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Heterogeneity and Increasing Returns May Drive Socio-Economic Transitions

Economy – Quantitative Finance – General Finance
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Heterogeneity, correlations and financial contagion

Economy – Quantitative Finance – General Finance
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Heterogeneous Beliefs with Finite-Lived Agents

Economy – Quantitative Finance – General Finance
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Heterogeneous Beliefs with Partial Observations

Economy – Quantitative Finance – General Finance
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Heterogeneous credit portfolios and the dynamics of the aggregate losses

Economy – Quantitative Finance – Risk Management
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Heterogeneous expectations and long range correlation of the volatility of asset returns

Economy – Quantitative Finance – Statistical Finance
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Hidden Noise Structure and Random Matrix Models of Stock Correlations

Economy – Quantitative Finance – Risk Management
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Hierarchical structure in phonographic market

Economy – Quantitative Finance – General Finance
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High Frequency Lead/lag Relationships - Empirical facts

Economy – Quantitative Finance – Trading and Market Microstructure
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High-order accurate implicit methods for the pricing of barrier options

Economy – Quantitative Finance – Pricing of Securities
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High-order short-time expansions for ATM option prices under the CGMY model

Economy – Quantitative Finance – Computational Finance
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Hiking the hypercube: producers and consumers

Economy – Quantitative Finance – General Finance
Scientific paper

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Historical risk measures on stock market indices and energy markets

Economy – Quantitative Finance – Risk Management
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Homogeneous Volatility Bridge Estimators

Economy – Quantitative Finance – Statistical Finance
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Horizon dependence of utility optimizers in incomplete models

Economy – Quantitative Finance – Portfolio Management
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Housing Market Microstructure

Economy – Quantitative Finance – Trading and Market Microstructure
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Housing risk and return: Evidence from a housing asset-pricing model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?

Economy – Quantitative Finance – Pricing of Securities
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How does the market react to your order flow?

Economy – Quantitative Finance – Trading and Market Microstructure
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