10 research outputs found
A Theory of Large Fluctuations in Stock Market Activity
- Author
- Albert Kyle
- Amir Dembo
- Andrei Shleifer
- Andrei Shleifer
- Andrei Shleifer
- Andrew Lo
- Antonio Bernardo
- Backus
- Barra
- Benjamin F Logan
- Benoit Mandelbrot
- Boris V Gnedenko
- Bruno Biais
- Bryan Routledge
- Charles M Jones
- Chiraphol Chiyachantana
- Claudia Canals
- Daniel Kahneman
- David Cutler
- David Easley
- David Hirshleifer
- David Romer
- Dennis Jansen
- Didier Sornette
- Dilip Abreu
- Dimitri Vayanos
- Dimitris Bertsimas
- Dmitri Pushkin
- Dominique M Guillaume
- Donald Keim
- Doyne Farmer
- Duane Seppi
- Eugene Fama
- Fabrizio Lillo
- Faruk Gul
- George Zipf
- Gerard Gennotte
- Giancarlo Corsetti
- Gur Huberman
- H. Eugene Eugene Stanley
- Herbert Simon
- Hyuk Choe
- Ingrid Werner
- Itzhak Gilboa
- J Mcculloch
- James Davies
- Jean-Philippe Bouchaud
- Jean-Philippe Bouchaud
- Jeffrey Wurgler
- Jeremy Stein
- Joel Hasbrouck
- Joel Hasbrouck
- John Campbell
- John Campbell
- John Griffin
- Joon Chae
- Kazumi Okuyama
- Kenneth A Froot
- Kenneth French
- Kevin Coyne
- Lars Hansen
- Lawrence Epstein
- Leonard Breiman
- Louis Chan
- Louis Chan
- Markus Brunnermeier
- Markus Brunnermeier
- Martin Evans
- Martin Weitzman
- Matthew Jackson
- Matthew Pritsker
- Maureen O&apos
- Michael Barclay
- Moshe Levy
- Nicholas Barberis
- Nicholas Barberis
- Nicholas Brady
- Parameswaran Gopikrishnan
- Parameswaran Gopikrishnan
- Parameswaran Gopikrishnan
- Paul Embrechts
- Paul Gompers
- Per Bak
- Peter Clark
- Randolph Cohen
- Ray Fair
- Richard C Grinold
- Richard Roll
- Robert Almgren
- Robert Axtell
- Robert Barro
- Robert Engle
- Robert Shiller
- Robert Shiller
- Roman Liesenfeld
- Rosario Mantegna
- Rosario Mantegna
- Rustam Ibragimov
- Samuel Kou
- Sanford Grossman
- Sergei Maslov
- Sidney Resnick
- Soeren Hvidkjaer
- Solomon Solomon
- Stephen Leroy
- Steven Durlauf
- Svetlozar Rachev
- Terrance Marsh
- Thomas Loeb
- Thomas Lux
- Thomas Lux
- Thomas Piketty
- Thomas Rietz
- Torben G Andersen
- Vasiliki Plerou
- Vasiliki Plerou
- Vasiliki Plerou
- Vasiliki Plerou
- Vasiliki Plerou
- Viral Acharya
- W Arthur
- William Brock
- William Goetzmann
- William Schwert
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Xavier Gabaix
- Yanhui Liu
- Yi-Cheng Zhang
- Yoshi Fujiwara
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study
Full text linkTheory of probability
- Publication venue
- 'Informa UK Limited'
- Publication date
- 01/01/2017
- Field of study
No full textAsymptotic formula for a partition function of reversible coagulation-fragmentation processes
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
No full textOperational Risk Measurement in Banks: An Application of Extreme Value Theory (Bankalarda Operasyonel Riskin lllmm: UU Deeer Teorisi Uygulamass)
