx:papers:2002.11865. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Stability properties of HaezendonckâGoovaerts 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. Full description at Econpapers || Download paper | |
2020 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Bridging 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. Full description at Econpapers || Download paper | |
2020 | Electricity 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. Full description at Econpapers || Download paper | |
2020 | Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper | |
2020 | Optimal ratcheting of dividends in a Brownian risk model. (2020). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2012.10632. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Arab 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. Full description at Econpapers || Download paper | |
2020 | Common 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Moments-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. Full description at Econpapers || Download paper | |
2020 | Gold, 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPECâs spare capacity. (2020). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Causes 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Immigrant Franchise and Immigration Policy: Evidence from the Progressive Era. (2020). Facchini, Giovanni ; Biavaschi, Costanza. In: IZA Discussion Papers. RePEc:iza:izadps:dp13195. Full description at Econpapers || Download paper | |
2020 | The Incidence of Foreign Market Accessibility on Farmland Rental Rates. (2020). Yu, Jisang ; Villoria, Nelson ; Hendricks, Nathan. In: NBER Working Papers. RePEc:nbr:nberwo:27180. Full description at Econpapers || Download paper | |
2020 | The Direct and Indirect Effect of Services Offshoring on Local Labour Market Outcomes. (2020). Magli, Martina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8413. Full description at Econpapers || Download paper | |
2020 | Skilled 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. Full description at Econpapers || Download paper | |
2020 | Immigration, Working Conditions, and Compensating Differentials. (2020). Sparber, Chad ; Zavodny, Madeline. In: IZA Discussion Papers. RePEc:iza:izadps:dp13663. Full description at Econpapers || Download paper | |
2020 | Migración desde Venezuela en Colombia: caracterización del fenómeno y análisis de los efectos macroeconómicos. (2020). TribÃÆÃÂn, Ana ; Ramos-Veloza, Mario ; Pulido, Jose ; Ospina-Tejeiro, Juan ; Medina, Carlos ; Melo Becerra, Ligia ; GuarÃÆÃÂn LÃÆópez, 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 Polà| |
2020 | Chinas Export Surge and the New Margins of Trade. (2020). Ma, Xiao ; Liu, Chen. In: MPRA Paper. RePEc:pra:mprapa:103970. Full description at Econpapers || Download paper | |
2020 | Classical 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. Full description at Econpapers || Download paper | |
2020 | Robots 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Persistent 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. Full description at Econpapers || Download paper | |
2020 | Automating 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. Full description at Econpapers || Download paper | |
2020 | Automating 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. Full description at Econpapers || Download paper | |
2020 | Rush hours and urbanization. (2020). Wickerath, Jan ; Seidel, Tobias. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:85:y:2020:i:c:s0166046220302659. Full description at Econpapers || Download paper | |
2020 | Generalized distance to a simplex and a new geometrical method for portfolio optimization. (2020). Fr'ed'eric Butin, . In: Papers. RePEc:arx:papers:2009.08826. Full description at Econpapers || Download paper | |
2020 | Forward 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. Full description at Econpapers || Download paper | |
2020 | Simple 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. Full description at Econpapers || Download paper | |
2020 | Generalised 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. Full description at Econpapers || Download paper | |
2020 | Public R&D support and firm performance: A multivariate dose-response analysis. (2020). Nilsen, ÃÆÃËivind ; Iancu, Diana-Cristina ; Raknerud, Arvid. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320301451. Full description at Econpapers || Download paper | |
2020 | Semitractability 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. Full description at Econpapers || Download paper | |
2020 | Rules 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. Full description at Econpapers || Download paper | |
2020 | Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S. In: IIMA Working Papers. RePEc:iim:iimawp:14629. Full description at Econpapers || Download paper | |
2020 | Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338. Full description at Econpapers || Download paper | |
2020 | Measurement of Factor Strenght: Theory and Practice. (2020). Bailey, Natalia ; Kapetanios, George ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8146. Full description at Econpapers || Download paper | |
2020 | Measurement 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. Full description at Econpapers || Download paper | |
2020 | Random 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. Full description at Econpapers || Download paper | |
2020 | Market structure dynamics during COVID-19 outbreak. (2020). Aste, Tomaso ; Phelan, Carolyn E ; Procacci, Pier Francesco. In: Papers. RePEc:arx:papers:2003.10922. Full description at Econpapers || Download paper | |
2020 | Image Processing Tools for Financial Time Series Classification. (2020). Barucca, Paolo ; Fernandez-Reyes, Delmiro ; Du, Bairui. In: Papers. RePEc:arx:papers:2008.06042. Full description at Econpapers || Download paper | |
2020 | Understanding 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. Full description at Econpapers || Download paper | |
2020 | A Variational Analysis Approach to Solving the Merton Problem. (2020). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:2003.08450. Full description at Econpapers || Download paper | |
2020 | Simple Rules for a Complex World with Arti?cial Intelligence. (2020). Fernandez-Villaverde, Jesus. In: PIER Working Paper Archive. RePEc:pen:papers:20-010. Full description at Econpapers || Download paper | |
2020 | Benchmarking 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. Full description at Econpapers || Download paper | |
2020 | Measuring 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. Full description at Econpapers || Download paper | |
2020 | Local 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. Full description at Econpapers || Download paper | |
2020 | Inefficiencies 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. Full description at Econpapers || Download paper | |
2020 | Comparison 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. Full description at Econpapers || Download paper | |
2020 | GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading. (2020). Khushi, Matloob ; Zhang, Zezheng. In: Papers. RePEc:arx:papers:2008.09471. Full description at Econpapers || Download paper | |
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2020 | Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity. (2020). Sarkissian, Jack. In: Papers. RePEc:arx:papers:2002.04212. Full description at Econpapers || Download paper | |
2020 | Quantum 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Variational 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data. (2020). Fu, Feng ; Meng, Jonathan. In: Papers. RePEc:arx:papers:2008.05653. Full description at Econpapers || Download paper | |
2020 | Application of Deep Neural Networks to assess corporate Credit Rating. (2020). Florescu, Ionut ; Wang, Dan ; Golbayani, Parisa. In: Papers. RePEc:arx:papers:2003.02334. Full description at Econpapers || Download paper | |
2020 | A BSDE-based approach for the optimal reinsurance problem under partial information. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1910.05999. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | DeFi 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. Full description at Econpapers || Download paper | |
2020 | Generalizable and Robust TV Advertising Effects. (2020). Tuchman, Anna ; Hitsch, Gunter J ; Shapiro, Bradley. In: NBER Working Papers. RePEc:nbr:nberwo:27684. Full description at Econpapers || Download paper | |
2020 | Generalizable and Robust TV Advertising Effects. (2020). Hitsch, Gnter J ; Shapiro, Bradley ; Tuchman, Anna. In: Working Papers. RePEc:bfi:wpaper:2020-111. Full description at Econpapers || Download paper | |
2020 | The Value of Insider Information for Super--Replication with Quadratic Transaction Costs. (2019). Zouari, Jonathan ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1910.09855. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Mean-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. Full description at Econpapers || Download paper | |
2020 | Continuous-time incentives in hierarchies. (2020). Hubert, Emma. In: Papers. RePEc:arx:papers:2007.10758. Full description at Econpapers || Download paper | |
2020 | Using 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. Full description at Econpapers || Download paper | |
2020 | New 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. Full description at Econpapers || Download paper | |
2020 | Toward 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. Full description at Econpapers || Download paper | |
2020 | Battery 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. Full description at Econpapers || Download paper | |
2020 | Prosumer 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Empirical Finance. (2020). Hamori, Shigeyuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:6-:d:304449. Full description at Econpapers || Download paper | |
2020 | Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights. (2020). Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp13283. Full description at Econpapers || Download paper | |
2020 | Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights. (2020). SÃ
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2020 | Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: Papers. RePEc:arx:papers:1911.02688. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Priority 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. Full description at Econpapers || Download paper | |
2020 | Policy Evaluation Using Causal Inference Methods. (2020). Jacquemet, Nicolas ; FOUGERE, DENIS. In: IZA Discussion Papers. RePEc:iza:izadps:dp12922. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Geometric 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. Full description at Econpapers || Download paper | |
2020 | Distributional 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | The overnight return puzzle and the ââ¬ÅT+1ââ¬Â 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. Full description at Econpapers || Download paper | |
