Research classified by Journal of Economic Literature (JEL) codes

2015

• Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla, 2015, "Tail event driven ASset allocation: Evidence from equity and mutual funds' markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-045.

2014

• Bogdan Gabriel Nistoreanu & Georgica Gheorghe, 2014, "The Perception of the Academics and Students Regarding the Entrepreneurial Education Iin Economic Education," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue 37, pages 811-811, August.
• Mostefa BELMOKADDEM & Yassine Zakaria GHOUALI & Mohammed Seghir GUELLIL & Mohammed Abbes SAHRAOUI, 2014, "Causal Interactions Between Fdi, Electricity Consumption And Economic Growth: Evidence From Dynamic Panel Co-Integration Models," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 3, issue 2, pages 1-30, DECEMBER.
• Ozaki, Vitor Augusto & Olinda, Ricardo & Faria, Priscila Neves & Campos, Rogerio Costa, None, "Estimation of the Agricultural Probability of Loss: evidence for soybean in Paraná Stats," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 52, issue 01, pages 1-16, DOI: 10.22004/ag.econ.184576.
• Andrey Itkin, 2014, "Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Papers, arXiv.org, number 1405.6111, May, revised May 2014.
• Roger Backhouse & Beatrice Cherrier, 2014, "Becoming Applied: The Transformation of Economics after 1970," Discussion Papers, Department of Economics, University of Birmingham, number 14-11, Dec.
• Igor Fedotenkov, 2014, "A note on the bootstrap method for testing the existence of finite moments," Statistica, Department of Statistics, University of Bologna, volume 74, issue 4, pages 447-453.
• Yoshihiro Yura & Hideki Takayasu & Didier Sornette & Misako Takayasu, 2014, "Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-06, Feb.
• Ioana-Alexandra CHIRIANU & Irina IONESCU, 2014, "Status Of Women In The It Between 2000-2014," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 209-216, November.
• Rafael Serrano, 2014, "Ecuaciones Diferenciales Estoc√°sticas con Condici√≥n Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden," Documentos de Trabajo, Universidad del Rosario, number 12231, Oct.
• Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014, "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-14, Feb.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2014, "Moment conditions for Almost Stochastic Dominance," Economics Letters, Elsevier, volume 124, issue 2, pages 163-167, DOI: 10.1016/j.econlet.2014.04.025.
• Escudero, Matías & Gonzalez-Rozada, Martín & Solá, Martín, 2014, "Toward a “new” inflation-targeting framework: the case of Uruguay," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123169, Oct.
• Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
• Richard A. Ashley & Kwok Ping Tsang, 2014, "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, volume 2, issue 1, pages 1-20, March.
• Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," Econometrics, MDPI, volume 2, issue 3, pages 1-22, September.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01151340, Dec.
• Pascal Gourdel & Nadia Mâagli, 2014, "New approach of the hairy ball theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01025057, Jun.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Post-Print, HAL, number hal-01151340, Dec.
• Roger E. Backhouse & Beatrice Cherrier, 2014, "Becoming Applied: The Transformation of Economics after 1970," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2014-15.
• Belik, Ivan & Jörnsten, Kurt, 2014, "A New Semi-Lagrangean Relaxation for the K-Cardinality Assignment Problem," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/1, Jan.
• Belik, Ivan, 2014, "The Analysis of Split Graphs in Social Networks Based on the K-Cardinality Assignment Problem," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/8, Feb.
• Hopland, Arnt O. & Kvamsdal, Sturla F., 2014, "Optimal maintenance scheduling of local public purpose buildings," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/36, Nov.
• Belik, Ivan & Jörnsten, Kurt, 2014, "Centrality Computation in Weighted Networks Based on Edge-Splitting Procedure," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/40, Dec.
• Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif K., 2014, "Probabilistic cost efficiency and bounded rationality in the newsvendor model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/41, Dec.
• Yoannia Arean Rodriguez & Alejandro Rosete Suarez & Franklin Marin Vargas, 2014, "Evaluation Of A Mathematic Model To Support Complex Decision Makings, Evaluacion De Un Modelo Matematico Para Apoyar Decisiones Empresariales Complejas," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 6, pages 1-13.
• Philip B Mason & Frank M. Howell & Jeremy R. Porter, 2014, "Examining Rural-Urban Obesity Trends among Youth in the U.S.: Testing the Socioeconomic Gradient Hypothesis," International Journal of Business and Social Research, LAR Center Press, volume 4, issue 12, pages 27-42, December.
• Philip B Mason & Frank M. Howell & Jeremy R. Porter, 2014, "Examining Rural-Urban Obesity Trends among Youth in the U.S.: Testing the Socioeconomic Gradient Hypothesis," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 4, issue 12, pages 27-42, December.
