Numerical methods for optimal insurance demand under marked point processes shocks,
Mohamed Mnif,
from arXiv.org
(2010)
Detecting Structural Breaks using Hidden Markov Models,
Christos Ntantamis,
from Department of Economics and Business Economics, Aarhus University
(2010)
Keywords: Structural change, Hidden Markov Model, Regime Switching, Bayesian Segmentation, Monetary Policy
Minimax Regression Quantiles,
Stefan Bache,
from Department of Economics and Business Economics, Aarhus University
(2010)
Keywords: Quantile regression, non-linear quantile regression, estimating functions, minimax estimation, empirical process theory
Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices,
John Fry,
from University Library of Munich, Germany
(2010)
Keywords: financial crashes; super-exponential growth; illusion of certainty; housing-bubble