2020 | Supervised learning for the prediction of firm dynamics. (2020). Riccaboni, Massimo ; Niederreiter, Jan ; Bargagli-Stoffi, Falco J. In: Papers. RePEc:arx:papers:2009.06413. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Agricultural Trade Costs. (2020). Beghin, John ; Schweizer, Heidi. In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:20-wp608. Full description at Econpapers || Download paper | |
2020 | Agricultural Trade Costs. (2020). Beghin, John ; Schweizer, Heidi. In: Staff Papers. RePEc:ags:nbaesp:304761. Full description at Econpapers || Download paper | |
2020 | Trade Effects of SPS Measures in Regional Trade Agreements. (2020). Santeramo, Fabio. In: Commissioned Papers. RePEc:ags:iatrcp:304053. Full description at Econpapers || Download paper | |
2020 | US agricultural exports and labor market adjustments. (2020). He, Xi. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:4:p:609-621. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Objective risk and subjective risk: The role of information in food supply chains. (2020). Santeramo, Fabio ; Lamonaca, Emilia. In: MPRA Paper. RePEc:pra:mprapa:104515. Full description at Econpapers || Download paper | |
2020 | Pricing with Variance Gamma Information. (2020). , Leandro ; Hughston, Lane P. In: Papers. RePEc:arx:papers:2003.07967. Full description at Econpapers || Download paper | |
2020 | Pricing 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. Full description at Econpapers || Download paper | |
2020 | PROCESSES OF INTELNATIONALIZATION OF THE TOURIST BUSINESS IN BULGARIA. (2020). Gorcheva, Tania. In: Anniversary Scientific Conference with International Participation TOURISM AND CONNECTIVITY 2020. RePEc:vra:pr2010:y:2020:i:1:p:259-265. Full description at Econpapers || Download paper | |
2020 | Deep Deterministic Portfolio Optimization. (2020). de Lataillade, Joachim ; Emmanuel, ; Schmidt, Christian ; Hardiman, Stephen ; Chaouki, Ayman. In: Papers. RePEc:arx:papers:2003.06497. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: 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. Full description at Econpapers || Download paper | |
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebasti̮̣o, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper | |
2020 | Fractal 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. Full description at Econpapers || Download paper | |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | DETERMINANTS 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Fernandez Bariviera, Aurelio ; Laborda, Alex Perez ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417679. Full description at Econpapers || Download paper | |
2020 | âSmall things matter mostâ: 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. Full description at Econpapers || Download paper | |
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2020 | Balancing 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. Full description at Econpapers || Download paper | |
2020 | Load Nowcasting: Predicting Actuals with Limited Data. (2020). Ziel, Florian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1443-:d:334632. Full description at Econpapers || Download paper | |
2020 | PCA Forecast Averagingââ¬âPredicting 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. Full description at Econpapers || Download paper | |
2020 | Intraday 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892. Full description at Econpapers || Download paper | |
2020 | Intra-City Inequalities, Neighborhoods and Economic Development. (2020). Vakulabharanam, Vamsi ; Motiram, Sripad. In: Working Papers. RePEc:mab:wpaper:2020-01. Full description at Econpapers || Download paper | |
2020 | Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036. Full description at Econpapers || Download paper | |
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2020 | The impact of renewables on electricity prices in Germany - An update for the years 2014â2018. (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. Full description at Econpapers || Download paper | |
2020 | Which 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. Full description at Econpapers || Download paper | |
2020 | OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053. Full description at Econpapers || Download paper | |
2020 | Uncertainty and the volatility forecasting power of optionââ¬Âimplied 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. Full description at Econpapers || Download paper | |
2020 | Modeling VXX under jump diffusion with stochastic longââ¬Âterm 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Development 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. Full description at Econpapers || Download paper | |
2020 | Flow 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. Full description at Econpapers || Download paper | |
2020 | Cost-Effectiveness of Carbon Emission Abatement Strategies for a Local Multi-Energy Systemââ¬âA 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. Full description at Econpapers || Download paper | |
2020 | District 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. Full description at Econpapers || Download paper | |
2020 | Scalable 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. Full description at Econpapers || Download paper | |
2020 | Comparing 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. Full description at Econpapers || Download paper | |
2020 | Review 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. Full description at Econpapers || Download paper | |
2020 | Where 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. Full description at Econpapers || Download paper | |
2020 | Systemic 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. Full description at Econpapers || Download paper | |
2020 | Time 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. Full description at Econpapers || Download paper | |
2020 | Movements 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. Full description at Econpapers || Download paper | |
2020 | Optimization 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. Full description at Econpapers || Download paper | |
2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Å iraÅová, Mária ; Molnár, Peter ; Lyócsa, Å tefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2020 | Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Papers. RePEc:arx:papers:1907.02436. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Accurate 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. Full description at Econpapers || Download paper | |
2020 | Doubts about the Model and Optimal Policy. (2020). Karantounias, Anastasios. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:88478. Full description at Econpapers || Download paper | |
2020 | LANGUAGE LEARNERSâââ‰â¢ 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. Full description at Econpapers || Download paper | |
2020 | Distress 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. Full description at Econpapers || Download paper | |
2020 | Five 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Dynamics 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. Full description at Econpapers || Download paper | |
2020 | Blockchain 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. Full description at Econpapers || Download paper | |
2020 | Fragmentation 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. Full description at Econpapers || Download paper | |
2020 | Efficient Policy Learning from Surrogate-Loss Classification Reductions. (2020). Kallus, Nathan ; Bennett, Andrew . In: Papers. RePEc:arx:papers:2002.05153. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Multivariate 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. Full description at Econpapers || Download paper | |
2020 | Testing for Time Stochastic Dominance. (2020). Linton, O ; Lee, K ; Whang, Y-J., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20121. Full description at Econpapers || Download paper | |
2020 | Effects of strategy-updating cost on evolutionary spatial prisonerââ¬â¢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. Full description at Econpapers || Download paper | |
2020 | Collective dynamics of stock market efficiency. (2020). , Luiz ; Luiz, ; Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2011.14809. Full description at Econpapers || Download paper | |
2020 | Evidence of Crowding on Russell 3000 Reconstitution Events. (2020). Neuman, Eyal ; Micheli, Alessandro. In: Papers. RePEc:arx:papers:2006.07456. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Impacts 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. Full description at Econpapers || Download paper | |
2020 | Impacts 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. Full description at Econpapers || Download paper | |
2020 | Impacts 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. Full description at Econpapers || Download paper | |
2020 | Veiled Expectations: The Heterogeneous Impact of Exchange Rate Shocks at the Sectoral-Level. (2020). Suah, Jing Lian. In: MPRA Paper. RePEc:pra:mprapa:109086. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian. In: MPRA Paper. RePEc:pra:mprapa:109087. Full description at Econpapers || Download paper | |
2020 | Hanehalk? Tüketim Harcamalar?n?n Mikroekonometrik Analizi: LAD-LASSO Yöntemi. (2020). Akay, Ebru Alayan ; Topal, Kadriye Hilal. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2020:i:33:p:13-31. Full description at Econpapers || Download paper | |
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. Full description at Econpapers || Download paper | |
2020 | Leadââ¬âlag 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. Full description at Econpapers || Download paper | |
2020 | The Economic Impact of Migrants from Hurricane Maria. (2020). Wiltshire, Justin ; Peri, Giovanni ; Rury, Derek. In: NBER Working Papers. RePEc:nbr:nberwo:27718. Full description at Econpapers || Download paper | |
2020 | The Economic Costs of Hybrid Wars: The Case of Ukraine. (2020). Valente, Marica ; Bluszcz, Julia. In: EconStor Open Access Articles. RePEc:zbw:espost:224913. Full description at Econpapers || Download paper | |
2020 | Interdependence 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. Full description at Econpapers || Download paper | |
2020 | Zoning 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 Energy- 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. Full description at Econpapers || Download paper | |
2020 | Labour Market Institutions, Technology and Rent Sharing. (2020). Perugini, Cristiano ; Fukao, Kyoji ; Pompei, Fabrizio . In: IZA Discussion Papers. RePEc:iza:izadps:dp13155. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | Taxation 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. Full description at Econpapers || Download paper | |
2020 | Government 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. Full description at Econpapers || Download paper | |
2020 | UNCERTAINTY 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. Full description at Econpapers || Download paper | |
2020 | On bid and ask side-specific tick sizes. (2020). Rosenbaum, Mathieu ; Derchu, Joffrey ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2005.14126. Full description at Econpapers || Download paper | |
2020 | Effectively 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Crisis contagion in the world trade network. (2020). Shepelyansky, Dima L ; Jos'e Lages, ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:2002.07100. Full description at Econpapers || Download paper | |
2020 | Google matrix analysis of bi-functional SIGNOR network of proteinâprotein 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. Full description at Econpapers || Download paper | |
2020 | Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367. Full description at Econpapers || Download paper | |
2020 | The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529. Full description at Econpapers || Download paper | |
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2020 | Patent Quality: Towards a Systematic Framework for Analysis and Measurement. (2020). Jaffe, Adam ; Higham, Kyle ; de Rassenfosse, Ga̮̩tan. In: NBER Working Papers. RePEc:nbr:nberwo:27598. Full description at Econpapers || Download paper | |
2020 | Knowledge Diffusion and Morality: Why do we Freely Share Valuable Information with Strangers?. (2020). Thurm, Boris ; Ayoubi, Charles. In: OSF Preprints. RePEc:osf:osfxxx:78mua. Full description at Econpapers || Download paper | |
2020 | ICT, Collaboration, and Science-Based Innovation: Evidence from BITNET. (2020). Nagler, Markus ; Wernsdorf, Kathrin ; Watzinger, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8646. Full description at Econpapers || Download paper | |
2020 | Reliance on science: Worldwide frontââ¬Âpage 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2020 | A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226. Full description at Econpapers || Download paper | |
2020 | Identification 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. Full description at Econpapers || Download paper | |
2020 | Fast 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Fast 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. Full description at Econpapers || Download paper | |
2020 | Who 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. Full description at Econpapers || Download paper | |
2020 | Have 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Uniqueness 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. Full description at Econpapers || Download paper | |
2020 | Identifying 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. Full description at Econpapers || Download paper | |
2020 | Exploring 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. Full description at Econpapers || Download paper | |
2020 | Nudging 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. Full description at Econpapers || Download paper | |
2020 | Present-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. Full description at Econpapers || Download paper | |
2020 | Opinion dynamics in finance and business: a literature review and research opportunities. (2020). Dong, Yucheng ; Li, Cong-Cong ; Chen, Xia ; Liang, Haiming ; Zhang, Hengjie ; Kou, Gang. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00211-3. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Spontaneous symmetry breaking in Quantum Finance. (2020). Au, Alan ; Arraut, Ivan ; Tse, Alan Ching-Biu. In: Papers. RePEc:arx:papers:2011.05278. Full description at Econpapers || Download paper | |
2020 | Empirical strategy-proofness. (2019). Velez, Rodrigo ; Brown, Alexander. In: Papers. RePEc:arx:papers:1907.12408. Full description at Econpapers || Download paper | |
2020 | Identifying 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023. Full description at Econpapers || Download paper | |
2020 | Fragility 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. Full description at Econpapers || Download paper | |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Byrne, Joseph ; Zong, Xiaoyu ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:101781. Full description at Econpapers || Download paper | |
2020 | Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers || Download paper | |
2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper | |
2020 | Winners Effort Maximization in Large Contests. (2020). Serena, Marco ; Barbieri, Stefano. In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2020-13. Full description at Econpapers || Download paper | |
2020 | Reduced 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. Full description at Econpapers || Download paper | |
2020 | Taming 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. Full description at Econpapers || Download paper | |
2020 | Temptation and forward-guidance. (2020). Airaudo, Marco. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053118303569. Full description at Econpapers || Download paper | |
2020 | Workers, 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. Full description at Econpapers || Download paper | |
2020 | A convenient truth: The convenience yield, low interest rates and implications for fiscal policy. (2020). Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:700. Full description at Econpapers || Download paper | |
2020 | Discussing 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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:13. Full description at Econpapers || Download paper | |
2020 | Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031. Full description at Econpapers || Download paper | |
2020 | xVA: 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. Full description at Econpapers || Download paper | |
2020 | Technological Innovation and Discrimination in Household Finance. (2020). Pence, Karen ; Morse, Adair. In: NBER Working Papers. RePEc:nbr:nberwo:26739. Full description at Econpapers || Download paper | |
2020 | Technological Innovation and Discrimination in Household Finance. (2020). Pence, Karen M ; Morse, Adair. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-18. Full description at Econpapers || Download paper | |
2020 | Deep Local Volatility. (2020). Dixon, Matthew ; Cr, St'Ephane ; Chataigner, Marc. In: Papers. RePEc:arx:papers:2007.10462. Full description at Econpapers || Download paper | |
2020 | Deep Local Volatility. (2020). Dixon, Matthew ; Crepey, Stephane ; Chataigner, Marc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:82-:d:393770. Full description at Econpapers || Download paper | |
2020 | High Frequency Fairness. (2020). Haeringer, Guillaume ; Melton, Hayden. In: MPRA Paper. RePEc:pra:mprapa:103907. Full description at Econpapers || Download paper | |
2020 | Soul 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. Full description at Econpapers || Download paper | |
2020 | Regime 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. Full description at Econpapers || Download paper | |
2020 | Nonparametric 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. Full description at Econpapers || Download paper | |
2020 | Semiparametric 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. Full description at Econpapers || Download paper | |
2020 | Asset 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. Full description at Econpapers || Download paper | |
2020 | Impact 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. Full description at Econpapers || Download paper | |
2020 | Long-run risk sensitive impulse control. (2019). Stettner, Lukasz ; Pitera, Marcin ; Jelito, Damian. In: Papers. RePEc:arx:papers:1912.02488. Full description at Econpapers || Download paper | |
2020 | Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Social 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. Full description at Econpapers || Download paper | |
2020 | Information campaigns for residential energy conservation. (2020). Andor, Mark ; Peters, Jorg ; Gerster, Andreas. In: Ruhr Economic Papers. RePEc:zbw:rwirep:871. Full description at Econpapers || Download paper | |
2020 | Examining 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. Full description at Econpapers || Download paper | |
2020 | Momentum 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. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). LyÃÆócsa, Ã
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2020 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Determining Secondary Attributes for Credit Evaluation in P2P Lending. (2020). Segalini, Antonio ; Bhuvaneswari, Revathi. In: Papers. RePEc:arx:papers:2006.13921. Full description at Econpapers || Download paper | |
2020 | The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719. Full description at Econpapers || Download paper | |
2020 | The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02367200. Full description at Econpapers || Download paper | |
2020 | Confidence 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. Full description at Econpapers || Download paper | |
2020 | Confidence collapse in a multihousehold, self-reflexive DSGE model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico Guglielmo. In: Proceedings of the National Academy of Sciences. RePEc:nas:journl:v:117:y:2020:p:9244-9249. Full description at Econpapers || Download paper | |
2020 | Robo-Advising. (2020). Rossi, Alberto G ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8225. Full description at Econpapers || Download paper | |
2020 | Robo advisory and its potential in addressing the behavioral biases of investors ââ¬â 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Housing 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. Full description at Econpapers || Download paper | |
2020 | Rental 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. Full description at Econpapers || Download paper | |
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2020 | Housing Discrimination and Pollution Exposures in the United States. (2020). Christensen, Peter ; Sarmiento-Barbieri, Ignacio ; Timmins, Christopher. In: NBER Working Papers. RePEc:nbr:nberwo:26805. Full description at Econpapers || Download paper | |
2020 | Variation in Racial Disparities in Police Use of Force. (2020). Lieberman, Carl. In: Working Papers. RePEc:pri:indrel:639. Full description at Econpapers || Download paper | |
2020 | Generating Realistic Stock Market Order Streams. (2020). Wellman, Michael ; Sinha, Arunesh ; Lin, Yaoyang ; Wang, Xitong. In: Papers. RePEc:arx:papers:2006.04212. Full description at Econpapers || Download paper | |
2020 | Trading via Image Classification. (2019). Veloso, Manuela ; Balch, Tucker ; Cohen, Naftali. In: Papers. RePEc:arx:papers:1907.10046. Full description at Econpapers || Download paper | |
2020 | Strategic Formation and Reliability of Supply Chain Networks. (2019). Vohra, Rakesh ; Amelkin, Victor. In: Papers. RePEc:arx:papers:1909.08021. Full description at Econpapers || Download paper | |
2020 | Food Supply Chain and Business Model Innovation. (2020). Lakner, Zoltan ; Mosavi, Amirhosein ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2001.03982. Full description at Econpapers || Download paper | |
2020 | More 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Sustainability 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. Full description at Econpapers || Download paper | |
2020 | Earthquake 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. Full description at Econpapers || Download paper | |
