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Matt P. Dziubinski

Personal Details

First Name:Matt
Middle Name:P.
Last Name:Dziubinski
Suffix:
RePEc Short-ID:pdz10
[This author has chosen not to make the email address public]
http://au.academia.edu/MattDziubinski

Affiliation

(50%) Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.creates.au.dk/

:

Building 1322, DK-8000 Aarhus C
RePEc:edi:creaudk (more details at EDIRC)

(50%) Aalborg Universitet, Institut for Matematiske Fag (Aalborg University, Department of Mathematical Sciences)

http://www.math.aau.dk/
Aalborg, Denmark

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian Bach & Matt P. Dziubinski, 2012. "Commodity derivatives pricing with inventory effects," CREATES Research Papers 2012-06, Department of Economics and Business Economics, Aarhus University.
  2. Matt P. Dziubinski & Stefano Grassi, 2012. "Heterogeneous Computing in Economics: A Simplified Approach," CREATES Research Papers 2012-15, Department of Economics and Business Economics, Aarhus University.
  3. Matt P. Dziubinski, 2012. "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers 2012-03, Department of Economics and Business Economics, Aarhus University.
  4. Matt P. Dziubinski, 2011. "Option valuation with the simplified component GARCH model," CREATES Research Papers 2011-09, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Matt Dziubinski & Stefano Grassi, 2014. "Heterogeneous Computing in Economics: A Simplified Approach," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 485-495, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Matt P. Dziubinski & Stefano Grassi, 2012. "Heterogeneous Computing in Economics: A Simplified Approach," CREATES Research Papers 2012-15, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
    2. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
    3. Oancea, Bogdan, 2014. "Parallel Computing in Economics - An Overview of the Software Frameworks," MPRA Paper 72039, University Library of Munich, Germany.
    4. Michael C. Hatcher & Eric M. Scheffel, 2016. "Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 569-591, December.
    5. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012. "The impact of financial crises on the risk-return tradeoff and the leverage effect," CREATES Research Papers 2012-19, Department of Economics and Business Economics, Aarhus University.
    6. John Gibson & James P Henson, 2016. "Getting the most from MATLAB: ditching canned routines and embracing coder," Economics Bulletin, AccessEcon, vol. 36(4), pages 2519-2525.
    7. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-20, March.
    8. Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012. "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers 2012-20, Department of Economics and Business Economics, Aarhus University.
    9. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.

  2. Matt P. Dziubinski, 2011. "Option valuation with the simplified component GARCH model," CREATES Research Papers 2011-09, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Matt P. Dziubinski, 2012. "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers 2012-03, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Matt Dziubinski & Stefano Grassi, 2014. "Heterogeneous Computing in Economics: A Simplified Approach," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 485-495, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2012-02-08 2012-05-08. Author is listed
  2. NEP-ORE: Operations Research (2) 2011-03-05 2012-02-08. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2012-05-08. Author is listed
  4. NEP-ECM: Econometrics (1) 2012-02-08. Author is listed
  5. NEP-ENE: Energy Economics (1) 2012-03-14. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2012-02-08. Author is listed
  7. NEP-FMK: Financial Markets (1) 2011-03-05. Author is listed

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