[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 | |
1978 | 0 | 13 | 13 | 0 | 0 | |||||||||||||
1979 | 0 | 6 | 19 | 0 | 0 | |||||||||||||
1990 | 0 | 0.11 | 0 | 0 | 11 | 30 | 1 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1991 | 0 | 0.1 | 0 | 0 | 8 | 38 | 3 | 0 | 11 | 11 | 0 | 0 | 0.05 | |||||
1992 | 0 | 0.11 | 0 | 0 | 12 | 50 | 6 | 0 | 19 | 19 | 0 | 0 | 0.05 | |||||
1993 | 0 | 0.13 | 0 | 0 | 13 | 63 | 4 | 0 | 20 | 31 | 0 | 0 | 0.06 | |||||
1994 | 0.04 | 0.14 | 0.03 | 0.05 | 13 | 76 | 9 | 2 | 2 | 25 | 1 | 44 | 2 | 2 | 100 | 0 | 0.07 | |
1995 | 0.08 | 0.22 | 0.03 | 0.04 | 17 | 93 | 4 | 2 | 5 | 26 | 2 | 57 | 2 | 1 | 50 | 0 | 0.1 | |
1996 | 0 | 0.25 | 0.04 | 0.02 | 10 | 103 | 8 | 4 | 9 | 30 | 63 | 1 | 1 | 25 | 1 | 0.1 | 0.12 | |
1997 | 0 | 0.24 | 0 | 0 | 12 | 115 | 17 | 9 | 27 | 65 | 0 | 0 | 0.11 | |||||
1998 | 0 | 0.28 | 0.01 | 0 | 7 | 122 | 5 | 1 | 10 | 22 | 65 | 1 | 100 | 0 | 0.13 | |||
1999 | 0 | 0.3 | 0.02 | 0.02 | 7 | 129 | 15 | 2 | 12 | 19 | 59 | 1 | 2 | 100 | 0 | 0.15 | ||
2000 | 0 | 0.36 | 0.04 | 0 | 8 | 137 | 81 | 4 | 17 | 14 | 53 | 0 | 1 | 0.13 | 0.16 | |||
2001 | 0.07 | 0.38 | 0.01 | 0.02 | 12 | 149 | 47 | 1 | 19 | 15 | 1 | 44 | 1 | 0 | 0 | 0.17 | ||
2003 | 0.17 | 0.44 | 0.05 | 0.12 | 5 | 154 | 14 | 8 | 32 | 12 | 2 | 34 | 4 | 0 | 0 | 0.22 | ||
2004 | 0 | 0.49 | 0.05 | 0.19 | 8 | 162 | 30 | 8 | 40 | 5 | 32 | 6 | 2 | 25 | 0 | 0.22 | ||
2005 | 0 | 0.5 | 0.05 | 0.18 | 2 | 164 | 1 | 8 | 48 | 13 | 33 | 6 | 0 | 0 | 0.23 | |||
2006 | 0.2 | 0.5 | 0.09 | 0.33 | 8 | 172 | 24 | 14 | 63 | 10 | 2 | 27 | 9 | 2 | 14.3 | 0 | 0.22 | |
2007 | 0 | 0.46 | 0.06 | 0.13 | 6 | 178 | 17 | 10 | 73 | 10 | 23 | 3 | 1 | 10 | 0 | 0.2 | ||
2008 | 0.29 | 0.49 | 0.07 | 0.28 | 9 | 187 | 30 | 13 | 86 | 14 | 4 | 29 | 8 | 0 | 1 | 0.11 | 0.23 | |
2009 | 0.4 | 0.47 | 0.16 | 0.24 | 11 | 198 | 15 | 32 | 118 | 15 | 6 | 33 | 8 | 0 | 0 | 0.24 | ||
2010 | 0.1 | 0.48 | 0.08 | 0.06 | 10 | 208 | 20 | 17 | 135 | 20 | 2 | 36 | 2 | 2 | 11.8 | 0 | 0.21 | |
2011 | 0.05 | 0.52 | 0.07 | 0.16 | 7 | 215 | 17 | 16 | 151 | 21 | 1 | 44 | 7 | 1 | 6.3 | 0 | 0.24 | |
2012 | 0.29 | 0.52 | 0.13 | 0.19 | 8 | 223 | 11 | 29 | 181 | 17 | 5 | 43 | 8 | 2 | 6.9 | 0 | 0.22 | |
2013 | 0.27 | 0.56 | 0.11 | 0.27 | 11 | 234 | 41 | 26 | 207 | 15 | 4 | 45 | 12 | 2 | 7.7 | 0 | 0.24 | |
2014 | 0.11 | 0.55 | 0.11 | 0.17 | 24 | 258 | 41 | 29 | 236 | 19 | 2 | 47 | 8 | 3 | 10.3 | 3 | 0.13 | 0.23 |
2015 | 0.4 | 0.55 | 0.13 | 0.3 | 12 | 270 | 43 | 35 | 271 | 35 | 14 | 60 | 18 | 0 | 1 | 0.08 | 0.23 | |
2016 | 0.17 | 0.53 | 0.12 | 0.19 | 13 | 283 | 22 | 35 | 306 | 36 | 6 | 62 | 12 | 0 | 0 | 0.21 | ||
2017 | 0.12 | 0.54 | 0.08 | 0.13 | 20 | 303 | 31 | 23 | 329 | 25 | 3 | 68 | 9 | 0 | 0 | 0.22 | ||
2018 | 0.15 | 0.56 | 0.18 | 0.26 | 26 | 329 | 43 | 59 | 388 | 33 | 5 | 80 | 21 | 13 | 22 | 10 | 0.38 | 0.24 |
2019 | 0.3 | 0.58 | 0.18 | 0.24 | 31 | 360 | 71 | 63 | 452 | 46 | 14 | 95 | 23 | 13 | 20.6 | 16 | 0.52 | 0.23 |
2020 | 0.37 | 0.7 | 0.25 | 0.38 | 39 | 399 | 44 | 96 | 550 | 57 | 21 | 102 | 39 | 21 | 21.9 | 18 | 0.46 | 0.33 |
2021 | 0.47 | 0.87 | 0.27 | 0.44 | 56 | 455 | 69 | 124 | 674 | 70 | 33 | 129 | 57 | 23 | 18.5 | 23 | 0.41 | 0.32 |
2022 | 0.45 | 1 | 0.22 | 0.44 | 23 | 478 | 4 | 105 | 779 | 95 | 43 | 172 | 75 | 4 | 3.8 | 0 | 0.31 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years 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 | 2000 | Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74. Full description at Econpapers || Download paper | 56 |
2 | 2015 | Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91. Full description at Econpapers || Download paper | 28 |
3 | 2013 | Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88. Full description at Econpapers || Download paper | 27 |
4 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5. Full description at Econpapers || Download paper | 25 |
5 | 2004 | Conditional comonotonicity. (2004). NAPP, Clotilde ; Jouini, Elyès. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:27:y:2004:i:2:p:153-166. Full description at Econpapers || Download paper | 18 |
6 | 2001 | A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69. Full description at Econpapers || Download paper | 17 |
7 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9. Full description at Econpapers || Download paper | 16 |
8 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). FigÃÂ -Talamanca, Gianna ; Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7. Full description at Econpapers || Download paper | 16 |
9 | 2007 | Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18. Full description at Econpapers || Download paper | 15 |