2020 | What Are the Conflicting Tensions in an Italian Cooperative and How Do Members Manage Them? Business Goalsââ¬â¢, 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Sustainable Business Models in Hybrids: A Conceptual Framework for Community Pharmaciesââ¬â¢ Business Owners. (2020). Vagnoni, Emidia ; Cavicchi, Caterina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8125-:d:422784. Full description at Econpapers || Download paper | |
2020 | Integrating 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. Full description at Econpapers || Download paper | |
2020 | Artificial 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. Full description at Econpapers || Download paper | |
2020 | Business 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. Full description at Econpapers || Download paper | |
2020 | Sustainable 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. Full description at Econpapers || Download paper | |
2020 | Towards 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. Full description at Econpapers || Download paper | |
2020 | Technological 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. Full description at Econpapers || Download paper | |
2020 | Effect 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. Full description at Econpapers || Download paper | |
2020 | Continuousââ¬Âtime meanââ¬âvariance 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. Full description at Econpapers || Download paper | |
2020 | Mixed 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. Full description at Econpapers || Download paper | |
2020 | Choosing the Right Return Distribution and the Excess Volatility Puzzle. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.08865. Full description at Econpapers || Download paper | |
2020 | A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1279. Full description at Econpapers || Download paper | |
2020 | Sparse network asymptotics for logistic regression. (2020). Graham, Bryan S. In: Papers. RePEc:arx:papers:2010.04703. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model. (2020). Mukherjee, Diganta ; Biswas, Subhojit ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2011.13474. Full description at Econpapers || Download paper | |
2020 | Mechanism Design with Narratives. (2020). Lang, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8502. Full description at Econpapers || Download paper | |
2020 | Paid 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. Full description at Econpapers || Download paper | |
2020 | Pricing Options Under Rough Volatility with Backward SPDEs. (2020). Yao, Yao ; Qiu, Jinniao ; Bayer, Christian. In: Papers. RePEc:arx:papers:2008.01241. Full description at Econpapers || Download paper | |
2020 | Robust bioenergy technologies for the German heat transition: A novel approach combining optimization modeling with Sobolââ¬â¢ sensitivity analysis. (2020). Thran, Daniela ; Millinger, Markus ; Jordan, Matthias. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300465. Full description at Econpapers || Download paper | |
2020 | Nine Measures to Takeââ¬âUnlocking 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. Full description at Econpapers || Download paper | |
2020 | Framing 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. Full description at Econpapers || Download paper | |
2020 | FinTech 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. Full description at Econpapers || Download paper | |
2020 | Consumer 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. Full description at Econpapers || Download paper | |
2020 | What 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. Full description at Econpapers || Download paper | |
2020 | Improving 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. Full description at Econpapers || Download paper | |
2020 | Regional climate policy under deep uncertainty: robust control and distributional concerns. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2009. Full description at Econpapers || Download paper | |
2020 | Generalized 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. Full description at Econpapers || Download paper | |
2020 | Efficient representation of supply and demand curves on day-ahead electricity markets. (2020). Vargiolu, Tiziano ; Soloviova, Mariia. In: Papers. RePEc:arx:papers:2002.00507. Full description at Econpapers || Download paper | |
2020 | Lead 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. Full description at Econpapers || Download paper | |
2020 | Bitcoin 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. Full description at Econpapers || Download paper | |
2020 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | TESTING METHODS AND MODELS TO FORECAST CRYPTOCURRENCIES EXCHANGE RATE. (2020). Nikolaev, Daniel ; Todorov, Theodor ; Simeonov, Stefan. In: Economics and Management. RePEc:neo:journl:v:17:y:2020:i:1:p:10-26. Full description at Econpapers || Download paper | |
2020 | Higher-Order Least Squares Inference for Spatial Autoregressions. (2020). Rossi, Francesca ; Robinson, Peter M. In: Working Papers. RePEc:ver:wpaper:04/2020. Full description at Econpapers || Download paper | |
2020 | Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:124211. Full description at Econpapers || Download paper | |
2020 | Inference on winners. (2020). McCloskey, Adam ; Kitagawa, Toru ; Andrews, Isaiah. In: CeMMAP working papers. RePEc:ifs:cemmap:43/20. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Hierarchical PCA and Modeling Asset Correlations. (2020). Serur, Juan Andr'Es ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2010.04140. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | Local 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. Full description at Econpapers || Download paper | |
2020 | Framing, Information, and Welfare. (2020). Martin, Daniel ; Caplin, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:27265. Full description at Econpapers || Download paper | |
2020 | Non-asymptotic rates for the estimation of risk measures. (2020). Tangpi, Ludovic ; Bartl, Daniel. In: Papers. RePEc:arx:papers:2003.10479. Full description at Econpapers || Download paper | |
2020 | Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076. Full description at Econpapers || Download paper | |
2020 | Estimating the mean under strong persistence. (2020). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300069. Full description at Econpapers || Download paper | |
2020 | Option Pricing: Channels, Target Zones and Sideways Markets. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.14121. Full description at Econpapers || Download paper | |
2020 | Assortative Information Disclosure. (2020). Wolitzky, Alexander ; Kolotilin, Anton. In: Discussion Papers. RePEc:swe:wpaper:2020-08. Full description at Econpapers || Download paper | |
2020 | Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496. Full description at Econpapers || Download paper | |
2020 | High-frequency dynamics of the implied volatility surface. (2020). Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.10875. Full description at Econpapers || Download paper | |
2020 | Utilitarianism 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. Full description at Econpapers || Download paper | |
2020 | Stock 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. Full description at Econpapers || Download paper | |
2020 | Singular 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. Full description at Econpapers || Download paper | |
2020 | Experimental Design under Network Interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2003.08421. Full description at Econpapers || Download paper | |
2020 | Adaptiveness 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Kurzarbeit 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Government spending and economic activity: Regression discontinuity evidence from voting on renewals of tax levies. (2020). Zachariadis, Marios ; Brasington, David. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:06-2021. Full description at Econpapers || Download paper | |
2020 | Deep Reinforcement Learning for Asset Allocation in US Equities. (2020). Srivastava, Sonam ; Noguer, Miquel. In: Papers. RePEc:arx:papers:2010.04404. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Pricing Barrier Options with DeepBSDEs. (2020). Hientzsch, Bernhard ; Yu, Yajie ; Ganesan, Narayan. In: Papers. RePEc:arx:papers:2005.10966. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Portfolio Liquidation Games with Self-Exciting Order Flow. (2020). Horst, Ulrich ; Fu, Guanxing ; Xia, Xiaonyu. In: Papers. RePEc:arx:papers:2011.05589. Full description at Econpapers || Download paper | |
2020 | Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data. (2020). Mancino, Maria Elvira ; Toscano, G ; Scotti, S. In: Applied Mathematical Finance. RePEc:taf:apmtfi:v:27:y:2020:i:4:p:288-316. Full description at Econpapers || Download paper | |
2020 | Generative Adversarial Network for Market Hourly Discrimination. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99846. Full description at Econpapers || Download paper | |
2020 | AE-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. Full description at Econpapers || Download paper | |
2020 | An iterative splitting method for pricing European options under the Heston model. (2020). Huang, Zhongyi ; Li, Hongshan. In: Papers. RePEc:arx:papers:2003.12934. Full description at Econpapers || Download paper | |
2020 | Adaptive trading strategies across liquidity pools. (2020). Manziuk, Iuliia ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2008.07807. Full description at Econpapers || Download paper | |
2020 | Mean Field Game Approach to Bitcoin Mining. (2020). Lions, Pierre-Louis ; Lasry, Jean-Michel ; Bertucci, Louis. In: Papers. RePEc:arx:papers:2004.08167. Full description at Econpapers || Download paper | |
2020 | Applications of Mean Field Games in Financial Engineering and Economic Theory. (2020). Carmona, Rene. In: Papers. RePEc:arx:papers:2012.05237. Full description at Econpapers || Download paper | |
2020 | Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384. Full description at Econpapers || Download paper | |
2020 | Robust 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. Full description at Econpapers || Download paper | |
2020 | A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Blackââ¬âScholes 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. Full description at Econpapers || Download paper | |
2020 | Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225. Full description at Econpapers || Download paper | |
2020 | Algorithmic market making: the case of equity derivatives. (2019). Gu, Olivier ; Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:1907.12433. Full description at Econpapers || Download paper | |
2020 | Risk-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. Full description at Econpapers || Download paper | |
2020 | Size 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. Full description at Econpapers || Download paper | |
2020 | Size matters for OTC market makers: general results and dimensionality reduction techniques. (2020). Gueant, Olivier ; Bergault, Philippe. In: Working Papers. RePEc:hal:wpaper:hal-02987894. Full description at Econpapers || Download paper | |