• Pascal Gourdel & Nadia Mâagli, 2014, "New approach of the hairy ball theorem," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14051, Jun.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14093, Dec.
• David Bernstein & Bent Nielsen, 2014, "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W06, Oct.
• Dinga Emil, 2014, "Correlation and Causality [Corelaţie şi cauzalitate]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Dinga Emil, 2014, "Causality and Truth [Cauzalitate şi adevăr]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Dinga Emil, 2014, "Truth and Reasonability [Adevăr şi rezonabilitate]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dinga Emil, 2014, "Reasonability and Prediction [Rezonabilitate şi predicţie]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Drazen Barkovic & Ivana Barkovic Bojanic, 2014, "Supervisor Selection In The Ph.D Program By Using The Analytical Hierarchy Process Method," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 10, pages 148-163.
• Magdalena Olczyk, 2014, "Structural Heterogeneity Between Eu 15 And 12 New Eu Members – The Obstacle To Lisbon Strategy Implementation?," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 9, issue 4, pages 21-43, December, DOI: 10.12775/EQUIL.2014.023.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Bell, Peter N, 2014, "Farmland Ownership Policy: Technical Paper," MPRA Paper, University Library of Munich, Germany, number 53185, Jan.
• Góralczyk, Andrzej, 2014, "Economy as the value streams. Preliminary study," MPRA Paper, University Library of Munich, Germany, number 54522, Mar.
• Li, Minqiang, 2014, "Aumann and Serrano's Economic Index of Risk for Sums of Gambles," MPRA Paper, University Library of Munich, Germany, number 55697, May.
• Su, EnDer, 2014, "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper, University Library of Munich, Germany, number 58161, Aug.
• Suarez, Ronny, 2014, "Splitting up Beta’s change," MPRA Paper, University Library of Munich, Germany, number 58369, Sep.
• Bell, Peter Newton, 2014, "Choosing put option parameters based on quantiles from the distribution of portfolio value," MPRA Paper, University Library of Munich, Germany, number 58428, Sep.
• Arango, Efraín, 2014, "Curvas de Oferta-Precio No lineales para el caso de preferencias de consumo Cuasi-lineales
  [Nonlinear Price-Consumption Paths for Quasilinear preferences]," MPRA Paper, University Library of Munich, Germany, number 58661, Sep.
• Bonanno, Graziella, 2014, "A note: Constant Market Share Analysis," MPRA Paper, University Library of Munich, Germany, number 59997, Nov.
• Bell, Peter N, 2014, "On the optimal use of put options under trade restrictions," MPRA Paper, University Library of Munich, Germany, number 62155, Oct.
• Bell, Peter N, 2014, "The variance-minimizing hedge with put options," MPRA Paper, University Library of Munich, Germany, number 62156, Nov.
• Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas & Konstantinos Diamantaras, 2014, "Market Sentiment and Exchange Rate Directional Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 37_14, Nov.
• Moawia Alghalith & Tracy Polius & Martin Franklin, 2014, "The Impact of Oil Price on the Stock Market - L’impatto del prezzo del petrolio sul mercato azionario," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 4, pages 433-438.
• Phil Maymin, 2014, "A Minute with Kenneth J. Arrow," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 1-2.
• David Rothschild & David M. Pennock, 2014, "The extent of price misalignment in prediction markets," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 3-20.
• Neil J. Calkin & Marcos López de Prado, 2014, "Stochastic flow diagrams," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 21-42.
• Neil J. Calkin Calkin & Marcos López de Prado, 2014, "The topology of macro financial flows: An application of stochastic flow diagrams," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 43-85.
• Bryant Chen & William W.Y. Hsu & Jan-Ming Ho & Ming-Yang Kao, 2014, "Linear-time accurate lattice algorithms for tail conditional expectation," Algorithmic Finance, IOS Press, volume 3, issue 1-2, pages 87-140.
• Philip Maymin, 2014, "A minute with Andrew Odlyzko," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 141-142.
• Mark Tucker & J. Mark Bull, 2014, "An efficient algorithm for the calculation of reserves for non-unit linked life policies," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 143-161.
• Thomas A. Rhee, 2014, "The relationship between return fractality and bipower variation," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 163-171.
• Laurence Irlicht, 2014, "Fast recursive portfolio optimization," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 173-188.
• Lior Zatlavi & Dror Y. Kenett & Eshel Ben-Jacob, 2014, "The design and performance of the adaptive stock market index," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 189-207.