10 | 2000 | Normal approximations by Steins method. (2000). Rinott, Yosef ; Rotar, Vladimir. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29. Full description at Econpapers || Download paper | 12 |
11 | 2001 | Efficient Monte Carlo pricing of European options¶using mean value control variates. (2001). Pellizzari, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:107-126. Full description at Econpapers || Download paper | 10 |
12 | 2013 | The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers || Download paper | 8 |
13 | 2008 | Unawareness, priors and posteriors. (2008). modica, salvatore. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:81-94. Full description at Econpapers || Download paper | 8 |
14 | 2014 | One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (2014). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51. Full description at Econpapers || Download paper | 8 |
15 | 2016 | Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4. Full description at Econpapers || Download paper | 8 |
16 | 2006 | On the relationship between absolute prudence and absolute risk aversion. (2006). Menegatti, Mario ; Maggi, Mario ; Magnani, Umberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:29:y:2006:i:2:p:155-160. Full description at Econpapers || Download paper | 8 |
17 | 1997 | Su Una Estensione Bidimensionale del Teorema di Scomposizione di Peccati. (1997). Pressacco, Flavio ; Stucchi, Patrizia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:2:p:169-185. Full description at Econpapers || Download paper | 7 |
18 | 1996 | On the aubin-like characterization of competitive equilibria in infinite dimensional economies. (1996). Graziano, Maria ; Basile, Achille ; Simone, Anna . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:19:y:1996:i:1:p:187-203. Full description at Econpapers || Download paper | 7 |
19 | 2010 | Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116. Full description at Econpapers || Download paper | 7 |
20 | 2018 | Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3. Full description at Econpapers || Download paper | 7 |
21 | 1999 | A note on direct term structure estimation using monotonic splines. (1999). Corradi, Corrado ; Barzanti, Luca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:101-108. Full description at Econpapers || Download paper | 7 |
22 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0. Full description at Econpapers || Download paper | 7 |
23 | 1997 | Twenty years of fuzzy preference structures (1978â1997). (1997). Baets, Bernard ; Fodor, Janos. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:20:y:1997:i:1:p:45-66. Full description at Econpapers || Download paper | 7 |
24 | 2001 | Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads. (2001). Ortu, Fulvio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:79-105. Full description at Econpapers || Download paper | 7 |
25 | 2009 | A scenario-based integrated approach for modeling carbon price risk. (2009). Reedman, Luke ; Zhu, Zili ; Lo, Thomas ; Graham, Paul. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:32:y:2009:i:1:p:35-48. Full description at Econpapers || Download paper | 7 |
26 | 1994 | Recent progresses in Multicriteria Decision-Aid. (1994). Vincke, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:17:y:1994:i:2:p:21-32. Full description at Econpapers || Download paper | 7 |
27 | 2011 | Utility indifference valuation for jump risky assets. (2011). Gerardi, Anna ; Ceci, Claudia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:2:p:85-120. Full description at Econpapers || Download paper | 6 |
28 | 2016 | The link between the Shapley value and the beta factor. (2016). Ortmann, Karl Michael . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0178-0. Full description at Econpapers || Download paper | 6 |
29 | 2008 | Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32. Full description at Econpapers || Download paper | 6 |
30 | 2003 | Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. (2003). Oertel, Frank ; Korn, Ralf ; Schal, Manfred . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:26:y:2003:i:2:p:153-166. Full description at Econpapers || Download paper | 6 |
31 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). FigÃÂ -Talamanca, Gianna ; Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | 6 |
32 | 2018 | Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9. Full description at Econpapers || Download paper | 6 |
33 | 2008 | Optimal consumption and investment under partial information. (2008). Sass, Jorn ; Putschogl, Wolfgang. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:2:p:137-170. Full description at Econpapers || Download paper | 6 |
