Heterogeneity and Increasing Returns May Drive Socio-Economic Transitions
Heterogeneity, correlations and financial contagion
Heterogeneous Beliefs with Finite-Lived Agents
Heterogeneous Beliefs with Partial Observations
Heterogeneous credit portfolios and the dynamics of the aggregate losses
Heterogeneous expectations and long range correlation of the volatility of asset returns
Hidden Noise Structure and Random Matrix Models of Stock Correlations
Hierarchical structure in phonographic market
High Frequency Lead/lag Relationships - Empirical facts
High-order accurate implicit methods for the pricing of barrier options
High-order short-time expansions for ATM option prices under the CGMY model
Hiking the hypercube: producers and consumers
Historical risk measures on stock market indices and energy markets
Homogeneous Volatility Bridge Estimators
Horizon dependence of utility optimizers in incomplete models
Housing Market Microstructure
Housing risk and return: Evidence from a housing asset-pricing model
How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
How does the market react to your order flow?