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

Gamma-distribution and wealth inequality

GARCH modelling in continuous time for irregularly spaced time series data

GARCH options via local risk minimization

Gauge Invariance, Geometry and Arbitrage

Gaussian Noise Effects on the Evolution of Wealth in a Closed System of n-Economies

GDP growth rate and population

GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries

General acceptance sets, risk measures and optimal capital injections

General Intensity Shapes in Optimal Liquidation

General Theory of Geometric Lévy Models for Dynamic Asset Pricing

Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

Generalized supermartingale deflators under limited information

Geographic Concentration in Portugal and Regional Specific Factors

Geometric Arbitrage Theory and Market Dynamics

Geometric extension of put-call symmetry in the multiasset setting

Global recessions as a cascade phenomenon with heterogenous, interacting agents

Global risk from extreme geophysical events: threat identification and assessment

Global risk minimization in financial markets

Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks