Michael Schatz

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

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Top 44,639

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1,997

SSRN CITATIONS
Rank 47,175

SSRN RANKINGS

Top 47,175

in Total Papers Citations

16

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Inefficient Bubbles and Efficient Drawdowns in Financial Markets

Swiss Finance Institute Research Paper No. 18-49
Number of pages: 57 Posted: 16 Jul 2018 Last Revised: 17 Apr 2020
Michael Schatz and Didier Sornette
affiliation not provided to SSRN and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 760 (60,256)
Citation 3

Abstract:

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Financial Bubbles, Financial Crashes, Explosive processes, Bubble decomposition, Strict local martingale approach, Infinite horizon bubbles

2.

A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon

Swiss Finance Institute Research Paper No. 16-61
Number of pages: 39 Posted: 21 Oct 2016 Last Revised: 18 Jun 2018
Li Lin, Michael Schatz and Didier Sornette
East China University of Science and Technology (ECUST), affiliation not provided to SSRN and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 694 (67,828)
Citation 4

Abstract:

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financial bubbles, momentum, positive feedback, time-horizon, quasi-likelihood, finite-time-singularity

3.

Interpreting, Analysing and Modelling COVID-19 Mortality Data

Swiss Finance Institute Research Paper No. 20-27
Number of pages: 109 Posted: 30 Apr 2020 Last Revised: 04 Aug 2020
Risks-X, Southern University of Science and Technology (SUSTech), affiliation not provided to SSRN, Academic Guest at the Department of Management, Technology, and Economics, ETH Zurich, ETH Zurich - Department of Management, Technology, and Economics (D-MTEC)Southern University of Science and Technology and Gavekal Intelligence Software (Gavekal-IS)
Downloads 364 (147,743)
Citation 3

Abstract:

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COVID-19 epidemic; mortality; life expectancy; stringency of confinement measures; logistic equation; outbreak progress

4.

Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics

Swiss Finance Institute Research Paper No. 17-21
Number of pages: 19 Posted: 23 Jun 2017
Michael Schatz and Didier Sornette
affiliation not provided to SSRN and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 133 (381,398)

Abstract:

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Uniformly Integrable Martingales, Local Martingales, Single Jump, Explosive Diffusion Processes, Financial Bubbles

5.

The Reduced Variance Bias in Asymptotic Single Risk Factor Models

Number of pages: 19 Posted: 15 Sep 2023 Last Revised: 25 Sep 2023
Frederic Menninger and Michael Schatz
University of Konstanz and affiliation not provided to SSRN
Downloads 46 (712,363)

Abstract:

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CECL, IFRS9, ASRF, Credit Risk