- Author
- A J Mcneil
- A J Mcneil
- A L M Dekkers
- Addison-Wesley
- Alexander J Mcneil
- Anthony Davison
- B M Hill
- B V Gnedenko
- Basel
- Boris Gnedenko
- Coskun KKKKkkzmen
- Davison-Smith
- E A Medova
- Emil Julius Gumbel
- Enrique Castillo
- Fran�ois M Longin
- G Matthys
- J Danielsson
- J Galambos
- Jack L King
- James Pickands
- John Danielson
- M R Leadbetter
- M R Leadbetter
- Marcelo Cruz
- Murat Mazibas
- N L Johnson
- P Embrecht
- P Embrechts
- P Hall
- Paul Embrecht
- Phillippe Artzner
- R A Fisher
- R D Reiss
- R Smith
- Richard L Smith
- Richard L Smith
- Richard Mises
- S A Klugman
- S Ebn�ther
- Smith
- V C Demoulin
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study
No full textA Simple Scheme to Improve the Efficiency of Referenda
- Author
- Alessandra Casella
- Alessandra Casella
- Alessandra Casella
- Alessandra Casella
- Andrew Gelman
- Andrew Gelman
- Boris V Gnedenko
- Colin M Campbell
- Curtis R Taylor
- David S Broder
- Elisabeth R Gerber
- Elisabeth R Gerber
- Gary Chamberlain
- Gary Cox
- Howard Margolis
- I J Good
- John G Matsusaka
- John G Matsusaka
- John O Ledyard
- Lani Guinier
- Matthew Jackson
- Rafael Hortala-Vallve
- Robert Cooter
- Samuel Issacharoff
- Shaun Bowler
- Stefan Krasa
- Steve Brams
- Tilman B�rgers
- William Feller
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
No full textBiodegradation of Soluble Redox Polymers. 1. (0.017Ferrocene)amylose
- Author
- Alexander D. Ryabov
- Almin K. E.
- Almin K. E.
- Badia A.
- Bixler J.
- Boris B. Gnedenko
- Bourdillon C.
- Creasy K. E.
- Dais P.
- Delahay P.
- Dorman D. E.
- Evans J. D.
- Inagaki T.
- Isnin R.
- Jones M.
- Klyosov A. A.
- Kubik S.
- Lindsay J. K.
- Manaban S. E.
- Matsue T.
- McNeil C. J.
- Nelson N.
- Nicholson R. S.
- Nicholson R. S.
- Osgerby J. M.
- Perrin D. D.
- Rabinovich M. L.
- Reinehart Jr. K. L.
- Review
- Review
- Ryabov A. D.
- Ryabov A. D.
- Saji T.
- Schoemaker
- Shevel'kova A. N.
- Somogyi M.
- Strelets V. V.
- Wulff G.
- Wulff G.
- Yoshida K.
- Publication venue
- 'American Chemical Society (ACS)'
- Publication date
- Field of study
No full textTTrk Bankaccllk Sekttrrnde Operasyonel Risklerin Stokastik YYntemlerle llllmesi (Measurement of Operational Risks with Stochastic Models in Turkish Banking System)
- Author
- A Frachot
- A Frachot
- A J Mcneil
- Alexander J Mcneil
- Anna Reshetar
- Anthony Davison
- Boris Gnedenko
- Christopher L Marshall
- E A Medova
- Emil Julius Gumbel
- Enrique Castillo
- E�risk Portal
- Fran�ois M Longin
- G Willmott
- Gary Venter
- H H Panjer
- Harry H Panjer
- J Galambos
- Jack L King
- James Pickands
- John Danielson
- John P Robertson
- Marcelo Cruz
- Marcelo Cruz
- Marcus Haas
- Marcus Haas
- Mark
- Modellemesi
- Murat Maziba?
- Murat Maziba?
- Murat Maziba?
- Murat Maziba?
- Murat Maziba?
