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The nature of economic turbulence : the power destructing economies, with application to shipping

Goulielmos, Alexandros M. - In: Modern economy 9 (2018) 5, pp. 1023-1044

Persistent link: https://www.econbiz.de/10011872491

Power laws and skew distributions : an application to performance royalty income

Pitt, Ivan L. - In: Journal of income distribution : an international quarterly 22 (2013) 2, pp. 148-159

Persistent link: https://www.econbiz.de/10011788846

Heavy tails and upper-tail inequality : the case of Russia

Ibragimov, Marat; Ibragimov, Rustam Ju. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 823-837

Persistent link: https://www.econbiz.de/10011949306

A methodology for actively managing tail risks and uncertainties

Broeders, Dirk; Loman, Herwin; Toor, Joris van - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10012041835

Leverage and uncertainty

Turlakov, Mihail - In: The journal of investment strategies 6 (2017) 4, pp. 81-97

Persistent link: https://www.econbiz.de/10011771264

Power laws in firm size an openess to trade : measurement and implications

Di Giovanni, Julian; Levchenko, Andrei A.; Rancière, Romain - In: Journal of international economics 85 (2011) 1, pp. 42-52

Persistent link: https://www.econbiz.de/10009356265

Power laws in firm size and openness to trade : measurement and implications

Di Giovanni, Julian; Levchenko, Andrei A.; Rancière, Romain - 2010

Persistent link: https://www.econbiz.de/10003969540

Power laws in firm size and openness to trade : measurement and implications

Di Giovanni, Julian; Levchenko, Andrei A.; Rancière, Romain - 2010

Persistent link: https://www.econbiz.de/10003973130

Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data

Filimonov, Vladimir; Sornette, Didier - 2013

We present a careful analysis of possible issues of the application of the self-excited Hawkes process to high-frequency financial data and carefully analyze a set of effects that lead to significant biases in the estimation of the "criticality index'' n that quantifies the degree of endogeneity...

Persistent link: https://www.econbiz.de/10010257507

Power laws and comparative advantage

Hinloopen, Jeroen; Marrewijk, Charles van - In: Applied economics 44 (2012) 10/12, pp. 1483-1507

Persistent link: https://www.econbiz.de/10009525253