34 | 2017 | Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y. Full description at Econpapers || Download paper | 6 |
35 | 2014 | Existence of financial equilibria with endogenous short selling restrictions and real assets. (2014). Gori, Michele ; Villanacci, Antonio ; Pireddu, Marina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:349-371. Full description at Econpapers || Download paper | 6 |
36 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8. Full description at Econpapers || Download paper | 6 |
37 | 2020 | On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9. Full description at Econpapers || Download paper | 6 |
38 | 2014 | Hedging and the competitive firm under correlated price and background risk. (2014). Wong, Kit. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:2:p:329-340. Full description at Econpapers || Download paper | 6 |
39 | 2011 | Real options game analysis of sleeping patents. (2011). Leung, Chi ; Kwok, Yue . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:34:y:2011:i:1:p:41-65. Full description at Econpapers || Download paper | 5 |
40 | 2019 | A realized volatility approach to option pricing with continuous and jump variance components. (2019). Alitab, Dario ; Majewski, Adam A ; Corsi, Fulvio ; Bormetti, Giacomo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00241-2. Full description at Econpapers || Download paper | 5 |
41 | 2008 | The optimal capital structure of the firm with stable Lévy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72. Full description at Econpapers || Download paper | 5 |
42 | 2001 | Option pricing by large risk aversion utility¶under transaction costs. (2001). Ðабанов, ЮÑий ; Bouchard, B. ; Yu. M. Kabanov, ; Touzi, N.. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:2:p:127-136. Full description at Econpapers || Download paper | 5 |
43 | 2014 | Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26. Full description at Econpapers || Download paper | 5 |
44 | 1999 | Existence of a convex extension of a preference relation. (1999). Scapparone, Paolo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:22:y:1999:i:1:p:5-11. Full description at Econpapers || Download paper | 5 |
45 | 2018 | Oligopoly models with different learning and production time scales. (2018). Naimzada, Ahmad ; Cavalli, Fausto ; Sodini, Mauro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0225-0. Full description at Econpapers || Download paper | 5 |
46 | Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x. Full description at Econpapers || Download paper | 5 | |
47 | 2015 | Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37. Full description at Econpapers || Download paper | 5 |
48 | 2018 | A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5. Full description at Econpapers || Download paper | 5 |
49 | 1998 | A three-moment based portfolio selection model. (1998). Rossi, Francesco ; Gamba, Andrea. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:21:y:1998:i:1:p:25-48. Full description at Econpapers || Download paper | 5 |
50 | 2015 | A model of information flows and confirmatory bias in financial markets. (2015). Bowden, Mark. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:2:p:197-215. Full description at Econpapers || Download paper | 5 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Markovian lifts of positive semidefinite affine Volterra-type processes. (2019). Cuchiero, Christa ; Teichmann, Josef. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00268-5. Full description at Econpapers || Download paper | 19 |
2 | 2021 | Investigating the relationship between volatilities of cryptocurrencies and other financial assets. (2021). Ghorbel, Achraf ; Jeribi, Ahmed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00312-9. Full description at Econpapers || Download paper | 15 |
3 | 2015 | Financial economics without probabilistic prior assumptions. (2015). Riedel, Frank. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:75-91. Full description at Econpapers || Download paper | 12 |
4 | 2019 | Does market attention affect Bitcoin returns and volatility?. (2019). FigÃÂ -Talamanca, Gianna ; Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00258-7. Full description at Econpapers || Download paper | 11 |
5 | 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). FigÃÂ -Talamanca, Gianna ; Cretarola, Alessandra ; Patacca, Marco ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | 6 |
6 | 2021 | The rise and fall of cryptocurrency coins and tokens. (2021). Gandal, Neil ; Vasek, Marie ; Moore, Tyler ; Hamrick, J T. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00329-8. Full description at Econpapers || Download paper | 6 |
