The lifetime of a financial bubble

Overconfidence and Speculative Bubbles

José Scheinkman, Wei Xiong · Journal of Political Economy · 2003 · 2.3K citations

Business, Economics, Finance +14

A Generalization of the Gamma Distribution

E. W. Stacy · The Annals of Mathematical Statistics · 1962 · 1.4K citations · Full text

Natural Sciences, Economics, Econometrics +12

A Tale of Two Time Scales

Lan Zhang, Per A. Mykland, Yacine Aı̈t-Sahalia · Journal of the American Statistical Association · 2005 · 1.3K citations

Business, Economics, Finance +15

The fundamental theorem of asset pricing for unbounded stochastic processes

Freddy Delbaen, Walter Schachermayer · Mathematische Annalen · 1998 · 739 citations

Engineering, Economics, Finance +16

Moment explosions in stochastic volatility models

Leif B. G. Andersen, Vladimir Piterbarg · Finance and Stochastics · 2006 · 414 citations

Business, Finance, Mathematics +12