Access Statistics for Marc Potters

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Back to basics: historical option pricing revisited 2 6 31 265 17 49 156 979
Comment on: "Two-phase behaviour of financial markets" 1 3 22 165 3 9 56 314
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 2 12 83 529 12 43 205 1,112
Financial Applications of Random Matrix Theory: Old Laces and New Pieces 17 39 166 618 36 82 314 1,097
Financial markets as adaptative systems 0 5 21 163 1 9 42 270
Hedge your Monte Carlo 0 0 0 0 5 22 121 416
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities 3 10 51 300 6 27 125 584
Large dimension forecasting models and random singular value spectra 3 6 60 317 12 22 103 539
Missing information and asset allocation 1 5 23 139 2 12 49 239
Noise dressing of financial correlation matrices 0 6 31 253 4 16 68 455
Option pricing and hedging with temporal correlations 2 4 17 119 3 5 33 199
Option pricing in the presence of extreme fluctuations 2 3 16 150 5 9 29 213
Phenomenology of the interest curve 0 3 13 681 7 12 55 1,964
Phenomenology of the interest rate curve 1 3 15 156 5 10 46 423
Random matrix theory 0 0 0 0 5 15 72 461
Random matrix theory and financial correlations 19 46 123 648 34 81 244 1,132
Random walks, liquidity molasses and critical response in financial markets 5 13 54 241 8 25 113 428
Rational decisions, random matrices and spin glasses 0 3 23 163 3 10 53 350
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets 9 35 157 609 31 84 367 1,423
Strings Attached 0 0 0 0 2 10 40 247
Trend followers lose more often than they gain 8 19 102 498 29 72 241 969
Total Working Papers 75 221 1,008 6,014 230 624 2,532 13,814

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Phenomenology of the interest rate curve 1 2 8 73 3 6 31 319
Random walks, liquidity molasses and critical response in financial markets 1 4 9 72 4 11 31 167
Relation between bid-ask spread, impact and volatility in order-driven markets 7 10 37 89 12 22 86 182
Total Journal Articles 9 16 54 234 19 39 148 668

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04