7 | 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper | 5 |
8 | 2020 | On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9. Full description at Econpapers || Download paper | 5 |
9 | 2018 | Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9. Full description at Econpapers || Download paper | 5 |
10 | 2013 | Pricing VIX options with stochastic volatility and random jumps. (2013). Lian, Guang-Hua ; Zhu, Song-Ping. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:1:p:71-88. Full description at Econpapers || Download paper | 5 |
11 | 2017 | Approximating exact expected utility via portfolio efficient frontiers. (2017). Carleo, Alessandra ; Ricci, Jacopo Maria ; Gheno, Andrea ; Cesarone, Francesco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0201-0. Full description at Econpapers || Download paper | 5 |
12 | 2016 | The link between the Shapley value and the beta factor. (2016). Ortmann, Karl Michael . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0178-0. Full description at Econpapers || Download paper | 5 |
13 | 2019 | Semi-analytical prices for lookback and barrier options under the Heston model. (2019). de Gennaro, Luca ; Bernard, Carole. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00254-x. Full description at Econpapers || Download paper | 4 |
14 | 2000 | Decision analysis using targets instead of utility functions. (2000). LiCalzi, Marco ; Bordley, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:23:y:2000:i:1:p:53-74. Full description at Econpapers || Download paper | 4 |
15 | 2014 | One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets. (2014). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51. Full description at Econpapers || Download paper | 4 |
16 | 2021 | Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?. (2021). Ante, Lennart ; Meyer, Andre. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00323-0. Full description at Econpapers || Download paper | 4 |
17 | 2017 | Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y. Full description at Econpapers || Download paper | 4 |
18 | 2021 | Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Majdoub, Jihed ; Bejaoui, Azza ; ben Sassi, Salim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7. Full description at Econpapers || Download paper | 4 |
19 | 2013 | The firm under uncertainty: real and financial decisions. (2013). Wong, Kit ; Broll, Udo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:36:y:2013:i:2:p:125-136. Full description at Econpapers || Download paper | 4 |
20 | 2022 | Long versus short time scales: the rough dilemma and beyond. (2022). Garcin, Matthieu ; Grasselli, Martino. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00358-3. Full description at Econpapers || Download paper | 3 |
21 | 2015 | Gambling in contests modelled with diffusions. (2015). Hobson, David ; Feng, Han. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:1:p:21-37. Full description at Econpapers || Download paper | 3 |
22 | 2021 | Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model. (2021). Guerrazzi, Marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00326-x. Full description at Econpapers || Download paper | 3 |
23 | 2021 | Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00344-9. Full description at Econpapers || Download paper | 3 |
24 | 2018 | A piecewise linear model of credit traps and credit cycles: a complete characterization. (2018). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0220-5. Full description at Econpapers || Download paper | 3 |
25 | 2020 | Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). le Courtois, Olivier ; Su, Xiaoshan ; Quittard-Pinon, Franois. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w. Full description at Econpapers || Download paper | 3 |
26 | 2018 | Optimal strategy for a fund manager with option compensation. (2018). nicolosi, marco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x. Full description at Econpapers || Download paper | 3 |
27 | 2018 | Competition and cooperation in the exploitation of the groundwater resource. (2018). Biancardi, Marta ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0217-0. Full description at Econpapers || Download paper | 3 |
28 | 2015 | A model of information flows and confirmatory bias in financial markets. (2015). Bowden, Mark. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:38:y:2015:i:2:p:197-215. Full description at Econpapers || Download paper | 3 |
29 | 2021 | Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z. Full description at Econpapers || Download paper | 3 |
