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Group by: Creators | Item Type
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Number of items at this level: 26.

A

A. Hennessy, Christopher and Goodhart, C. A. E. (2023) Goodhart's law and machine learning: a structural perspective. International Economic Review. ISSN 1468-2354

B

Bradley, Richard ORCID: 0000-0003-2184-7844 (2024) The Principal Principle and the contingent a priori. Economics and Philosophy. ISSN 0266-2671

C

Cetin, Umut ORCID: 0000-0001-8905-853X and Hok, Julien (2023) Speeding up the Euler scheme for killed diffusions. Finance and Stochastics. ISSN 0949-2984 (In Press)

Chen, Runquan (2009) Regime switching in volatilities and correlation between stock and bond markets. Financial Markets Group Discussion Papers (640). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Dasgupta, Amil ORCID: 0000-0001-8474-9470 (2002) Coordination, learning, and delay. Financial Markets Group Discussion Papers (435). Financial Markets Group, The London School of Economics and Political Science, London, UK.

F

Foldes, Lucien (2004) Continuous time optimal stochastic growth: local martingales, transversality and existence. Financial Markets Group Discussion Papers (479). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Financial Markets Group Discussion Papers (109). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Fu, Jing and Page, Frank (2022) Parameterized state-contingent games, 3M minimal Nash correspondences, and connectedness. Systemic Risk Centre Discussion Papers (116). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

K

Kadigi, Reuben M.J., Robinson, Elizabeth ORCID: 0000-0002-4950-0183, Szabo, Sylvia, Kangile, Joseph, Mgeni, Charles P., De Maria, Marcello, Tsusaka, Takuji and Nhau, Brighton (2022) Revisiting the Solow-Swan model of income convergence in the context of coffee producing and re-exporting countries in the world. Sustainable Futures, 4. ISSN 2666-1888

Karagiannaki, Eleni (2022) distout and svydistout: help file to accompany Stata programmes for undertaking distributional analysis of continuous outcome variables. Social Policies and Distributional Outcomes Research Notes (SPDORN01). Centre for Analysis of Social Exclusion, London School of Economics and Political Science, London, UK.

Karagiannaki, Eleni (2022) distoutc and svydistoutc: help file to accompany Stata programmes for undertaking distributional analysis of categorical outcome variables. Social Policies and Distributional Outcomes Research Notes (SPDORN04). Centre for Analysis of Social Exclusion, London School of Economics and Political Science, London, UK.

Kristensen, Dennis (2004) Estimation in two classes of semiparametric diffusion models. Financial Markets Group Discussion Papers (500). Financial Markets Group, The London School of Economics and Political Science, London, UK.

L

Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2002) Consistent testing for stochastic dominance: a subsampling approach. Financial Markets Group Discussion Papers (407). Financial Markets Group, The London School of Economics and Political Science, London, UK.

M

Macve, Richard (2021) Pacioli’s Lens: Through a glass, darkly. Accounting Historians Journal, 49 (1). pp. 83-92. ISSN 0148-4184

Montebruno, Piero ORCID: 0000-0001-8010-7446 (2021) The square root of negative one: the influence of imaginary numbers on Nicanor Parra’s poem ‘El hombre imaginario’. . London School of Economics and Political Science, London, UK.

Morgan, Mary S. (2020) Inducing visibility and visual deduction. Economic History Working Papers (306). London School of Economics and Political Science, London, UK.

P

Park, Sujin and Linton, Oliver (2012) Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise. Financial Markets Group Discussion Papers (703). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Piccione, Michele and Rubinstein, Ariel (2003) Modeling the economic interaction of agents with diverse abilities to recognise equilibrium patterns. Journal of the European Economic Association, 1 (1). pp. 212-223. ISSN 1542-4774

Q

Quah, Danny (2002) Spatial agglomeration dynamics. American Economic Review, 92 (2). pp. 247-252. ISSN 0002-8282

R

Raikou, Maria and McGuire, Alistair (2009) Parametric estimation of medical care costs under conditions of censoring. LSE Health working papers (13/2009). LSE Health, London School of Economics and Political Science, London, UK. ISBN 9780853280064

S

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2011) Optimality versus practicality in market design: a comparison of two double auctions. .

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2014) Optimality versus practicality in market design: a comparison of two double auctions. Games and Economic Behavior, 86. pp. 248-263. ISSN 0899-8256

Segoviano, Miguel A. (2006) Conditional probability of default methodology. Financial Markets Group Discussion Papers (558). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Shin, Hyun Song (2001) Disclosures and asset returns. Financial Markets Group Discussion Papers (371). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Shiryaev, Albert N., Zhitlukhin, M. V. and Ziemba, William T. (2013) When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model. Systemic Risk Centre Discussion Papers (5). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

T

Tzougas, George and Makariou, Despoina ORCID: 0000-0002-9001-2122 (2022) The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Risk Management and Insurance Review, 25 (4). 401 - 417. ISSN 1098-1616

This list was generated on Thu Apr 25 16:37:37 2024 BST.