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October 2017, Volume 50, Issue 3
- 473-502 An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems
by Shinya Sugawara & Yasuhiro Omori - 503-515 A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model
by Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes - 517-531 Uncertain Potential Output and Simple Rules in Small Open Economy
by Guido Traficante
August 2017, Volume 50, Issue 2
- 173-187 LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model
by O. Samimi & Z. Mardani & S. Sharafpour & F. Mehrdoust - 189-205 A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model
by Leila Khodayari & Mojtaba Ranjbar - 207-230 Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis
by Wei Zhou - 231-279 Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model
by Tomasz Makarewicz - 281-324 A Practical, Accurate, Information Criterion for Nth Order Markov Processes
by Sylvain Barde - 325-351 Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets
by EnDer Su
June 2017, Volume 50, Issue 1
- 1-20 Detection of Mispricing in the Black–Scholes PDE Using the Derivative-Free Nonlinear Kalman Filter
by G. Rigatos & N. Zervos - 21-68 WorkSim: A Calibrated Agent-Based Model of the Labor Market Accounting for Workers’ Stocks and Gross Flows
by Olivier Goudet & Jean-Daniel Kant & Gérard Ballot - 69-94 AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data
by Ligang Zhou & Kin Keung Lai - 95-110 A Recursive Method for Solving a Climate–Economy Model: Value Function Iterations with Logarithmic Approximations
by In Chang Hwang - 111-140 Wavelets Analysis on Structural Model for Default Prediction
by Lu Han & Ruihuan Ge - 141-159 Online Portfolio Selection Strategy Based on Combining Experts’ Advice
by Yong Zhang & Xingyu Yang - 161-172 Finite Sample Critical Values of the Generalized KPSS Stationarity Test
by Peter Sephton
April 2017, Volume 49, Issue 4
- 563-578 Parallel Optimization of Sparse Portfolios with AR-HMMs
by I. Róbert Sipos & Attila Ceffer & János Levendovszky - 579-597 A Non-iterative Bayesian Sampling Algorithm for Linear Regression Models with Scale Mixtures of Normal Distributions
by Fengkai Yang & Haijing Yuan - 599-622 Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models
by Silvia Cagnone & Francesco Bartolucci - 623-651 The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition
by Tolga Omay & Furkan Emirmahmutoğlu - 653-675 Simple Agents, Intelligent Markets
by Karim Jamal & Michael Maier & Shyam Sunder - 677-686 Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles
by Aykut Ekinci & Halil İbrahim Erdal
March 2017, Volume 49, Issue 3
- 343-361 Algorithmic Representations of Managerial Search Behavior
by William M. Tracy & Dmitri G. Markovitch & Lois S. Peters & B. V. Phani & Deepu Philip - 363-385 A note on the Estimation of a Gamma-Variance Process: Learning from a Failure
by Gian P. Cervellera & Marco P. Tucci - 387-404 Extremal Pure Strategies and Monotonicity in Repeated Games
by Kimmo Berg - 405-432 Searching for Inefficiencies in Exchange Rate Dynamics
by Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun - 433-458 Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem
by Fei Cong & Cornelis W. Oosterlee - 459-479 How Would Bilateral Trade Retaliation Affect China?