30 | 2019 | Kyle equilibrium under random price pressure. (2019). Fajardo, José ; Nunno, Giulia ; Corcuera, Jose Manuel. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00231-4. Full description at Econpapers || Download paper | 3 |
31 | 2020 | A special issue on the mathematics of subjective probability. (2020). Cassese, Gianluca ; Vantaggi, Barbara ; Rigo, Pietro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00286-8. Full description at Econpapers || Download paper | 3 |
32 | 2020 | Groundwater extraction among overlapping generations: a differential game approach. (2020). Biancardi, Marta ; Villani, Giovanni ; Maddalena, Lucia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00292-w. Full description at Econpapers || Download paper | 3 |
33 | 2016 | Diversification preferences in the theory of choice. (2016). Mahmoud, Ola ; De Giorgi, Enrico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0182-4. Full description at Econpapers || Download paper | 3 |
34 | 2021 | Breaking ties in collective decision-making. (2021). Bubboloni, Daniela ; Gori, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00294-8. Full description at Econpapers || Download paper | 3 |
35 | 2001 | A note on mixture sets in decision theory. (2001). Mongin, Philippe. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:24:y:2001:i:1:p:59-69. Full description at Econpapers || Download paper | 3 |
36 | 2021 | Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. (2021). Orlando, Giuseppe ; Taglialatela, Giovanni ; Mininni, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00305-8. Full description at Econpapers || Download paper | 3 |
37 | 2019 | Moment explosions in the rough Heston model. (2019). Gerhold, Stefan ; Pinter, Arpad ; Gerstenecker, Christoph. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00267-6. Full description at Econpapers || Download paper | 3 |
38 | 2020 | Optimal reinsurance and investment in a diffusion model. (2020). Brachetta, Matteo ; Schmidli, Hanspeter. 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 | 3 |
39 | 2020 | A notion of conditional probability and some of its consequences. (2020). Berti, Patrizia ; Rigo, Pietro ; Dreassi, Emanuela. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00256-9. Full description at Econpapers || Download paper | 2 |
40 | 2019 | Coherent modeling of mortality patterns for age-specific subgroups. (2019). Giordano, Giuseppe ; Russolillo, Maria ; Haberman, Steven. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00245-y. Full description at Econpapers || Download paper | 2 |
41 | 2021 | A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7. Full description at Econpapers || Download paper | 2 |
42 | 2008 | Path dependent volatility. (2008). Pascucci, Andrea ; Foschi, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32. Full description at Econpapers || Download paper | 2 |
43 | 2019 | Robust calibration and arbitrage-free interpolation of SSVI slices. (2019). Corbetta, Jacopo ; Martini, Claude ; Laachir, Ismail ; Cohort, Pierre. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00249-8. Full description at Econpapers || Download paper | 2 |
44 | 2006 | Homogeneous semi-Markov reliability models for credit risk management*. (2006). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:28:y:2006:i:2:p:79-93. Full description at Econpapers || Download paper | 2 |
45 | 2021 | Asian options with zero cost-of-carry: EEX options on freight and iron ore futures. (2021). Haug, Espen Gaarder. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00283-x. Full description at Econpapers || Download paper | 2 |
46 | 2021 | Betting on bitcoin: a profitable trading between directional and shielding strategies. (2021). Angelis, Paolo ; Oliva, Immacolata ; Martire, Antonio Luciano ; Marino, Mario ; Marchis, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00324-z. Full description at Econpapers || Download paper | 2 |
47 | 2007 | Linear cumulative prospect theory with applications to portfolio selection and insurance demand. (2007). Schmidt, Ulrich ; Zank, Horst. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:30:y:2007:i:1:p:1-18. Full description at Econpapers || Download paper | 2 |
48 | 2018 | Poverty trap, boom and bust periods and growth. A nonlinear model for non-developed and developing countries. (2018). Grassetti, Francesca ; Michetti, Elisabetta ; Mammana, Cristiana. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0211-6. Full description at Econpapers || Download paper | 2 |
