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An investigation into factors affecting the occupational choices of nominated farm heirs in Ireland

Journal of agricultural economics, 2007-02, Vol.58 (1), p.61-75

2007

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INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Econometrica, 2013-03, Vol.81 (2), p.667-737

2013

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Nonlinear Granger Causality: Guidelines for Multivariate Analysis

Journal of applied econometrics (Chichester, England), 2016-11, Vol.31 (7), p.1333-1351

2016

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LONG-TERM RISK: A MARTINGALE APPROACH

Econometrica, 2017-01, Vol.85 (1), p.299-312

2017

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A THEORY OF NON-BAYESIAN SOCIAL LEARNING

Econometrica, 2018-03, Vol.86 (2), p.445-490

2018

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IDENTIFYING TREATMENT EFFECTS UNDER DATA COMBINATION

Econometrica, 2014-03, Vol.82 (2), p.811-822

2014

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In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Mathematical finance, 2021-10, Vol.31 (4), p.1099-1110

2021

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Partial‐depth search and search pattern comparisons

Managerial and decision economics, 2024-04, Vol.45 (3), p.1333-1342

2024

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DYNAMIC CDO TERM STRUCTURE MODELING

Mathematical finance, 2011-01, Vol.21 (1), p.53-71

2011

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NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

Econometrica, 2017-07, Vol.85 (4), p.1303-1320

2017

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LOCAL WELL-POSEDNESS OF MUSIELA'S SPDE WITH LÉVY NOISE

Mathematical finance, 2010-07, Vol.20 (3), p.341-363

Marinelli, Carlo

2010

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ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

Mathematical finance, 2014-10, Vol.24 (4), p.728-761

2014

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Likelihood-ratio-based confidence sets for the timing of structural breaks

Quantitative economics, 2015-07, Vol.6 (2), p.463-497

2015

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A Continuous-time Markov Chain Approach for Modeling of Poverty Dynamics: Application to Mozambique

African development review, 2016-12, Vol.28 (4), p.482-495

2016

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TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK

Mathematical finance, 2013-10, Vol.23 (4), p.742-762

2013

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PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Mathematical finance, 2011-10, Vol.21 (4), p.627-641

2011

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NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical finance, 2006-07, Vol.16 (3), p.569-582

Guasoni, Paolo

2006

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HEDGING UNDER ARBITRAGE

Mathematical finance, 2013-04, Vol.23 (2), p.297-317

Ruf, Johannes

2013

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RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES

Mathematical finance, 2013-01, Vol.23 (1), p.94-121

2013

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Consumer Search with Limited Product Evaluation

Journal of economics & management strategy, 2016-03, Vol.25 (1), p.32-55

2016

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AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION

Economic inquiry, 2013-10, Vol.51 (4), p.1932-1947

2013

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Financial Bounds for Insurance Claims

The Journal of risk and insurance, 2014-03, Vol.81 (1), p.27-56

2014

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Can a Coherent Risk Measure Be Too Subadditive?

The Journal of risk and insurance, 2008-06, Vol.75 (2), p.365-386

2008

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RATING BASED LÉVY LIBOR MODEL

Mathematical finance, 2013-10, Vol.23 (4), p.591-626

2013

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Measurement of aggregate risk with copulas

The econometrics journal, 2005-01, Vol.8 (3), p.428-454

2005

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An investigation into factors affecting the occupational choices of nominated farm heirs in Ireland

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Nonlinear Granger Causality: Guidelines for Multivariate Analysis

LONG-TERM RISK: A MARTINGALE APPROACH

A THEORY OF NON-BAYESIAN SOCIAL LEARNING

IDENTIFYING TREATMENT EFFECTS UNDER DATA COMBINATION

In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Partial‐depth search and search pattern comparisons

DYNAMIC CDO TERM STRUCTURE MODELING

NONPARAMETRIC INSTRUMENTAL VARIABLE ESTIMATION UNDER MONOTONICITY

LOCAL WELL-POSEDNESS OF MUSIELA'S SPDE WITH LÉVY NOISE

ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

Likelihood-ratio-based confidence sets for the timing of structural breaks

A Continuous-time Markov Chain Approach for Modeling of Poverty Dynamics: Application to Mozambique

TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

HEDGING UNDER ARBITRAGE

RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES

Consumer Search with Limited Product Evaluation

AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION

Financial Bounds for Insurance Claims

Can a Coherent Risk Measure Be Too Subadditive?

RATING BASED LÉVY LIBOR MODEL

Measurement of aggregate risk with copulas

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