by Chunding Li - 481-498 Robust Monte Carlo Method for R&D Real Options Valuation
by Marta Biancardi & Giovanni Villani - 499-516 Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries
by D. V. Boreiko & Y. M. Kaniovski & G. Ch. Pflug
February 2017, Volume 49, Issue 2
- 177-226 Game Theoretic Modeling of Economic Systems and the European Debt Crisis
by Jonathan William Welburn & Kjell Hausken - 227-253 Global Banking on the Financial Network Modelling: Sectorial Analysis
by Fathin Faizah Said - 255-270 Permanent Breaks and Temporary Shocks in a Time Series
by Yoonsuk Lee & B. Wade Brorsen - 271-288 A New Stable Local Radial Basis Function Approach for Option Pricing
by A. Golbabai & E. Mohebianfar - 289-306 Debt Portfolio Management for an Oil Company Under Oil Price Uncertainty
by Vladimir Korotin & Arseniy Ulchenkov & Rustam Islamov - 307-323 Endogenous Demand and Demanding Consumers: A Computational Approach
by Carlos M. Fernández-Márquez & Francisco Fatás-Villafranca & Francisco J. Vázquez - 325-341 An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach
by Dong Zhao & Chunyu Huang & Yan Wei & Fanhua Yu & Mingjing Wang & Huiling Chen
January 2017, Volume 49, Issue 1
- 1-15 A Toolkit for Value Function Iteration
by Robert Kirkby - 17-65 Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit
by Paolo Vitale - 67-81 Superstars Power, Mining the Paths to Stars’ Persuasion
by Ana Suarez-Vazquez & Elena Montañés-Roces - 83-97 Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
by Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon - 99-116 Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting
by Heng-Li Yang & Han-Chou Lin - 117-153 Convergence of Discretized Value Function Iteration
by Robert Kirkby Author-Email: robertkirkby@gmail.com| - 155-174 On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
by Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta - 175-176 A Rejoinder to Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’
by Wei Ma
December 2016, Volume 48, Issue 4
- 555-568 Fractional Order Financial Models for Awareness and Trial Advertising Decisions
by Benito Chen-Charpentier & Gilberto González-Parra & Abraham J. Arenas - 569-591 Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm
by Michael C. Hatcher & Eric M. Scheffel - 593-605 Simulation Studies Comparing Dagum and Singh–Maddala Income Distributions
by Kazuhiko Kakamu - 607-625 Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System
by Di Xiao & Jun Wang & Hongli Niu - 627-648 The Portfolio Heuristic Optimisation System (PHOS)
by N. Loukeris & I. Eleftheriadis & E. Livanis - 649-667 Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models
by Yuanyuan Chen & Stuart Fowler - 669-691 Econometric Filters
by D. S. G. Pollock - 693-731 A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies
by Heni Boubaker
October 2016, Volume 48, Issue 3
- 379-398 Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting
by Leandro Maciel & Fernando Gomide & Rosangela Ballini - 399-423 An Intelligent Computing Approach to Evaluating the Contribution Rate of Talent on Economic Growth
by Yong He & Siwei Gao & Nuo Liao - 425-451 Additional Information Increases Uncertainty in the Securities Market: Using both Laboratory and fMRI Experiments
by Hidetoshi Yamaji & Masatoshi Gotoh & Yoshinori Yamakawa - 453-462 Economic Growth Prediction Using Optimized Support Vector Machines
by Elmira Emsia & Cagay Coskuner - 463-472 On the Historical Exchange Rates Euro/US Dollar
by Fernando Vadillo - 473-485 On the Choice of a Genetic Algorithm for Estimating GARCH Models
by Manuel Rizzo & Francesco Battaglia - 487-502 On Modelling and Forecasting Predictable Components in European Stock Markets
by Khurshid M. Kiani - 503-521 Economic Study of Problems of Depletion of Several Interrelated Non-renewable Resources
by R. García-Rubio & L. Bayón & J. A. Otero & P. M. Suárez & C. Tasis - 523-533 Trading Structures for Regional Economies in CAS Software
by George E. Halkos & Kyriaki D. Tsilika - 535-546 A Note on Julia and MPI, with Code Examples
by Michael Creel - 547-553 Version Control Systems to Facilitate Research Collaboration in Economics
by Rodrigues Bruno
August 2016, Volume 48, Issue 2
- 189-209 Exploring Price Fluctuations in a Double Auction Market
by Mingjie Ji & Honggang Li - 211-223 Multi-dimensional Nondiscretionary Factors in Data Envelopment Analysis: A Slack-Based Measure
by Alireza Amirteimoori & Mahnaz Maghbouli & Sohrab Kordrostami - 225-251 A Stochastic Model of Dynamic Consumption and Portfolio Decisions
by Willi Semmler & Maik Mueller - 253-280 Adapting and Optimizing the Systemic Model of Banking Originated Losses (SYMBOL) Tool to the Multi-core Architecture
by Ronal Muresano & Andrea Pagano - 281-305 Age-Specific Labour Market Effects of Employment Protection: A Numerical Approach
by Stefan Boeters - 307-316 Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph?
by Peter G. Fennell & David J. P. O’Sullivan & Antoine Godin & Stephen Kinsella - 317-338 Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value
by Ivan Savin & Dmitri Blueschke - 339-366 Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand
by A. Talha Yalta - 367-377 ABATE: A New Tool to Produce Marginal Abatement Cost Curves
by Oswald Marinoni & Martijn Grieken
June 2016, Volume 48, Issue 1
- 1-27 Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions
by George Tzagkarakis & Juliana Caicedo-Llano & Thomas Dionysopoulos - 29-57 Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data
by Henry L. Bryant & David A. Bessler - 59-81 Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?
by Huseyin Ozturk & Ersin Namli & Halil Ibrahim Erdal - 83-104 Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
by Marcel Aloy & Gilles Truchis - 105-130 The Effect of a Credit Crunch on Equilibrium Market Structure
by Martin Watzinger - 131-145 A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters
by Rahman Farnoosh & Hamidreza Rezazadeh & Amirhossein Sobhani & M. Hossein Beheshti - 147-154 Global Exponential Stability of Cournot Duopolies with Delays
by Wei Chen & Wentao Wang - 155-178 Belief Aggregation with Automated Market Makers
by Rajiv Sethi & Jennifer Wortman Vaughan - 179-181 Notes on a ‘Constructive Proof of the Existence of a Collateral Equilibrium’
by Venkatachalam Ragupathy & K. Vela Velupillai
April 2016, Volume 47, Issue 4
- 501-525 Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns
by Jenna Birch & Athanasios A. Pantelous & Kimmo Soramäki - 527-549 Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets
by Javier Giner & Sandra Morini & Rafael Rosillo - 551-567 Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading
by Jin Zhang & Dietmar Maringer - 569-587 Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions
by Charalampos Stasinakis & Georgios Sermpinis & Konstantinos Theofilatos & Andreas Karathanasopoulos - 589-622 Exploiting Financial News and Social Media Opinions for Stock Market Analysis using MCMC Bayesian Inference
by Manolis Maragoudakis & Dimitrios Serpanos - 623-643 Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models
by Ron Tat Lung Chan
March 2016, Volume 47, Issue 3
- 321-340 Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application
by Olaolu Richard Olayeni - 341-365 Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data
by Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks - 367-399 Estimation of Panel Model with Spatial Autoregressive Error and Common Factors
by J. B. Qian - 401-421 Winner Determination Algorithms for Combinatorial Auctions with Sub-cardinality Constraints
by Christopher Garcia - 423-446 Credit Risk Scoring with Bayesian Network Models
by Chee Kian Leong - 447-472 A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting
by Andrea Barth & Santiago Moreno–Bromberg & Oleg Reichmann - 473-488 LU Decomposition in DEA with an Application to Hospitals
by Mehdi Toloo & Rahele Jalili - 489-497 Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software
by George Halkos & Kyriaki Tsilika - 499-499 Erratum to: Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis
by Yanni Yu & Yongrok Choi
February 2016, Volume 47, Issue 2
- 97-119 Convergence of European Business Cycles: A Complex Networks Approach
by Theophilos Papadimitriou & Periklis Gogas & Georgios Sarantitis - 121-155 Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model
by David Hudgins & Joon Na - 157-177 On Modeling Economic Default Time: A Reduced-Form Model Approach
by Jia-Wen Gu & Bo Jiang & Wai-Ki Ching & Harry Zheng - 179-191 Balancing Social Accounting Matrices with Artificial Polymorphus Ants
by Rolando Martínez - 193-217 The Diablo 3 Economy: An Agent Based Approach
by Makram El-Shagi & Gregor Schweinitz - 219-253 Financial Time Series Modeling and Prediction Using Postfix-GP
by Vipul Dabhi & Sanjay Chaudhary - 255-274 The Stability Analysis of Predictor–Corrector Method in Solving American Option Pricing Model
by R. Kalantari & S. Shahmorad & D. Ahmadian - 275-295 Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
by Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko - 297-319 Economic Modeling Using Evolutionary Algorithms: The Influence of Mutation on the Premature Convergence Effect
by Michael Maschek
January 2016, Volume 47, Issue 1
- 1-2 Network Approaches to Interbank Markets: Foreword
by Simone Alfarano & Daniel Fricke & Thomas Lux & Matthias Raddant - 3-17 Interbank Exposure Networks
by Sam Langfield & Kimmo Soramäki - 19-47 Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks
by Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo - 49-66 Cascades in Real Interbank Markets
by Fariba Karimi & Matthias Raddant - 67-96 Bank Capital Shock Propagation via Syndicated Interconnectedness
by Makoto Nirei & Vladyslav Sushko & Julián Caballero
December 2015, Volume 46, Issue 4
- 495-518 Constructing a CGE Database Using GEMPACK for an African Country
by E. Roos & P. Adams & J. Heerden - 519-537 Spatial Interaction Model of Credit Risk Contagion in the CRT Market
by Tingqiang Chen & Xindan Li & Jining Wang - 539-550 Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market
by Ghazi Shukur & Kristofer Månsson & Pär Sjölander - 551-574 Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application
by Heni Boubaker - 575-611 Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
by Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi - 613-626 Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation
by Massimo Franchi & Paolo Paruolo - 627-651 Word-of-Mouth Communication and Demand for Products with Different Quality Levels
by Bharat Bhole & Bríd Hanna - 653-670 The Krusell–Smith Algorithm: Are Self-Fulfilling Equilibria Likely?
by Marco Cozzi - 671-681 A Dynamic Interface for Trade Pattern Formation in Multi-regional Multi-sectoral Input-output Modeling
by George Halkos & Kyriaki Tsilika
October 2015, Volume 46, Issue 3
- 359-374 Analysis of Carbon Emissions and Their Influence Factors Based on Data from Anhui of China
by Ma-Lin Song & Yuan-Xiang Zhou - 375-388 Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis
by Yanni Yu & Yongrok Choi - 389-404 On Modeling Environmental Production Characteristics: A Slacks-Based Measure for China’s Poyang Lake Ecological Economics Zone
by Ning Zhang & Fanbin Kong & Chih-Chun Kung - 405-420 The Estimation of Environmental Kuznets Curve in China: Nonparametric Panel Approach
by Linna Chen & Shiyi Chen - 421-435 Strategic Adjustment of China’s Power Generation Capacity Structure Under the Constraint of Carbon Emission
by Yuhong Wang & Xin Yao & Pengfei Yuan - 437-453 A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model
by Zheng-Xin Wang - 455-477 Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach
by Jie Wu & Qingyuan Zhu & Junfei Chu & Liang Liang - 479-494 Measuring Energy Congestion in Chinese Industrial Sectors: A Slacks-Based DEA Approach
by F. Wu & P. Zhou & D. Zhou
August 2015, Volume 46, Issue 2
- 171-187 Numerical Policy Error Bounds for $$\eta $$ η -Concave Stochastic Dynamic Programming with Non-interior Solutions
by Huiyu Li - 189-203 Agent Heterogeneity and Facility Congestion
by Taiyo Maeda & Shigeru Matsumoto & Tadahiko Murata - 205-229 Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming
by Florian Hauser & Jürgen Huber & Bob Kaempff - 231-241 How to use SETAR models in gretl
by Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee - 243-273 Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads
by Michele Bianchi & Frank Fabozzi - 275-285 An Improved RBF Method for Solving Variational Problems Arising from Dynamic Economic Models
by A. Golbabai & A. Saeedi - 287-303 Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change
by Richard Tol - 305-323 A Complementarity Approach to Solving Computable General Equilibrium Models
by Sou-Cheng Choi - 325-357 Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding
by Rodolphe Buda
June 2015, Volume 46, Issue 1
- 1-14 Partially and Wholly Overlapping Networks: The Evolutionary Dynamics of Social Dilemmas on Social Networks
by Yanlong Zhang - 15-34 A Dynamic Discrete/Continuous Choice Model for Forward-Looking Agents Owning One or More Vehicles
by G. Cernicchiaro & M. Lapparent - 35-53 Towards a Holistic Approach for Mutual Fund Performance Appraisal
by Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis - 55-63 Earnings Per Share Forecast Using Extracted Rules from Trained Neural Network by Genetic Algorithm
by Hossein Etemadi & Ahmad Ahmadpour & Seyed Moshashaei - 65-82 Measuring Risk in Fixed Income Portfolios using Yield Curve Models
by João Caldeira & Guilherme Moura & André Santos - 83-102 A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime
by M. Naresh Kumar & V. Sree Hari Rao - 103-141 Financial Transaction Tax: Policy Analytics Based on Optimal Trading
by Edward Sun & Timm Kruse & Min-Teh Yu - 143-156 Optimal Investment for the Insurers in Markov-Modulated Jump-Diffusion Models
by Jinzhi Li & Haiying Liu - 157-170 Programming Identification Criteria in Simultaneous Equation Models
by George Halkos & Kyriaki Tsilika
April 2015, Volume 45, Issue 4
- 531-544 Estimate Long Memory Causality Relationship by Wavelet Method
by Yushu Li - 545-577 Spatial Dynamics of Optimal Management in Bioeconomic Systems
by David Aadland & Charles Sims & David Finnoff - 579-595 Option Pricing and Distribution Characteristics
by David Mauler & James McDonald - 597-614 Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?
by Clara Galliani & Stefano Zedda - 615-633 Multiscale Analysis of the Liquidity Effect in the UK Economy
by Antonis Michis - 635-645 Yield Curve and Recession Forecasting in a Machine Learning Framework
by Periklis Gogas & Theophilos Papadimitriou & Maria Matthaiou & Efthymia Chrysanthidou - 647-668 Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory
by Yong Ma & Zhengjun Zhang & Weiguo Zhang & Weidong Xu - 669-691 A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation
by Peter Flaschel & Florian Hartmann & Christopher Malikane & Christian Proaño - 693-705 Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models
by Edward Herbst
February 2015, Volume 45, Issue 2
- 183-193 Negishi’s Theorem and Method: Computable and Constructive Considerations
by K. Velupillai - 195-206 Carbon Price Analysis Using Empirical Mode Decomposition
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei - 207-238 Identification of Social Interaction Effects in Financial Data
by Tae-Seok Jang - 239-260 Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning
by Robert Kollmann - 261-284 Solving Dynamic Programming Problems on a Computational Grid
by Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright - 285-301 Fiscal and Monetary Policy in a Basic Endogenous Growth Model
by Alfred Greiner - 303-322 ESIS2: Information Value Estimator for Credit Scoring Models
by Martin Řezáč - 323-336 Finding an Initial Basic Feasible Solution for DEA Models with an Application on Bank Industry
by Mehdi Toloo & Atefeh Masoumzadeh & Mona Barat - 337-358 Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction
by Sylvain Barde
January 2015, Volume 45, Issue 1
- 1-30 A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path
by Wei Ma - 31-47 Efficient High-Order Numerical Methods for Pricing of Options
by Mojtaba Hajipour & Alaeddin Malek - 49-89 Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates
by Shangkun Deng & Kazuki Yoshiyama & Takashi Mitsubuchi & Akito Sakurai - 91-109 Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
by Aviral Tiwari & Niyati Bhanja & Arif Dar & Olaolu Olayeni - 111-133 Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm
by Guillermo Santamaría-Bonfil & Juan Frausto-Solís & Ignacio Vázquez-Rodarte - 135-150 A Model of Stock Manipulation Ramping Tricks
by Ke Liu & Kin Lai & Jerome Yen & Qing Zhu - 151-181 Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance
by Libo Yin & Liyan Han
December 2014, Volume 44, Issue 4
- 397-443 An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies
by Yu Chen & Thomas Cosimano & Alex Himonas & Peter Kelly - 445-476 Accuracy, Speed and Robustness of Policy Function Iteration
by Alexander Richter & Nathaniel Throckmorton & Todd Walker - 477-488 A Wavelet-Based Approach to Filter Out Symmetric Macroeconomic Shocks
by Roman Marsalek & Jitka Pomenkova & Svatopluk Kapounek - 489-506 A Modified Least-Squares Simulation Approach to Value American Barrier Options
by Lihua Zhang & Weiguo Zhang & Weijun Xu & Xiang Shi - 507-536 Efficient Sampling and Meta-Modeling for Computational Economic Models
by Isabelle Salle & Murat Yıldızoğlu
October 2014, Volume 44, Issue 3
- 269-293 Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model
by David Kendrick & George Shoukry - 295-305 Generating Random Optimising Choices
by Jan Heufer - 307-337 Capturing the Regime-Switching and Memory Properties of Interest Rates
by Xiaojing Xi & Rogemar Mamon - 339-378 Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study
by Novella Maugeri - 379-395 Endogenous Movement and Equilibrium Selection in Spatial Coordination Games
by David Hagmann & Troy Tassier
August 2014, Volume 44, Issue 2
- 127-152 Combining Forecasts with Missing Data: Making Use of Portfolio Theory
by Björn Fastrich & Peter Winker - 153-173 A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options
by A. Golbabai & L. Ballestra & D. Ahmadian - 175-200 Network Externalities, Incumbent’s Competitive Advantage and the Degree of Openness of Software Start-Ups
by Stefano Colombo & Luca Grilli & Cristina Rossi-Lamastra - 201-229 A Dynamic Network Oligopoly Model with Transportation Costs, Product Differentiation, and Quality Competition
by Anna Nagurney & Dong Li - 231-251 Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform
by Stelios Bekiros - 253-268 An Optimal Balanced Economic Growth and Abatement Pathway for China Under the Carbon Emissions Budget
by Yongbin Zhu & Zheng Wang
June 2014, Volume 44, Issue 1
- 1-26 Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
by Dandan Song & Zhaojun Yang - 27-44 A Neo-institutionalist Model of the Diffusion of IFRS Accounting Standards
by Dominique Dufour & Pierre Teller & Philippe Luu - 45-65 Loss-Aversion with Kinked Linear Utility Functions
by Michael Best & Robert Grauer & Jaroslava Hlouskova & Xili Zhang - 67-86 Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model
by M. Ritter & O. Mußhoff & M. Odening - 87-100 A Non-parametric Test for Partial Monotonicity in Multiple Regression
by Misha Beek & Hennie Daniels - 101-126 On the Market Selection Hypothesis in a Mean Reverting Environment
by Emilio Barucci & Marco Casna
April 2014, Volume 43, Issue 4
- 395-409 Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions
by Sheng-Kai Chang - 411-431 An Abductive-Reasoning Guide for Finance Practitioners
by Rua-Haun Tsaih & Hsiou-Wei Lin & Wen-Chyan Ke - 433-445 An Efficient Semi-Analytical Simulation for the Heston Model
by Xianming Sun & Siqing Gan - 447-461 Nelder-Mead Simplex Optimization Routine for Large-Scale Problems: A Distributed Memory Implementation
by Kyle Klein & Julian Neira - 463-483 A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method
by K. Zhang & K. Teo & M. Swartz