49 | 2020 | Pricing electricity forwards under future information on the stochastic mean-reversion level. (2020). Hess, Markus. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00307-6. Full description at Econpapers || Download paper | 2 |
50 | 2010 | Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. (2010). Ewald, Christian-Oliver ; Wang, Wen-Kai. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:33:y:2010:i:2:p:97-116. Full description at Econpapers || Download paper | 2 |
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2022 | On the relationship between comparisons of risk aversion of different orders. (2022). Menegatti, Mario ; de Donno, Marzia. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s0304406822000854. Full description at Econpapers || Download paper | |
2022 | Inverse Options in a Black-Scholes World. (2021). Imeraj, Arben ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.12041. Full description at Econpapers || Download paper | |
2022 | Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x. Full description at Econpapers || Download paper | |
2022 | The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755. Full description at Econpapers || Download paper | |
2022 | Equilibrium meanâvariance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Beyond death: The impact of a population-wide health shock on life insurance. (2022). Cheng, Chunli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001589. Full description at Econpapers || Download paper | |
2022 | The consumerâs demand functions defined to study contingent consumption plans. (2022). Maturo, Fabrizio ; Angelini, Pierpaolo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:3:d:10.1007_s11135-021-01170-2. Full description at Econpapers || Download paper | |
2022 | Groundwater Exploitation and Illegal Behaviors in a Differential Game. (2022). Villani, Giovanni ; Iannucci, Gianluca ; Biancardi, Marta. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:12:y:2022:i:3:d:10.1007_s13235-022-00436-0. Full description at Econpapers || Download paper | |
2022 | Generalized robust window data envelopment analysis approach for dynamic performance measurement under uncertain panel data. (2022). Peykani, Pejman ; Gheidar-Kheljani, Jafar ; Saen, Reza Farzipoor ; Mohammadi, Emran. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:5:d:10.1007_s12351-022-00729-7. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Characterization of tie-breaking plurality rules. (2022). Saitoh, Hiroki . In: Social Choice and Welfare. RePEc:spr:sochwe:v:59:y:2022:i:1:d:10.1007_s00355-021-01382-3. Full description at Econpapers || Download paper | |
2022 | Anonymous and neutral social choice: a unified framework for existence results, maximal domains and tie-breaking. (2022). Giritligil, Aya Ebru ; Doan, Onur. In: Review of Economic Design. RePEc:spr:reecde:v:26:y:2022:i:3:d:10.1007_s10058-021-00269-0. Full description at Econpapers || Download paper | |
2022 | A survey of supply chain operation and finance with Fintech: Research framework and managerial insights. (2022). Wang, Shouyang ; He, Zhou ; Li, Jian. In: International Journal of Production Economics. RePEc:eee:proeco:v:247:y:2022:i:c:s092552732200024x. Full description at Econpapers || Download paper | |
2022 | Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities. (2022). Huh, Jeonggyu ; Kim, Hyun-Gyoon ; Lee, Geon . In: Papers. RePEc:arx:papers:2210.15969. Full description at Econpapers || Download paper | |
2022 | The dynamics of working hours and wages under implicit contracts. (2022). Giribone, Pier Giuseppe ; Guerrazzi, Marco. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1075-1094. Full description at Econpapers || Download paper | |
2022 | Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). ÃÂzdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Stock market and cryptocurrency market volatility. (2022). Peresetsky, Anatoly ; Pogorelova, Polina ; Manevich, Vyacheslav. In: Applied Econometrics. RePEc:ris:apltrx:0439. Full description at Econpapers || Download paper | |
2022 | Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets. (2022). Zheng, Liping ; Meng, Juan ; Mo, Bin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001799. Full description at Econpapers || Download paper | |
2022 | Do Stock Market Volatility and Cybercrime Affect Cryptocurrency Returns? Evidence from South African Economy. (2022). Eita, Joel ; Sanusi, Kazeem Abimbola ; Mthembu, Nosipho. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:589-:d:996256. Full description at Econpapers || Download paper | |
2022 | Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049. Full description at Econpapers || Download paper | |
