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Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect

Economy – Quantitative Finance – Statistical Finance
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Gamma-distribution and wealth inequality

Economy – Quantitative Finance – General Finance
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GARCH modelling in continuous time for irregularly spaced time series data

Economy – Quantitative Finance – Statistical Finance
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GARCH options via local risk minimization

Economy – Quantitative Finance – Pricing of Securities
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Gauge Invariance, Geometry and Arbitrage

Economy – Quantitative Finance – Pricing of Securities
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Gaussian Noise Effects on the Evolution of Wealth in a Closed System of n-Economies

Economy – Quantitative Finance – General Finance
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GDP growth rate and population

Economy – Quantitative Finance – General Finance
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GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries

Economy – Quantitative Finance – General Finance
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General acceptance sets, risk measures and optimal capital injections

Economy – Quantitative Finance – Risk Management
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General Intensity Shapes in Optimal Liquidation

Economy – Quantitative Finance – Trading and Market Microstructure
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General Theory of Geometric Lévy Models for Dynamic Asset Pricing

Economy – Quantitative Finance – Pricing of Securities
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Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

Economy – Quantitative Finance – Pricing of Securities
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Generalized supermartingale deflators under limited information

Economy – Quantitative Finance – General Finance
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Geographic Concentration in Portugal and Regional Specific Factors

Economy – Quantitative Finance – General Finance
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Geometric Arbitrage Theory and Market Dynamics

Economy – Quantitative Finance – Computational Finance
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Geometric extension of put-call symmetry in the multiasset setting

Economy – Quantitative Finance – Computational Finance
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Global recessions as a cascade phenomenon with heterogenous, interacting agents

Economy – Quantitative Finance – General Finance
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Global risk minimization in financial markets

Economy – Quantitative Finance – Portfolio Management
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Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks

Economy – Quantitative Finance – Statistical Finance
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Good deal bounds induced by shortfall risk

Economy – Quantitative Finance – Risk Management
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