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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
Economics, Econometrics and Finance 分野の主要論文を動機・手法・結果に構造化した AI 論文レビュー一覧です。
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4,328 results
Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)
Andrew J. Patton, Johanna F. Ziegel, +1
arXiv (Cornell University)
|
2017
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49 citations
Econophysics: Empirical facts and agent-based models
Anirban Chakraborti, Ioane Muni Toke, +2
arXiv (Cornell University)
|
2009
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49 citations
Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
Shigē Péng
arXiv (Cornell University)
|
2011
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49 citations
Is Econophysics a Solid Science?
Z. Burda, J. Jurkiewicz, +1
arXiv (Cornell University)
|
2003
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47 citations
Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?
John J. Horton, Filippas, Apostolos, +1
arXiv (Cornell University)
|
2023
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47 citations
Statistical Tests Black swans or dragon-kings? A simple test for deviations from the power law
Joanna Janczura, Rafał Weron
arXiv (Cornell University)
|
2012
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47 citations
The hypothesis of urban scaling: formalization, implications and challenges
Luís M. A. Bettencourt, José Lobo, +1
arXiv (Cornell University)
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2013
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47 citations
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
René Aïd, Matteo Basei, +3
arXiv (Cornell University)
|
2016
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46 citations
Stock market crashes, Precursors and Replicas
Didier Sornette, Anders Johansen, +1
RePEc: Research Papers in Economics
|
1995
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46 citations
Enhanced Gravity Model of trade: reconciling macroeconomic and network models
Assaf Almog, Rhys Bird, +1
arXiv (Cornell University)
|
2015
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45 citations
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