2022 | Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review. (2022). Gonalves, Tiago Cruz ; Almeida, Jose. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2022:i:1:p:3-:d:1009730. Full description at Econpapers || Download paper | |
2022 | Investigating the role of central banks in the interconnection between financial markets and cryptoassets. (2022). Kostika, Eleftheria ; Pelagidis, Theodore. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:3:d:10.1007_s40812-022-00227-z. Full description at Econpapers || Download paper | |
2022 | Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00206-8. Full description at Econpapers || Download paper | |
2022 | An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322. Full description at Econpapers || Download paper | |
2022 | On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301. Full description at Econpapers || Download paper | |
2022 | Initial coin offerings (ICOs) success: Conceptualization, theories and systematic analysis of empirical studies. (2022). Tajeddin, Mahdi ; Bagheri, Afsaneh ; Chitsazan, Hasti. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002554. Full description at Econpapers || Download paper | |
2022 | Privatization, entry and corporate social responsibility with consumer cognition. (2022). , Leonard ; Diao, YU ; Wen, Jun ; Sun, JI. In: MPRA Paper. RePEc:pra:mprapa:115169. Full description at Econpapers || Download paper | |
2022 | Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic. (2022). Gubareva, Mariya ; Nekhili, Ramzi ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000539. Full description at Econpapers || Download paper | |
2022 | Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. (2022). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:113744. Full description at Econpapers || Download paper | |
2022 | Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death. (2022). Fantazzini, Dean. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:304-:d:860084. Full description at Econpapers || Download paper | |
2022 | Production delays, technology choice and cyclical cobweb dynamics. (2022). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000078. Full description at Econpapers || Download paper | |
2022 | Optimal accuracy of unbiased Tullock contests with two heterogeneous players. (2022). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:175. Full description at Econpapers || Download paper | |
2022 | The chaotic monopolist revisited with bounded rationality and delay dynamics. (2022). Szidarovszky, Ferenc ; Matsumoto, Akio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003526. Full description at Econpapers || Download paper | |
2022 | Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317. Full description at Econpapers || Download paper | |
2022 | Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329. Full description at Econpapers || Download paper | |
2022 | Fast simulation of tempered stable OrnsteinâUhlenbeck processes. (2022). Petroni, Nicola Cufaro ; Sabino, Piergiacomo. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01205-8. Full description at Econpapers || Download paper | |
2022 | Supervised Machine Learning Classification for Short Straddles on the S&P500. (2022). Larcher, Gerhard ; Kofler, Johannes ; Desmettre, Sascha ; Seidl, Philipp ; Brunhuemer, Alexander. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:235-:d:999165. Full description at Econpapers || Download paper | |
2022 | Application of hybrid artificial intelligent models to predict deliverability of underground natural gas storage sites. (2022). Hemeng, Zhang ; Ashraf, Umar ; Safaei-Farouji, Majid ; Zamanyad, Aiyoub ; Vo, Hung. In: Renewable Energy. RePEc:eee:renene:v:200:y:2022:i:c:p:169-184. Full description at Econpapers || Download paper | |
2022 | Journey of Cryptocurrency in India In View of Financial Budget 2022-23. (2022). Chaturvedi, Atul ; Misra, Manoj Kumar ; Shukla, Varun. In: Papers. RePEc:arx:papers:2203.12606. Full description at Econpapers || Download paper |
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2021 | Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand. (2021). Li, Xiaoliang. In: Papers. RePEc:arx:papers:2112.05950. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). FigÃÂ -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper | |
2021 | Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571. Full description at Econpapers || Download paper | |
