Michael Schatz

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 47,455

SSRN RANKINGS

Top 47,455

in Total Papers Downloads

2,263

TOTAL CITATIONS

10

Scholarly Papers (5)

Actions:
Email selected abstracts
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 897 (57,844)
Citation 3

Abstract:

Loading...

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 746 (74,132)
Citation 4

Abstract:

Loading...

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
Didier Sornette, Michael Schatz, Euan Mearns, Ke Wu and Didier Darcet
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, Southern University of Science and Technology and Gavekal Intelligence Software (Gavekal-IS)
Downloads 377 (170,851)
Citation 3

Abstract:

Loading...

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 157 (406,519)

Abstract:

Loading...

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 86 (635,467)

Abstract:

Loading...

CECL, IFRS9, ASRF, Credit Risk