The efficient index hypothesis and its implications in the BSM model
The empirical properties of large covariance matrices
The endogenous dynamics of markets: price impact and feedback loops
The Epps effect revisited
The escape problem under stochastic volatility: the Heston model
The evolution of EU business cycle synchronisation 1981-2007
The evolvability of business and the role of antitrust
The explicit Laplace transform for the Wishart process
The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III
The fine structure of spectral properties for random correlation matrices: an application to financial markets
The Food Crises: A quantitative model of food prices including speculators and ethanol conversion
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
The fractional volatility model: An agent-based interpretation
The fractional volatility model: No-arbitrage, leverage and risk measures
The fundamental theorem of asset pricing under proportional transaction costs
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
The general mixture-diffusion SDE and its relationship with an uncertain-volatility option model with volatility-asset decorrelation
The Gompertz-Pareto Income Distribution