• Daniel Mantilla-García, 2014, "Dynamic allocation strategies for absolute and relative loss control," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 209-231.
• Andrey Itkin, 2014, "Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps," Algorithmic Finance, IOS Press, volume 3, issue 3-4, pages 233-250.
• Sergio Bianchi & Augusto Pianese, 2014, "Multifractional processes in finance," Risk and Decision Analysis, IOS Press, issue 5, pages 1-22.
• Stephen Penneck, 2014, "New challenges facing official statistics," Statistical Journal of the IAOS, IOS Press for IOAS, issue 1, pages 3-16.
• Rashmi Kumari & V Devadas, 2014, "Input-Output Analysis for Rural Industrial Development of Patna Region," Journal of Regional Development and Planning, Rajarshi Majumder, volume 3, issue 2, pages 37-50.
• Li-Fei Huang, 2014, "Confidence Interval for Ratio of Percentiles of Two Independent and Small Samples," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100806, May.
• Rakesh Kawatra, 2014, "Two-Phase Heuristic For Capacitated Degree Constrained Min-Sum Arborescence," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201371, Jun.
• Joanna Nowakowska-Grunt & Beata Skowron-Grabowska & Anna Wi?niewska-Sa?ek & Robert Sa?ek, 2014, "The use of quantitative methods in managing the process of creation a competitive advantage in the industrial region," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702302, Oct.
• Björn Christensen, 2014, "Statistik vor Gericht – eine empirische Bestandsaufnahme," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 1, pages 81-87, June, DOI: 10.1007/s11943-013-0136-z.
• Minqiang Li, 2014, "On Aumann and Serrano’s economic index of risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 2, pages 415-437, February, DOI: 10.1007/s00199-013-0753-3.
• S. Varun Shrivats & Sujit Bhattacharya, 2014, "Forecasting the trend of international scientific collaboration," Scientometrics, Springer;Akadémiai Kiadó, volume 101, issue 3, pages 1941-1954, December, DOI: 10.1007/s11192-014-1364-x.
• Minqiang Li, 2014, "Aumann and Serrano's economic index of risk for sums of gambles," Cogent Economics & Finance, Taylor & Francis Journals, volume 2, issue 1, pages 1-5, December, DOI: 10.1080/23322039.2014.921574.
• Konstantinos J. Liapis & Christos L. Galanos & Evangelos D. Politis & Dimitrios D. Kantianis, 2014, "A Quantitative Approach to Measure Tax Competitiveness Between EU Countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 7-23, December.
• de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014, "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-003.
• Baggio Rodolfo & Sheresheva Marina, 2014, "Network approach in economics and management: The interdisciplinary nature," Working Papers, Moscow State University, Faculty of Economics, number 0011, Feb.
• Łatuszyńska Anna, 2014, "Multiple-Criteria Decision Analysis Using Topsis Method For Interval Data In Research Into The Level Of Information Society Development," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 63-76, July, DOI: 10.2478/foli-2013-0015.
• Harald Oberhofer & Michael Pfaffermayr, 2014, "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers, WIFO, number 472, Jun.
• Lars Peter Hansen & Thomas J Sargent, 2014, "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "UNCERTAINTY WITHIN ECONOMIC MODELS".
• Daniele Bregantini, 2014, "Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA," Discussion Papers, Department of Economics, University of York, number 14/04, Mar.
• Franke, Jürgen & Mwita, Peter & Wang, Weining, 2014, "Nonparametric estimates for conditional quantiles of time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-012.
• Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok, 2014, "TEDAS - Tail Event Driven ASset Allocation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-032.
• Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl, 2014, "Pricing kernel modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-001.

2013

• Stefano Grassi & Paolo Santucci de Magistris, 2013, "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-03, 02.
• Georgica Gheorghe & Bogdan Gabriel Nistoreanu & Alina Filip, 2013, "Traditional products – vectors of sustainable development on the regional and national markets," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue Special 7, pages 645-658, November.
• Debertin, David L., 2013, "A Brief Introduction to the History of Computing in Agricultural Economics," Staff Papers, University of Kentucky, Department of Agricultural Economics, number 158674, Oct, DOI: 10.22004/ag.econ.158674.
• Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1339, Jul, revised 14 Jul 2013.
• Shilei Wang, 2013, "Dynamical Trading Mechanism in Limit Order Markets," Papers, arXiv.org, number 1303.3133, Mar.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient estimation using the Characteristic Function," CIRANO Working Papers, CIRANO, number 2013s-22, Jul.
• David K Levine & Salvatore Modica, 2013, "Conflict, Evolution, Hegemony, and the Power of the State," Levine's Working Paper Archive, David K. Levine, number 786969000000000692, Apr.