2021 | Ownership, uses and perceptions of cryptocurrency: Results from a population survey. (2021). Fiedler, Ingo ; Ante, Lennart ; von Meduna, Marc ; Steinmetz, Fred. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s0040162521005059. Full description at Econpapers || Download paper | |
2021 | Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers || Download paper | |
2021 | Empirical Evidences on the Interconnectedness between Sampling and Asset Returnsâ Distributions. (2021). Orlando, Giuseppe ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:88-:d:550538. Full description at Econpapers || Download paper | |
2021 | A machine learning-based price state prediction model for agricultural commodities using external factors. (2021). Oktoviany, Prilly ; Korn, Ralf ; Knobloch, Robert. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00354-7. Full description at Econpapers || Download paper | |
2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper | |
2021 | Using Householderâs method to improve the accuracy of the closed-form formulas for implied volatility. (2021). Lin, Chang-Yao ; Miao, Daniel Wei-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00763-9. Full description at Econpapers || Download paper | |
2021 | Dynamic wage bargaining and labour market fluctuations: the role of productivity shocks. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:8:d:10.1007_s43546-021-00098-x. Full description at Econpapers || Download paper | |
2021 | Market selection in global value chains. (2021). Vannuccini, Simone ; Savin, Ivan ; Mundt, Philipp ; Inoue, Hiroyasu ; Cantner, Uwe. In: BERG Working Paper Series. RePEc:zbw:bamber:170. Full description at Econpapers || Download paper | |
2021 | A network approach to consumption. (2021). Mayerhoffer, Daniel M ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:173. Full description at Econpapers || Download paper | |
2021 | Production delays, technology choice and cyclical cobweb dynamics. (2021). Westerhoff, Frank ; Mignot, Sarah ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:174. Full description at Econpapers || Download paper | |
2021 | The Dynamics of Working Hours and Wages Under Implicit Contracts. (2021). Guerrazzi, Marco ; Giribone, Pier Giuseppe. In: GLO Discussion Paper Series. RePEc:zbw:glodps:818. Full description at Econpapers || Download paper |
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2020 | Ultimatum Bargaining with Rational Inattention. (2020). Ravid, Doron. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2948-63. Full description at Econpapers || Download paper | |
2020 | Optimal Payoff under the Generalized Dual Theory of Choice. (2020). He, Xue Dong ; Jiang, Zhaoli. In: Papers. RePEc:arx:papers:2012.00345. Full description at Econpapers || Download paper | |
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2020 | Some conditions for the equivalence between risk aversion, prudence and temperance. (2020). Menegatti, Mario ; De Donno, Marzia. In: Theory and Decision. RePEc:kap:theord:v:89:y:2020:i:1:d:10.1007_s11238-020-09745-5. Full description at Econpapers || Download paper | |
2020 | A special issue on the mathematics of subjective probability. (2020). Cassese, Gianluca ; Vantaggi, Barbara ; Rigo, Pietro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00286-8. Full description at Econpapers || Download paper | |
2020 | A special issue on multi-criteria decision aiding. (2020). Brunelli, Matteo ; Sowiski, Roman ; Figueira, Jose Rui ; Greco, Salvatore ; Fedrizzi, Michele. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00311-w. Full description at Econpapers || Download paper |
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2019 | From microscopic price dynamics to multidimensional rough volatility models. (2019). Rosenbaum, Mathieu ; Tomas, Mehdi. In: Papers. RePEc:arx:papers:1910.13338. Full description at Econpapers || Download paper | |
2019 | Infinite dimensional polynomial processes. (2019). Svaluto-Ferro, Sara ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1911.02614. Full description at Econpapers || Download paper | |
2019 | FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18. Full description at Econpapers || Download paper | |
2019 | Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II. (2019). Oosterlee, Cornelis ; le Floch, Fabien. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:30-:d:211431. Full description at Econpapers || Download paper | |
2019 | Volatility and volatility-linked derivatives: estimation, modeling, and pricing. (2019). Mancino, Maria Elvira ; Wang, Tai-Ho ; Alos, Elisa. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00271-w. Full description at Econpapers || Download paper |