2020 | Optimal trading without optimal control. (2020). Ritter, Gordon ; Benveniste, Jerome ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.12945. Full description at Econpapers || Download paper | |
2020 | Fourier instantaneous estimators and the Epps effect. (2020). Chang, Patrick. In: Papers. RePEc:arx:papers:2007.03453. Full description at Econpapers || Download paper | |
2020 | Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506. Full description at Econpapers || Download paper | |
2020 | Infinitesimal 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. Full description at Econpapers || Download paper | |
2020 | Optimal market making under partial information and numerical methods for impulse control games with applications. (2020). Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:2009.06521. Full description at Econpapers || Download paper | |
2020 | A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse games. (2019). Zabaljauregui, Diego. In: Papers. RePEc:arx:papers:1909.03574. Full description at Econpapers || Download paper | |
2020 | Sequential 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. Full description at Econpapers || Download paper | |
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2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089. Full description at Econpapers || Download paper | |
2020 | FinRL: 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. Full description at Econpapers || Download paper | |
2020 | Gamma Related Ornstein-Uhlenbeck Processes and their Simulation. (2020). Sabino, Piergiacomo ; Petroni, Nicola Cufaro. In: Papers. RePEc:arx:papers:2003.08810. Full description at Econpapers || Download paper | |
2020 | The Blackââ¬âLitterman 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. Full description at Econpapers || Download paper | |
2020 | Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764. Full description at Econpapers || Download paper | |
2020 | Quantile treatment effects and bootstrap inference under covariateââ¬Âadaptive randomization. (2020). Zhang, Yichong ; Zheng, Xin. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:957-982. Full description at Econpapers || Download paper | |
2020 | Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182. Full description at Econpapers || Download paper | |
2020 | Quantile Regression with Interval Data. (2020). Beresteanu, Arie. In: Working Paper. RePEc:pit:wpaper:6899. Full description at Econpapers || Download paper | |
2020 | Natural resources rents nexus with financial development in the presence of globalization: Is the ââ¬Åresource curseââ¬Â 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. Full description at Econpapers || Download paper | |
2020 | Geographic 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model. (2020). Pirvu, Traian A ; Zhang, Kevin S. In: Papers. RePEc:arx:papers:2006.07771. Full description at Econpapers || Download paper | |
2020 | Covid-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. Full description at Econpapers || Download paper | |
2020 | Contrasting stochasticity with chaos in a permutation Lempelââ¬âZiv complexity ââ¬â 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. Full description at Econpapers || Download paper | |
2020 | Multiscale 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). HÃÆärdle, 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. Full description at Econpapers || Download paper | |
2020 | Forex exchange rate forecasting using deep recurrent neural networks. (2020). Seow, Hsin-Vonn ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020006. Full description at Econpapers || Download paper | |
2020 | Neural 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. Full description at Econpapers || Download paper | |
2020 | Double Machine Learning Based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp13051. Full description at Econpapers || Download paper | |
2020 | BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions. (2020). Veiga, Alvaro ; Vasconcelos, Gabriel ; Medeiros, Marcelo ; Fonseca, Yuri. In: Papers. RePEc:arx:papers:1808.03698. Full description at Econpapers || Download paper | |
2020 | Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243. Full description at Econpapers || Download paper | |
2020 | Semiparametric 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. Full description at Econpapers || Download paper | |
2020 | Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II. (2020). Russo, Francesco ; Ohashi, Alberto ; Bezerra, Sergio C ; Souza, Francys. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09764-y. Full description at Econpapers || Download paper | |
2020 | Trading multiple mean reversion. (2020). Muravey, D ; Boguslavsky, M ; Boguslavskaya, E. In: Papers. RePEc:arx:papers:2009.09816. Full description at Econpapers || Download paper | |
2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper | |
2020 | On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Emergence 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders. (2020). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2004.12848. Full description at Econpapers || Download paper | |
2020 | COVID-19, flattening the curve, and Benfordâs 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. Full description at Econpapers || Download paper | |
2020 | Bilingualism 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. Full description at Econpapers || Download paper | |
2020 | Fast 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. Full description at Econpapers || Download paper | |
2020 | Neural Network pricing of American put options. (2020). Sequeira, Bernardo ; Lopes, Sara D ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp01222020. Full description at Econpapers || Download paper | |
2020 | Artificial Neural Networks Performance in WIG20 Index Options Pricing. (2020). Ã
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2020 | Effects 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. Full description at Econpapers || Download paper | |
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2020 | Long-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. Full description at Econpapers || Download paper | |
2020 | Expected 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. Full description at Econpapers || Download paper | |
2020 | Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Heterogeneity 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:100164. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, St̮̩phane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280. Full description at Econpapers || Download paper | |
2020 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper | |
2020 | The Impact of Consumer Protection in the Digital Age: Evidence from the European Union. (2020). R̮̦sner, Anja ; Haucap, Justus ; Heimeshoff, Ulrich ; Rosner, Anja. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8081. Full description at Econpapers || Download paper | |
2020 | The impact of consumer protection in the digital age: Evidence from the European Union. (2020). R̮̦sner, Anja ; Haucap, Justus ; Heimeshoff, Ulrich ; Rosner, Anja. In: DICE Discussion Papers. RePEc:zbw:dicedp:330. Full description at Econpapers || Download paper | |
2020 | Transparency in Structural Research. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:26631. Full description at Econpapers || Download paper | |
2020 | Flexpaneldid: 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. Full description at Econpapers || Download paper | |
2020 | Financial Innovation, Payment Choice and Cash Demand ââ¬â 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: MPRA Paper. RePEc:pra:mprapa:101669. Full description at Econpapers || Download paper | |
2020 | Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: Working Papers. RePEc:udc:wpaper:wp497. Full description at Econpapers || Download paper | |
2020 | Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: IZA Discussion Papers. RePEc:iza:izadps:dp13524. Full description at Econpapers || Download paper | |
2020 | The impact of wind power on the Brazilian labor market. (2020). Chagas, Andr̮̩ ; Chagas, A. L. S., ; Rodrigues, T P ; Gonalves, S. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:128:y:2020:i:c:s1364032120301805. Full description at Econpapers || Download paper | |
2020 | Do-It-Yourself medicine? The impact of light cannabis liberalization on prescription drugs. (2020). Carrieri, Vincenzo ; Principe, Francesco ; Madio, Leonardo. In: Post-Print. RePEc:hal:journl:hal-02945943. Full description at Econpapers || Download paper | |
2020 | Social 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. Full description at Econpapers || Download paper | |
2020 | Impacts 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. Full description at Econpapers || Download paper | |
2020 | Impacts 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. Full description at Econpapers || Download paper | |
2020 | School 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. Full description at Econpapers || Download paper | |
2020 | Elite 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. Full description at Econpapers || Download paper | |
2020 | Warding Off Development: Local Control, Housing Supply, and NIMBYs. (2020). Mast, Evan. In: Upjohn Working Papers and Journal Articles. RePEc:upj:weupjo:20-330. Full description at Econpapers || Download paper | |
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2020 | Does Quantitative Easing Affect Peopleââ¬â¢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. Full description at Econpapers || Download paper | |
2020 | Nonparametric Analysis of Time-Inconsistent Preferences. (2020). Crawford, Ian ; Browning, Martin ; Blow, Laura. In: Discussion Papers. RePEc:kud:kuiedp:2003. Full description at Econpapers || Download paper | |
2020 | Nonparametric Analysis of Time-Inconsistent Preferences. (2020). Crawford, Ian ; Browning, Martin ; Blow, Laura. In: CEBI working paper series. RePEc:kud:kucebi:2003. Full description at Econpapers || Download paper | |
2020 | Knowledge 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Entrepreneurial 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. Full description at Econpapers || Download paper | |
2020 | Uncovering 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. Full description at Econpapers || Download paper | |
2020 | External 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. Full description at Econpapers || Download paper | |
2020 | Complexity science approach to economic crime. (2020). Wachs, Johannes ; Kert, J'Anos. In: Papers. RePEc:arx:papers:2008.12364. Full description at Econpapers || Download paper | |
2020 | Corruption 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. Full description at Econpapers || Download paper | |
2020 | Option 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. Full description at Econpapers || Download paper | |
2020 | Incentives, 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. Full description at Econpapers || Download paper | |
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2020 | Why is productivity slowing down?. (2020). Lafond, Fran̮̤ois ; Winkler, Julian ; Koutroumpis, Pantelis ; Goldin, Ian. In: MPRA Paper. RePEc:pra:mprapa:99172. Full description at Econpapers || Download paper | |
