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20162026
most citedEverything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask

2 citations · 2 across the 6 of their papers we have counts for

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q-fin.RM2016

Brexit or Bremain ? Evidence from bubble analysis

Marco Bianchetti, Davide Galli, Camilla Ricci +2

We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation…