20 citations to https://www.mathnet.ru/rus/qf2
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Ioanna T. Kokores, Financial and Monetary Policy Studies, 55, Monetary Policy in Interdependent Economies, 2023, 39
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Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25:1 (2023)
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Xu Wu, Pei-Yu Wang, Kun Wang, “The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation”, Socio-Economic Planning Sciences, 87 (2023), 101493
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Cagin Uru, Savas Dayanik, Semih O. Sezer, “Compound Poisson disorder problem with uniformly distributed disorder time”, Bernoulli, 29:3 (2023)
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Robert A. Jarrow, Simon S. Kwok, “Inferring financial bubbles from option data”, J of Applied Econometrics, 36:7 (2021), 1013
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Robert Jarrow, Simon Kwok, “Inferring Financial Bubbles from Option Data”, SSRN Journal, 2020
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S. Lleo, W. T. Ziemba, “Can Warren Buffett forecast equity market corrections?”, The European Journal of Finance, 25:4 (2019), 369
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 367
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 277
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Yang Hu, Les Oxley, “Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s”, Journal of the Japanese and International Economies, 50 (2018), 89