2020 | Levels 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. Full description at Econpapers || Download paper | |
2020 | Growth, 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. Full description at Econpapers || Download paper | |
2020 | Growth, development, and structural change at the firmlevel: The example of the PR China. (2020). Yang, Jangho ; Heinrich, Torsten ; Dai, Shuanping . In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep040. Full description at Econpapers || Download paper | |
2020 | 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. Full description at Econpapers || Download paper | |
2020 | Are small farms really more productive than large farms?. (2020). Restuccia, Diego ; Rud, Juan Pablo ; Aragon, Fernando. In: Working Papers. RePEc:tor:tecipa:tecipa-675. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Agri-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. Full description at Econpapers || Download paper | |
2020 | Effect 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. Full description at Econpapers || Download paper | |
2020 | Multi-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. Full description at Econpapers || Download paper | |
2020 | Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2020). Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052020. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Deep 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. Full description at Econpapers || Download paper | |
2020 | Deep 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. Full description at Econpapers || Download paper | |
2020 | A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821. Full description at Econpapers || Download paper | |
2020 | Quasi-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. Full description at Econpapers || Download paper | |
2020 | Transformers for Limit Order Books. (2020). Wallbridge, James. In: Papers. RePEc:arx:papers:2003.00130. Full description at Econpapers || Download paper | |
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2020 | Closeness centrality for similarity-weight network and its application to measuring industrial sectorsââ¬â¢ 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Which Model for Poverty Predictions?. (2020). Verme, Paolo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:468. Full description at Econpapers || Download paper | |
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2020 | Long-Term Health Insurance: Theory Meets Evidence. (2020). Ziebarth, Nicolas ; Fang, Hanming ; Karlsson, Martin ; Atal, Juan Pablo. In: NBER Working Papers. RePEc:nbr:nberwo:26870. Full description at Econpapers || Download paper | |
2020 | Long-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. Full description at Econpapers || Download paper | |
2020 | Good 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. Full description at Econpapers || Download paper | |
2020 | Application 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. Full description at Econpapers || Download paper | |
2020 | Bottom incomes and the measurement of poverty and inequality. (2020). Verme, Paolo ; Hlasny, Vladimir ; Ceriani, Lidia. In: GLO Discussion Paper Series. RePEc:zbw:glodps:519. Full description at Econpapers || Download paper | |
2020 | Indicators of Economic Crises: A Data-Driven Clustering Approach. (2020). Araujo, Tanya ; Gobel, Maximilian. In: Working Papers REM. RePEc:ise:remwps:wp01282020. Full description at Econpapers || Download paper | |
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2020 | What Can Economics Say About Alzheimers Disease?. (2020). Coile, Courtney ; Chandra, Amitabh ; Mommaerts, Corina. In: NBER Working Papers. RePEc:nbr:nberwo:27760. Full description at Econpapers || Download paper | |
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2020 | What 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. Full description at Econpapers || Download paper | |
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2020 | A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels. (2020). Huber, Martin ; Imhof, David ; Wallimann, Hannes. In: FSES Working Papers. RePEc:fri:fribow:fribow00513. Full description at Econpapers || Download paper | |
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2020 | Exogenous oil supply shocks in OPEC and non-OPEC countries. (2020). GÃÆüntner, Jochen ; Henssler, Johannes ; Guntner, Jochen. In: Economics working papers. RePEc:jku:econwp:2020-02. Full description at Econpapers || Download paper | |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153. Full description at Econpapers || Download paper | |
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2020 | Systemic 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. Full description at Econpapers || Download paper | |
2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors. (2020). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana MarÃÆÃÂa ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:88270. Full description at Econpapers || Download paper | |
2020 | Criticality assessment of abiotic resource use for Europeââ¬â 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. Full description at Econpapers || Download paper | |
2020 | The macroeconomic effects of oil supply news: Evidence from OPEC announcements. (2020). Känzig, Diego ; Kanzig, Diego Raoul. In: MPRA Paper. RePEc:pra:mprapa:106249. Full description at Econpapers || Download paper |
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2020 | The Covid-19 Pandemic and the New Poor in Africa: the Straw that Broke the Camelâââ‰â¢s Back. (2020). Asongu, Simplice ; Diop, Samba. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/038. Full description at Econpapers || Download paper | |
2020 | Covid-19 and Cacophony of coughing: Did International commodity Prices catch influenza?. (2020). Asongu, Simplice ; Ezeaku, Hillary C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/040. Full description at Econpapers || Download paper | |
2020 | Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/101. Full description at Econpapers || Download paper | |
2020 | Bartik 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. Full description at Econpapers || Download paper | |
2020 | An Economists Guide to Epidemiology Models of Infectious Disease. (2020). Bossert, William ; Avery, Christopher ; Ellison, Sara Fisher ; Clark, Adam . In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:79-104. Full description at Econpapers || Download paper | |
2020 | Socio-economic status and mobility during the COVID-19 pandemic: An analysis of large Latin American urban areas. (2020). Cristia, Julian ; Aromi, J. Daniel ; Llada, Martin ; Bonel, Paula M. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4307. Full description at Econpapers || Download paper | |
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2020 | Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/101. Full description at Econpapers || Download paper | |
2020 | The impact of preferential farmland taxation on local public finances. (2020). Kuethe, Todd H ; Bigelow, Daniel P. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304291. Full description at Econpapers || Download paper | |
2020 | Aid Distribution During the COVID-19 Crisis. (2020). Pea-Reyes, Ser Percival ; Ang, Alvin. In: Department of Economics, Ateneo de Manila University, Working Paper Series. RePEc:agy:dpaper:202006. Full description at Econpapers || Download paper | |
2020 | Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers || Download paper | |
2020 | Local mortality estimates during the COVID-19 pandemic in Italy. (2020). Miccoli, Sara ; Letta, Marco ; di Stefano, Roberta ; Cerqua, Augusto. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp6. Full description at Econpapers || Download paper | |
2020 | From the lockdown to the new normal: An analysis of the limitations to individual mobility in Italy following the Covid-19 crisis. (2020). scicchitano, sergio ; Fracasso, Andrea ; Caselli, Mauro. In: Discussion Paper series in Regional Science & Economic Geography. RePEc:ahy:wpaper:wp7. Full description at Econpapers || Download paper | |
2020 | Bank-specific and Macroeconomic Determinants of Profitability: Evidence from Conventional Private Commercial Banks Listed on Dhaka Stock Exchange. (2020). Mahmud, Aslam. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:10:p:99-107. Full description at Econpapers || Download paper | |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper | |
2020 | Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029. Full description at Econpapers || Download paper | |
2020 | Dynamic portfolio selection with sector-specific regularization. (2020). Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020032. Full description at Econpapers || Download paper | |
2020 | Scaring or scarring? Labour market effects of criminal victimisation. (2020). Ketel, Nadine ; Bindler, Anna. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:030. Full description at Econpapers || Download paper | |
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2020 | The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World. (2020). Zazzaro, Alberto ; Bellucci, Andrea ; Gucciardi, Gianluca ; Borisov, Alexander. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:167. Full description at Econpapers || Download paper | |
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2020 | Evolution of the Chinese Guarantee Network and Its Implication for Risk Management: Impacts from Financial Crisis and Stimulus Program. (2018). Yang, Xiaoguang ; Zhang, Qingpeng ; Wang, Yingli. In: Papers. RePEc:arx:papers:1804.05667. Full description at Econpapers || Download paper | |
2020 | Quasi-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 | |
2020 | Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720. Full description at Econpapers || Download paper | |
2020 | Asymptotics 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. Full description at Econpapers || Download paper | |
2020 | Doubly Robust Difference-in-Differences Estimators. (2019). Sant'Anna, Pedro ; Zhao, Jun B. In: Papers. RePEc:arx:papers:1812.01723. Full description at Econpapers || Download paper | |
2020 | Asymptotic 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. Full description at Econpapers || Download paper | |
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2020 | Stability of martingale optimal transport and weak optimal transport. (2019). Pammer, Gudmund ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1904.04171. Full description at Econpapers || Download paper | |
2020 | Enhancing Time Series Momentum Strategies Using Deep Neural Networks. (2019). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:1904.04912. Full description at Econpapers || Download paper | |
2020 | Empirical bias and efficiency of alpha-auctions: experimental evidence. (2019). Velez, Rodrigo ; Brown, Alexander. In: Papers. RePEc:arx:papers:1905.03876. Full description at Econpapers || Download paper | |
2020 | Asset Pricing with General Transaction Costs: Theory and Numerics. (2019). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1905.05027. Full description at Econpapers || Download paper | |
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2020 | Size matters for OTC market makers: viscosity approach and dimensionality reduction technique. (2019). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:1907.01225. Full description at Econpapers || Download paper | |
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2020 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
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2019 | Robust Pricing and Hedging around the Globe. (2019). Stebegg, Florian ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1707.08545. Full description at Econpapers || Download paper | |
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2019 | Conditional Optimal Stopping: A Time-Inconsistent Optimization. (2019). Zhang, Yuchong ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1901.05802. Full description at Econpapers || Download paper | |
2019 | Optimal 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. Full description at Econpapers || Download paper | |
2019 | Deep Learning Volatility. (2019). Tomas, Mehdi ; Muguruza, Aitor ; Horvath, Blanka. In: Papers. RePEc:arx:papers:1901.09647. Full description at Econpapers || Download paper | |
2019 | Forecasting 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. Full description at Econpapers || Download paper | |
2019 | A General Framework for Prediction in Time Series Models. (2019). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1902.01622. Full description at Econpapers || Download paper | |
2019 | Market 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. Full description at Econpapers || Download paper | |
2019 | Covers Rebalancing Option With Discrete Hindsight Optimization. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1903.00829. Full description at Econpapers || Download paper | |
2019 | Financial Applications of Gaussian Processes and Bayesian Optimization. (2019). Xu, Jiali ; Roncalli, Thierry ; Lezmi, Edmond ; Gonzalvez, Joan. In: Papers. RePEc:arx:papers:1903.04841. Full description at Econpapers || Download paper | |
2019 | A fast method for pricing American options under the variance gamma model. (2019). Hirsa, Ali ; Fu, Weilong. In: Papers. RePEc:arx:papers:1903.07519. Full description at Econpapers || Download paper | |
2019 | Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075. Full description at Econpapers || Download paper | |
2019 | Stacked Monte Carlo for option pricing. (2019). Oumgari, Mugad ; Malone, Emma R ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:1903.10795. Full description at Econpapers || Download paper | |
2019 | Machine Learning for Pricing American Options in High Dimension. (2019). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:1903.11275. Full description at Econpapers || Download paper | |
2019 | Short Selling with Margin Risk and Recall Risk. (2019). Glover, Kristoffer ; Hulley, Hardy. In: Papers. RePEc:arx:papers:1903.11804. Full description at Econpapers || Download paper | |
2019 | A Thermodynamic Picture of Financial Market and Model Risk. (2019). Feng, YU. In: Papers. RePEc:arx:papers:1904.00151. Full description at Econpapers || Download paper | |
2019 | Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490. Full description at Econpapers || Download paper | |
2019 | Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion. (2019). Zariphopoulou, Thaleia ; Strub, Moris S ; He, Xue Dong . In: Papers. RePEc:arx:papers:1904.01745. Full description at Econpapers || Download paper |
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2018 | Fast 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. Full description at Econpapers || Download paper | |
2018 | Comparison 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. Full description at Econpapers || Download paper | |
2018 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2018 | Farmer 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. Full description at Econpapers || Download paper | |
2018 | Information 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. Full description at Econpapers || Download paper | |
2018 | Selective 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. Full description at Econpapers || Download paper | |
2018 | Communication 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. Full description at Econpapers || Download paper | |
2018 | Technology Diffusion through Networks - Adoption of automatic milking systems in Germany. (2018). Brummer, B ; Meyer, S ; Hunecke, C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277543. Full description at Econpapers || Download paper | |
2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
2018 | Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes. (2018). Melly, Blaise ; Chernozhukov, Victor ; Wuthrich, Kaspar ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1608.05142. Full description at Econpapers || Download paper | |
2018 | Efficient asymptotic variance reduction when estimating volatility in high frequency data. (2018). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1701.01185. Full description at Econpapers || Download paper | |
2018 | Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition. (2018). Fabinger, Michal ; Adachi, Takanori. In: Papers. RePEc:arx:papers:1702.04967. Full description at Econpapers || Download paper | |
2018 | Incorporating Signals into Optimal Trading. (2018). LEHALLE, Charles-Albert ; Neuman, Eyal. In: Papers. RePEc:arx:papers:1704.00847. Full description at Econpapers || Download paper | |
2018 | Strong convergence rates for Euler approximations to a class of stochastic path-dependent volatility models. (2018). Reisinger, Christoph ; Cozma, Andrei . In: Papers. RePEc:arx:papers:1706.07375. Full description at Econpapers || Download paper | |
2018 | Reduced-form framework under model uncertainty. (2018). Zhang, Yinglin ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1707.04475. Full description at Econpapers || Download paper | |
2018 | Equilibrium Returns with Transaction Costs. (2018). Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1707.08464. Full description at Econpapers || Download paper | |
2018 | Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561. Full description at Econpapers || Download paper | |
2018 | Technology networks: the autocatalytic origins of innovation. (2018). Zeppini, Paolo ; Room, Graham ; Napolitano, Lorenzo ; Pugliese, Emanuele ; Evangelou, Evangelos. In: Papers. RePEc:arx:papers:1708.03511. Full description at Econpapers || Download paper | |
2018 | VIX-linked fees for GMWBs via Explicit Solution Simulation Methods. (2018). MacKay, Anne ; Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1708.06886. Full description at Econpapers || Download paper | |
2018 | The Strength of Absent Ties: Social Integration via Online Dating. (2018). Ortega, Josue ; Hergovich, Philipp. In: Papers. RePEc:arx:papers:1709.10478. Full description at Econpapers || Download paper | |
2018 | Large deviation principle for Volterra type fractional stochastic volatility models. (2018). Gulisashvili, Archil. In: Papers. RePEc:arx:papers:1710.10711. Full description at Econpapers || Download paper | |
2018 | Simulating the deep decarbonisation of residential heating for limiting global warming to 1.5C. (2018). Mercure, Jean-Francois ; Chewpreecha, Unnada ; Pollitt, Hector ; Knobloch, Florian. In: Papers. RePEc:arx:papers:1710.11019. Full description at Econpapers || Download paper | |
2018 | Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs. (2018). Zhou, Chao ; Liang, Gechun ; Yang, Zhou. In: Papers. RePEc:arx:papers:1711.02939. Full description at Econpapers || Download paper | |
2018 | Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. (2018). Yu, Xiang ; Liao, Huafu ; Bo, Lijun. In: Papers. RePEc:arx:papers:1712.05676. Full description at Econpapers || Download paper | |
2018 | Robust expected utility maximization with medial limits. (2018). Kupper, Michael ; Cheridito, Patrick ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1712.07699. Full description at Econpapers || Download paper | |
2018 | Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time. (2018). Zhou, Zhou ; Huang, Yu-Jui. In: Papers. RePEc:arx:papers:1712.07806. Full description at Econpapers || Download paper | |
2018 | Generalised Lyapunov Functions and Functionally Generated Trading Strategies. (2018). Xie, Kangjianan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1801.07817. Full description at Econpapers || Download paper | |
2018 | Target volatility option pricing in lognormal fractional SABR model. (2018). Wang, Tai-Ho ; Tudor, Sebastian ; Chatterjee, Rupak ; Alos, Elisa. In: Papers. RePEc:arx:papers:1801.08215. Full description at Econpapers || Download paper | |
2018 | Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures. (2018). Ziel, Florian ; Steinert, Rick. In: Papers. RePEc:arx:papers:1801.10583. Full description at Econpapers || Download paper | |
2018 | The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1802.01143. Full description at Econpapers || Download paper | |
2018 | The sum of log-normal variates in geometric Brownian motion. (2018). Adamou, Alexander ; Peters, Ole. In: Papers. RePEc:arx:papers:1802.02939. Full description at Econpapers || Download paper | |
2018 | Asset Price Volatility and Price Extrema. (2018). Caginalp, Carey. In: Papers. RePEc:arx:papers:1802.04774. Full description at Econpapers || Download paper | |
2018 | Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139. Full description at Econpapers || Download paper | |
2018 | Extracting the multi-timescale activity patterns of online financial markets. (2018). Kobayashi, Teruyoshi ; Ferrara, Emilio ; Sapienza, Anna. In: Papers. RePEc:arx:papers:1802.07405. Full description at Econpapers || Download paper | |
2018 | Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations. (2018). Guhr, Thomas ; Muhlbacher, Andreas. In: Papers. RePEc:arx:papers:1803.00261. Full description at Econpapers || Download paper | |
2018 | Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations. (2018). Sornette, Didier ; Wheatley, Spencer ; Wu, KE. In: Papers. RePEc:arx:papers:1803.03088. Full description at Econpapers || Download paper | |
2018 | Robust utility maximization in markets with transaction costs. (2018). Rasonyi, Miklos ; Chau, Huy N. In: Papers. RePEc:arx:papers:1803.04213. Full description at Econpapers || Download paper | |
2018 | Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883. Full description at Econpapers || Download paper | |
2018 | Arbitrage-free pricing of American options in nonlinear markets. (2018). Rutkowski, Marek ; Nie, Tianyang ; Kim, Edward. In: Papers. RePEc:arx:papers:1804.10753. Full description at Econpapers || Download paper | |
2018 | A Dynamical Systems Approach to Cryptocurrency Stability. (2018). Caginalp, Carey. In: Papers. RePEc:arx:papers:1805.03143. Full description at Econpapers || Download paper | |
2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
2018 | Network-based indicators of Bitcoin bubbles. (2018). Tessone, Claudio J ; Squartini, Tiziano ; Nicol'o Vallarano, ; Saggese, Pietro ; Restocchi, Valerio ; Pozzana, Iacopo ; Mottes, Francesco ; Lazo, Jorge F ; Campajola, Carlo ; Bovet, Alexandre. In: Papers. RePEc:arx:papers:1805.04460. Full description at Econpapers || Download paper | |
