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Predicting Economic Recessions Using Machine Learning Algorithms abstract

ETF Arbitrage Under Liquidity Mismatch abstract

Predicting Bankruptcy with Support Vector Machines abstract

Variance Risk Premia on Stocks and Bonds abstract

Diversify and Purify Factor Premiums in Equity Markets abstract

FFT Based Option Pricing abstract

Quantile Regression in Risk Calibration abstract

TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data abstract

Identifying Price Bubble Periods in the Energy Sector abstract

Empirical Pricing Kernels and Investor Preferences abstract

Forecast Based Pricing of Weather Derivatives abstract

Common Functional Implied Volatility Analysis abstract

Speculation and Power Law abstract

The Interaction of Skewness and Analysts' Forecast Dispersion in Asset Pricing abstract

Copula-Based Factor Model for Credit Risk Analysis abstract

A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics abstract

CDO and HAC abstract

Forecasting the Term Structure of Variance Swaps abstract

Functional Analytic (Ir-)Regularity Properties of SABR-type Processes abstract

Testing Monotonicity of Pricing Kernels abstract


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