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Quantifying and understanding the economics of large financial movements
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - In: Journal of economic dynamics & control 32 (2008) 1, pp. 303
Persistent link: https://www.econbiz.de/10007896294
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Institutional Investors and Stock Market Volatilityxref ref-type="fn" rid="fn1">*
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - In: The quarterly journal of economics 121 (2006) 2, pp. 461-504
Persistent link: https://www.econbiz.de/10007632411
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INSTITUTIONAL INVESTORS AND STOCK MARKET VOLATILITY.
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - 2005
Persistent link: https://www.econbiz.de/10006957021
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Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd - In: Journal of economic dynamics & control 32 (2008) 1, pp. 279-302
Persistent link: https://www.econbiz.de/10007896295
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Modelling correlations in credit portfolio risk
Rosenow, Bernd; Weissbach, Rafael - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10009883657
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On the size distribution of business firms
Growiec, Jakub; Pammolli, Fabio; Riccaboni, Massimo; … - In: Economics letters 98 (2008) 2, pp. 207-213
Persistent link: https://www.econbiz.de/10008880559