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Applications of Statistical Mechanics
6 references·2 citing·27 second hop
Applications of Statistical Mechanics (2014)Applications of Statistical MechanicsOptions, Futures and Other Derivatives (2003)Options, Futures and Other De…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Continuous-Time Finance. (1991)Continuous-Time Finance.Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Theory of Financial Decision Making. (1988)Theory of Financial Decision …The Random Character of Stock Market Prices. (1965)The Random Character of Stock…An Original Approach to Active Climate Control Based on Equilibrium Moisture Content (EMC) as Set Point in a Middle-Age Building in Palermo, Italy (2019)An Original Approach to Activ…The effect of changes in relative humidity on the hydration rate of Pachuca obsidian (2006)The effect of changes in rela…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Part I, The Development of the Method (1960)Glass Hydration: A Method of Dating Glass Objects (1977)Obsidian Hydration Profiles Measured by Sputter-Induced Optical Emission (1978)Preservation of the artistic heritage within the seat of the Chancellorship of the University of Palermo (2005)The Deformometric Kit: A method and an apparatus for monitoring the deformation of wooden panels (2012)Wireless Sensor Platform for Cultural Heritage Monitoring and Modeling System (2017)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)Scaling behaviors in differently developed markets (2003)Multi-scaling in finance (2007)Predicting short-term stock prices using ensemble methods and online data sources (2018)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Market Liquidity and Funding Liquidity (2008)Stock Market Crashes, Precursors and Replicas (1996)Integrating Long- and Short-Term Contracting via Business-to-Business Exchanges for Capital-Intensive Industries (2003)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2006)
this work references cited by second hop

References

  • 1997The Econometrics of Financial Markets5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1991Continuous-Time Finance.647 cited
  • 1965The Random Character of Stock Market Prices.266 cited

Cited by

  • 2006The effect of changes in relative humidity on the hydration rate of Pachuca obsidian21 cited
  • 2019An Original Approach to Active Climate Control Based on Equilibrium Moisture Content (EMC) as Set Point in a Middle-Age Building in Palermo, Italy2 cited

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