2018 | Data-Driven Investment Decision-Making: Applying Moores Law and S-Curves to Business Strategies. (2018). Magee, Christopher L ; Benson, Christopher L. In: Papers. RePEc:arx:papers:1805.06339. Full description at Econpapers || Download paper | |
2018 | Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454. Full description at Econpapers || Download paper | |
2018 | Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1805.08544. Full description at Econpapers || Download paper | |
2018 | Anticipating cryptocurrency prices using machine learning. (2018). Baronchelli, Andrea ; Aiello, Luca Maria ; Elbahrawy, Abeer ; Alessandretti, Laura. In: Papers. RePEc:arx:papers:1805.08550. Full description at Econpapers || Download paper | |
2018 | Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs. (2018). Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:1805.09996. Full description at Econpapers || Download paper | |
2018 | A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036. Full description at Econpapers || Download paper | |
2018 | Mortality/longevity Risk-Minimization with or without securitization. (2018). Vanmaele, Michele ; Daveloose, Catherine ; Choulli, Tahir. In: Papers. RePEc:arx:papers:1805.11844. Full description at Econpapers || Download paper | |
2018 | Time-inhomogeneous polynomial processes. (2018). Schmidt, Thorsten ; del Carmen, Mar'Ia Fernanda. In: Papers. RePEc:arx:papers:1806.03887. Full description at Econpapers || Download paper |
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2017 | Decoupling the short- and long-term behavior of stochastic volatility. (2017). Pakkanen, Mikko S ; Lunde, Asger ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2017-26. Full description at Econpapers || Download paper | |
2017 | Accelerators in Macroeconomics: Comparison of Discrete and Continuous Approaches. (2017). Tarasov, Vasily E ; Tarasova, Valentina V. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2017.47.55. Full description at Econpapers || Download paper | |
2017 | The State of Applied Econometrics: Causality and Policy Evaluation. (2017). Imbens, Guido ; Athey, Susan. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:3-32. Full description at Econpapers || Download paper | |
2017 | Black-Scholes in a CEV random environment. (2017). Jacquier, Antoine ; Roome, Patrick. In: Papers. RePEc:arx:papers:1503.08082. Full description at Econpapers || Download paper | |
2017 | High-frequency limit of Nash equilibria in a market impact game with transient price impact. (2017). Schied, Alexander ; Zhang, Tao ; Strehle, Elias . In: Papers. RePEc:arx:papers:1509.08281. Full description at Econpapers || Download paper | |
2017 | Optimal Rebalancing Frequencies for Multidimensional Portfolios. (2017). Ekren, Ibrahim ; Muhle-Karbe, Johannes ; Liu, Ren . In: Papers. RePEc:arx:papers:1510.05097. Full description at Econpapers || Download paper | |
2017 | Stochastic control for a class of nonlinear kernels and applications. (2017). Possamai, Dylan ; Zhou, Chao ; Tan, Xiaolu . In: Papers. RePEc:arx:papers:1510.08439. Full description at Econpapers || Download paper | |
2017 | Equilibrium pricing under relative performance concerns. (2017). Bielagk, Jana ; Reis, Goncalo Dos ; Lionnet, Arnaud . In: Papers. RePEc:arx:papers:1511.04218. Full description at Econpapers || Download paper | |
2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
2017 | Tukeys transformational ladder for portfolio management. (2017). Ernst, Philip ; Miao, Yinsen ; Thompson, James. In: Papers. RePEc:arx:papers:1603.06050. Full description at Econpapers || Download paper | |
2017 | Optimal Liquidation under Stochastic Liquidity. (2017). Becherer, Dirk ; Frentrup, Peter ; Bilarev, Todor. In: Papers. RePEc:arx:papers:1603.06498. Full description at Econpapers || Download paper | |
2017 | Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets. (2017). Hendricks, Dieter. In: Papers. RePEc:arx:papers:1603.06805. Full description at Econpapers || Download paper | |
2017 | Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; BarunÃÆÃÂk, Jozef. In: Papers. RePEc:arx:papers:1603.07020. Full description at Econpapers || Download paper | |
2017 | A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. (2017). Bielecki, Tomasz R ; Pitera, Marcin ; Cialenco, Igor. In: Papers. RePEc:arx:papers:1603.09030. Full description at Econpapers || Download paper | |
2017 | Market Integration in the Prewar Japanese Rice Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1604.00148. Full description at Econpapers || Download paper | |
2017 | Factor Models for Cancer Signatures. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1604.08743. Full description at Econpapers || Download paper | |
2017 | The Local Fractional Bootstrap. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger ; Hounyo, Ulrich. In: Papers. RePEc:arx:papers:1605.00868. Full description at Econpapers || Download paper | |
2017 | High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering. (2017). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1605.03653. Full description at Econpapers || Download paper | |
2017 | Skorohods representation theorem and optimal strategies for markets with frictions. (2017). Chau, Huy N. In: Papers. RePEc:arx:papers:1606.07311. Full description at Econpapers || Download paper | |
2017 | On the Optimal Management of Public Debt: a Singular Stochastic Control Problem. (2017). Ferrari, Giorgio. In: Papers. RePEc:arx:papers:1607.04153. Full description at Econpapers || Download paper | |
2017 | On optimal investment with processes of long or negative memory. (2017). Chau, Huy N ; Rasonyi, Miklos. In: Papers. RePEc:arx:papers:1608.00768. Full description at Econpapers || Download paper | |
2017 | Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1610.05728. Full description at Econpapers || Download paper | |
2017 | Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience. (2017). Horst, Ulrich ; Graewe, Paulwin. In: Papers. RePEc:arx:papers:1611.03435. Full description at Econpapers || Download paper | |
2017 | Convex functions on dual Orlicz spaces. (2017). Delbaen, Freddy ; Owari, Keita . In: Papers. RePEc:arx:papers:1611.06218. Full description at Econpapers || Download paper | |
2017 | A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302. Full description at Econpapers || Download paper | |
2017 | Cross-impact and no-dynamic-arbitrage. (2017). Schneider, Michael ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1612.07742. Full description at Econpapers || Download paper | |
2017 | Fractional Dynamics of Natural Growth and Memory Effect in Economics. (2017). Tarasov, Vasily E ; Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1612.09060. Full description at Econpapers || Download paper | |
2017 | Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182. Full description at Econpapers || Download paper | |
2017 | Trading strategies for stock pairs regarding to the cross-impact cost. (2017). Wang, Shanshan. In: Papers. RePEc:arx:papers:1701.03098. Full description at Econpapers || Download paper | |
2017 | On VIX Futures in the rough Bergomi model. (2017). Jacquier, Antoine ; Muguruza, Aitor ; Martini, Claude. In: Papers. RePEc:arx:papers:1701.04260. Full description at Econpapers || Download paper | |
2017 | Existence, uniqueness and stability of optimal portfolios of eligible assets. (2017). Baes, Michel ; Munari, Cosimo ; Koch-Medina, Pablo. In: Papers. RePEc:arx:papers:1702.01936. Full description at Econpapers || Download paper | |
2017 | A closed-form representation of mean-variance hedging for additive processes via Malliavin calculus. (2017). Imai, Yuto ; Arai, Takuji. In: Papers. RePEc:arx:papers:1702.07556. Full description at Econpapers || Download paper | |
2017 | Reverse stress testing interbank networks. (2017). Caccioli, Fabio ; Grigat, Daniel . In: Papers. RePEc:arx:papers:1702.08744. Full description at Econpapers || Download paper | |
2017 | Quantifying Chinas Regional Economic Complexity. (2017). Gao, Jian ; Zhou, Tao. In: Papers. RePEc:arx:papers:1703.01292. Full description at Econpapers || Download paper | |
2017 | Towards a probability-free theory of continuous martingales. (2017). Shafer, Glenn ; Vovk, Vladimir. In: Papers. RePEc:arx:papers:1703.08715. Full description at Econpapers || Download paper | |
2017 | Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639. Full description at Econpapers || Download paper | |
2017 | A Joint Quantile and Expected Shortfall Regression Framework. (2017). Bayer, Sebastian ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1704.02213. Full description at Econpapers || Download paper | |
2017 | Fast Quantization of Stochastic Volatility Models. (2017). Platen, Eckhard ; McWalter, Thomas ; Kienitz, Joerg ; Rudd, Ralph. In: Papers. RePEc:arx:papers:1704.06388. Full description at Econpapers || Download paper | |
2017 | Sensitivity analysis of the utility maximization problem with respect to model perturbations. (2017). Sirbu, Mihai ; Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:1705.08291. Full description at Econpapers || Download paper | |
2017 | Moral hazard in welfare economics: on the advantage of Planners advices to manage employees actions. (2017). Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:1706.01254. Full description at Econpapers || Download paper | |
2017 | Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan. In: Papers. RePEc:arx:papers:1706.01437. Full description at Econpapers || Download paper | |
2017 | Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748. Full description at Econpapers || Download paper | |
2017 | Open Source Fundamental Industry Classification. (2017). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1706.04210. Full description at Econpapers || Download paper | |
2017 | Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758. Full description at Econpapers || Download paper | |
2017 | Risk Model Based on General Compound Hawkes Process. (2017). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:1706.09038. Full description at Econpapers || Download paper | |
2017 | An Optimal Execution Problem with S-shaped Market Impact Functions. (2017). Kato, Takashi. In: Papers. RePEc:arx:papers:1706.09224. Full description at Econpapers || Download paper | |
2017 | Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations. (2017). Grossinho, Maria ; Sevcovic, Daniel ; Kord, Yaser Faghan . In: Papers. RePEc:arx:papers:1707.00356. Full description at Econpapers || Download paper | |
2017 | Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model. (2017). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:1707.00899. Full description at Econpapers || Download paper | |
2017 | Instantaneous order impact and high-frequency strategy optimization in limit order books. (2017). Schervish, Mark ; Gonzalez, Federico. In: Papers. RePEc:arx:papers:1707.01167. Full description at Econpapers || Download paper | |
2017 | Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108. Full description at Econpapers || Download paper |
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