- Murat Mazibas
- N L Johnson
- P E Heckman
- P Embrecht
- Paul Embrecht
- Phillippe Artzner
- R A Fisher
- R D Reiss
- Richard L Smith
- Richard L Smith
- Richard Mises
- Roy Davies
- S A Klugman
- S Ebn�ther
- Stephen Kingsley
- T Pagett
- V C Demoulin
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2005
- Field of study
No full textMeasuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach
- Author
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- Acharya
- Acharya
- Acharya
- Alberto Manconi
- Andreas A Jobst
- Andreas A Jobst
- Andreas A Jobst
- Andreas A. Jobst
- Andrei Shleifer
- Andrew Ellul
- Bengt Holmstrom
- Bernard Dumas
- Boris V Gnedenko
- Charles Goodhart
- Christian Weistroffer
- Craig B Merrill
- D C July (washington
- Dale F Gray
- Dale F Gray
- David Aikman
- David Backus
- Douglas T Breeden
- Douglas W Diamond
- E Jones
- Ehud I Ronn
- Emmanuel Farhi
- Enrico Perotti
- Enrico Perotti
- Fischer Black
- Franklin Allen
- Gary B Gorton
- Gurdip Bakshi
- Hyun Shin
- James Pickands
- Jan Ericsson
- Jeanne Gobat
- Jin Cao
- John C Cox
- Jonathan M Borwein
- Jonathan Sondow
- Joshua Coval
- Laura Valderrama
- Luis I J�come
- Mark Roe
- Markus Brunnermeier
- Markus Brunnermeier
- Martin L Weitzman
- Mathias Drehmann
- Michael C Jensen
- Paul Embrechts
- Peter Crosbie
- Peter Hall
- Poon
- Robert C Merton
- Ronald A Fisher
- Steven L Heston
- Steven L Heston
- Stuart G Coles
- Vandewalle
- Viral V Acharya
- Wan - Chiu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
No full textMultivariate Dependence of Implied Volatilities from Equity Options as Measure of Systemic Risk
- Author
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- Acharya
- Acharya
- Andreas A Jobst
- Andreas A Jobst
- Andreas A Jobst
- Andreas A. Jobst
- Andrew G Haldane
- Boris V Gnedenko
- Charles Spearman
- Christian T Brownlees
- Claude E Shannon
- Claudio Borio
- D C December (washington
- D C Washington
- Dale F Gray
- Dale F Gray
- De Bandt
- Dimitrios Bisias
- Franklin Allen
- Fran�ois Longin
- Henry Theil
- Howard Levene
- Jaakko Astola
- James Pickands
- Jobst Gray
- John Hull
- Jonathan M Borwein
- Jonathan Sondow
- Jorge Chan-Lau
- Kristin Forbes
- L P Bloomberg
- L P Bloomberg
- Lucien G Preuss
- Marco A Espinosa-Vega
- Mark Kritzman
- Mark Kritzman
- Mathias Drehmann
- Maurice G Kendall
- Maurice S Bartlett
- Mico Loretan
- Miguel A Segoviano
- Monica Billio
- Morton B Brown
- Nicola Tarashev
- Others Acharya
- Others Huang
- Paul Embrechts
- Peter Hall
- Peter W Buchen
- Poon
- Richard Markeloff
- Robert F Engle
- Robert F Engle
- Ronald A Fisher
- Stefan Mittnick
- Stefano Battiston
- Stephen M Stigler
- Stuart G Coles
- Stuart G Coles
- Tobias Adrian
- U S Banks
- Xin Huang
- Yasuhiro Yamai
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
No full textBetter Investing Through Factors, Regimes and Sensitivity Analysis
