Jutta G. Kurth
Identifiers
- name variant Jutta G. Kurth 0.60 · backfill
Papers (3)
- Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following q-fin.TR · 2026 · author #1
- Stationary Distributions of the Mode-switching Chiarella Model q-fin.TR · 2025 · author #1
- Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model q-fin.TR · 2025 · author #1
Mentions
- 2607.01550 #1 · arxiv_oai · confidence 0.70 Jutta G. Kurth
- 2511.13277 #1 · arxiv_oai · confidence 0.70 Jutta G. Kurth
- 2505.07820 #1 · arxiv_oai · confidence 0.70 Jutta G. Kurth
Frequent Coauthors
- Jean-Philippe Bouchaud 3 shared papers
- Adam A. Majewski 1 shared papers
- Adam Rej 1 shared papers
- Zoltan Eisler 1 shared papers