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Economics, Econometrics and Finance
Economics, Econometrics and Finance 论文解读
Economics, Econometrics and Finance 领域重要论文的 AI 解读列表，按研究动机、方法与结果结构化呈现。
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4,392 results
Invariant measures for stochastic functional differential equations with superlinear drift term
Abdelhadi Es–Sarhir, Onno van Gaans, +1
ArXiv.org
|
2009
|
6 citations
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
Hélène Guérin, Jean‐François Renaud
Archipelago (Université du Québec à Montréal)
|
2014
|
6 citations
Judging the Judges: Evaluating Alignment and Vulnerabilities in LLMs-as-Judges
Aman Singh Thakur, Kartik Choudhary, +3
arXiv (Cornell University)
|
2024
|
6 citations
Jump Type Stochastic Differential Equations with Non-Lipschitz Coefficients: Non Confluence, Feller and Strong Feller Properties, and Exponential Ergodicity
Fubao Xi, Chao Zhu
arXiv (Cornell University)
|
2017
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6 citations
Kolmogorov complexity as a hidden factor of scientific discourse: from Newton's law to data mining
Yuri I. Manin
arXiv (Cornell University)
|
2013
|
6 citations
Laws and Likelihoods for Ornstein Uhlenbeck-Gamma and other BNS OU Stochastic Volatilty models with extensions
Lancelot F. James
ArXiv.org
|
2006
|
6 citations
Likelihood ratio test for structural changes in factor models
Jushan Bai, Jiangtao Duan, +1
arXiv (Cornell University)
|
2022
|
6 citations
Limit theorems for the sample autocovariance of a continuous-time moving average process with long memory
Felix Spangenberg
arXiv (Cornell University)
|
2015
|
6 citations
Limiting Behavior of LQ Deterministic Infinite Horizon Nash Games with Symmetric Players as the Number of Players goes to Infinity
George P. Papavassilopoulos
arXiv (Cornell University)
|
2014
|
6 citations
Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II
Bernard Roynette, Pierre Vallois, +1
ArXiv.org
|
2005
|
6 citations
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