- Author
- ? For Simulation Of Sdes: Kloeden
- A Ang
- A Ang
- A Ang
- A Ang
- A Ang
- A Ang
- A Denev
- A Frazzini
- A Frazzini
- A Ilmanen
- A Ilmanen
- A Meucci
- A Saltelli
- A V Fiacco
- A Werley
- Alexandre Hocquard
- Anthony Werley
- Antti Ilmanen
- Attilio Meucci
- Attilio Meucci
- Attilio Meucci
- Attilio Meucci
- Attilio Meucci
- Attilio Meucci
- Avanidhar Subrahmanyam
- B Burger
- Black-Litterman
- Boris Gnedenko
- Brad M Barber
- C Asness
- C B Erb
- C Erlwein
- C Ernst
- C G Koedijk
- C Homescu
- C Homescu
- C Kim
- C R Harvey
- C R Harvey
- C R Harvey
- C R Harvey
- C R Harvey
- C S Asness
- C S Asness
- C Stivers
- C Szylar
- Catherine Bruneau
- Cristian Homescu
- D Bloch
- D Duy
- D H Bailey
- D H Bailey
- D H Bailey
- D Mark
- D Roman
- D Rosen
- David Ardia
- David Blitz
- David Saunders
- De Jong
- Dessislava Pachamanova
- Dieharder Brown
- E Jay
- E Platen
- E Zivot
- Eckhard Platen
- Edwin Fischer
- Eugene F Fama
- Eugene Fama
- Eugene Fama
- Eugene L Podkaminer
- F M Asl
- Frederick E Dopfel
- G B Gorton
- G B Gorton
- G Bernhart
- G Jostova
- Gabriel Frahm
- Georgios-Xanthakis Gkatzilakis
- Gregory Connor
- H David
- H Gulen
- H Lin
- Hans Pirnay
- I Bruce
- I Bruce
- J A Doornik
- J Bambaci
- J Bender
- J Bender
- J Bender
- J Bulla
- J Fan
- J Green
- J Green
- J H Witte
- J Hauptmann
- J Ioannidis
- J Liu
- J Mire
- J Okunev
- J P Romano
- J Tu
- Jianqing Fan
- Jianqing Fan
- Joachim Klement
- Jochen Papenbrock
- John H Cochrane
- John Lewis
- Johnathan Mun
- Jonathan Lewellen
- Joop Huij
- K Grobys
- K Pukthuanthong
- Karen Witham
- Kris Boudt
- Kris Boudt
- L Bloechlinger
- L Menkho
- L Pospisil
- L&apos
- L&apos
- Laurent Barras
- M Ammann
- M Correia
- M K Hess
- M Mark
- M Matsumoto
- Magnus Erik
- Marco Escobar
- Marcos Lopez De Prado
- Massimo Guidolin
- Massimo Guidolin
- Massimo Guidolin
- Mersenne Twister
- Monte Carlo
- Morton Glantz
- N Amenc
- N Amenc
- N Amenc
- N Gonzalez
- N Nassim
- N Scott
- P
- P E Kloeden
- P E Kloeden
- P Ecuyer
- P Ecuyer
- P Glasserman
- Patrick Houweling
- Paul Mouchakkaa
- Peng Wang
- Peter Nystrup
- Peter Williams
- R Bauer
- R D Martin
- R G Brown
- R Hafner
- R Koijen
- R Korn
- R Leote De Carvalho
- R Novy-Marx
- R Weron
- R Weron
- Riccardo Rebonato
- Richard Gold
- Roger Masi
- Romain Perchet
- Roza Galeeva
- Roza Galeeva
- S Cliord
- S Darolles
- S Minami
- S Minami
- S Mitra
- S P Kothari
- S P Kothari
- Sebastien Page
- Sebastien Page
- Stacy Cue
- Thanh Huy
- Thierry Roncalli
- Tianie Carli
- Timo Teuber
- V Bhansali
- V Demiguel
- V Demiguel
- Valeriy Zakamulin
- Vineer Bhansali
- W H Greene
- Wayne Ferson
- Wing Cheung
- Wing Cheung
- Wing Cheung
- Wing Cheung
- Wing Cheung
- Xiaowei Kang
- Y Ma
- Y Prasetyo
- Y Romahi
- Yindeng Jiang
- Zelia Cazalet
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
No full text