• Franz Dietrich & Christian List, 2013, "Reason-Based Rationalization," Levine's Working Paper Archive, David K. Levine, number 786969000000000841, Nov.
• David Hincapié Vélez, 2013, "¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 12250, Dec.
• Michal Pietrzak & Justyna Wilk, 2013, "Metropolitan areas of southern Poland and population migration movement," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 12, issue 3, pages 489-506, September, DOI: 10.12775/EiP.2013.036.
• Carlos J. Asarta & James R. Schmidt, 2013, "Student Choices of Reduced Seat Time in a Blended Introductory Statistics Course," Working Papers, University of Delaware, Department of Economics, number 13-14.
• Cardaliaguet, Pierre & Rainer, Catherine & Rosenberg, Dinah & Vieille , Nicolas, 2013, "Markov Games with Frequent Actions and Incomplete Information," HEC Research Papers Series, HEC Paris, number 1007, Oct.
• Rosenberg, Dinah & Salomon , Antoine & Vieille , Nicolas, 2013, "On Games of Strategic Experimentation," HEC Research Papers Series, HEC Paris, number 1008, Oct.
• Rosenberg, Dinah & Solan, Eilon & Vieille , Nicolas, 2013, "Strategic Information Exchange," HEC Research Papers Series, HEC Paris, number 1009, Oct.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013, "Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach," Economic Modelling, Elsevier, volume 35, issue C, pages 199-206, DOI: 10.1016/j.econmod.2013.06.012.
• Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013, "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, volume 228, issue 1, pages 190-200, DOI: 10.1016/j.ejor.2013.01.031.
• Asmild, Mette & Hougaard, Jens Leth & Olesen, Ole B., 2013, "Testing over-representation of observations in subsets of a DEA technology," European Journal of Operational Research, Elsevier, volume 230, issue 1, pages 88-96, DOI: 10.1016/j.ejor.2013.03.038.
• Börgers, Tilman & Hernando-Veciana, Angel & Krähmer, Daniel, 2013, "When are signals complements or substitutes?," Journal of Economic Theory, Elsevier, volume 148, issue 1, pages 165-195, DOI: 10.1016/j.jet.2012.12.012.
• Baeten, Steef & Van Ourti, Tom & van Doorslaer, Eddy, 2013, "Rising inequalities in income and health in China: Who is left behind?," Journal of Health Economics, Elsevier, volume 32, issue 6, pages 1214-1229, DOI: 10.1016/j.jhealeco.2013.10.002.
• Lora, Eduardo & Fajardo, Johanna, 2013, "Latin American middle classes: the distance between perception and reality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123155, Oct.
• Restuccia, Diego, 2013, "The Latin American development problem: an interpretation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123164, Apr.
• Shiryaev, Albert N. & Zhitlukhin, M. V. & Ziemba, William T., 2013, "When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60966, Nov.
• David K. Levine & Salvatore Modica, 2013, "Conflict, evolution, hegemony, and the power of the state," Working Papers, Federal Reserve Bank of St. Louis, number 2013-023, DOI: 10.20955/wp.2013.023.
• Christian Zimmermann, 2013, "Academic Rankings with RePEc," Econometrics, MDPI, volume 1, issue 3, pages 1-32, December.
• Magdalena Olczyk, 2013, "Lisbon Strategy implementation in 12 New EU Members – multivariate analysis of structural indicators," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 16, Sep.
• N. N. Taleb & Raphaël Douady, 2013, "Mathematical Definition, Mapping, and Detection of (Anti)fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01052645, DOI: 10.1080/14697688.2013.800219.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013, "Entropy and the Value of Information for Investors," Post-Print, HAL, number hal-00812682, Feb, DOI: 10.1257/aer.103.1.360.
• N. N. Taleb & Raphaël Douady, 2013, "Mathematical Definition, Mapping, and Detection of (Anti)fragility," Post-Print, HAL, number hal-01052645, DOI: 10.1080/14697688.2013.800219.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013, "Entropy and the Value of Information for Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00812682, Feb, DOI: 10.1257/aer.103.1.360.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Efficient Estimation Using the Characteristic Function," Working Papers, HAL, number hal-00867850, Sep.
• Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," Working Papers, HAL, number halshs-00844413, Jul.
• Stensholt, Eivind, 2013, "Preferansevalg: Opptellingsregler og velgeradferd," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/8, Aug.
• Halvarsson, Daniel, 2013, "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers, The Ratio Institute, number 216, Aug.
• Jong-Shin Wei, 2013, "On Teaching Price Elasticity of Demand and Change in Revenue due to Price Change -- A Synthesis with and without Calculus," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 12, issue 1, pages 1-14, June.
• Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013, "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/13.
• David K. Levine & Salvatore Modica, 2013, "Conflict, Evolution, Hegemony, and the Power of the State," NBER Working Papers, National Bureau of Economic Research, Inc, number 19221, Jul.
• Christina L. Boyd & David A. Hoffman, 2013, "Litigating Toward Settlement," The Journal of Law, Economics, and Organization, Oxford University Press, volume 29, issue 4, pages 898-929, August.
• Lup?a-Tãtaru Dana Adriana & Lup?a-Tãtaru Florin Rãzvan, 2013, "Knowledge Management Evaluation. Comparative Study," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 549-552, May.
• Hernández Solís, Montserrat & Lozano Colomer, Cristina & Vilar Zanón, José Luis, 2013, "La prima de riesgo recargada en un seguro de rentas: tarificación mediante el uso de una medida de riesgo coherente || The Risk Recharged Premium for a Survival Life Insurance: Recharged Premium through the Use of a Coherent Risk Measure," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 15, issue 1, pages 151-167, June.
• Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI, 2013, "Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 118/2013, Jul.
• Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper, University Library of Munich, Germany, number 44417, Feb.
• Kakarot-Handtke, Egmont, 2013, "Walras’s law of markets as special case of the general Triangle Theorem: a laconic proof," MPRA Paper, University Library of Munich, Germany, number 44547, Feb.
• Albers, Scott & Albers, Andrew L., 2013, "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 44843, Mar.
• Horvath, Denis & Sulikova, Veronika & Gazda, Vladimir & Sinicakova, Marianna, 2013, "The distance-based approach to the quantification of the world convergences and imbalances - comparisons across countries and factors," MPRA Paper, University Library of Munich, Germany, number 45033.
• Li, Minqiang, 2013, "On Aumann and Serrano's Economic Index of Risk," MPRA Paper, University Library of Munich, Germany, number 47466.
• Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi, 2013, "Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 49052, Aug, revised 12 Aug 2013.
• Acevedo Rueda, Rafael Alexis, 2013, "El proceso de toma de decisiones: un modelo de economía conductual
  [The Decision Making Process: A Behavioral Economics Model]," MPRA Paper, University Library of Munich, Germany, number 50890, May, revised 15 Sep 2013.
• Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013, "Moment Conditions for Almost Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 51725, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper, University Library of Munich, Germany, number 51744, Nov.
• Dietrich, Franz & List, Christian, 2013, "Reason-Based Rationalization," MPRA Paper, University Library of Munich, Germany, number 51776, Nov.
• Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013, "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper, University Library of Munich, Germany, number 51827, Dec.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper, University Library of Munich, Germany, number 52368, Dec.
• KIKOMBA KAHUNGU, Michaël & MABELA MAKENGO MATENDO, Rostin & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic & OKITONYUMBE Y.F, Joseph, 2013, "Les fondements mathématiques pour une aide à la décision du réseau de transport aérien : cas de la République Démocratique du Congo
  [Mathematical Foundation for Air Traffic Network Decision Aid : Case of Democratic Republic of the Congo]," MPRA Paper, University Library of Munich, Germany, number 68533, Jan, revised Mar 2013.
• Christophe Giraud, 2013, "Là où le célibat blesse. L’estimation du célibat en milieu agricole," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 94, issue 4, pages 367-396.
• Ildefonso Mauriaca, 2013, "Consideraciones Sistémicas en Economía: Reflexión y nuevas herramientas," Estudios Nueva Economía, Estudios Nueva Economía, volume 2, issue 2, pages 43-44.
• Norbert Fogarasi & Janos Levendovszky, 2013, "Sparse, mean reverting portfolio selection using simulated annealing," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 197-211.
• Shilei Wang, 2013, "Dynamical trading mechanisms in limit order markets," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 213-231.
• Philip Maymin, 2013, "A Minute with Giovanni Barone-Adesi," Algorithmic Finance, IOS Press, volume 2, issue 2, pages 111-111.
• Slava Mazur, 2013, "Modeling market impact and timing risk in volume time," Algorithmic Finance, IOS Press, volume 2, issue 2, pages 113-126.
• I. Róbert Sipos & János Levendovszky, 2013, "Optimizing sparse mean reverting portfolios," Algorithmic Finance, IOS Press, volume 2, issue 2, pages 127-139.
• Agapie, Adriana & Lima, Tony, 2013, "Cost Minimization under Variable Input Prices: A Theoretical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 70-86, June.
• Rajan Sudesh Ratna & Murali Kallummal, 2013, "ASEAN–India Free Trade Agreement (FTA) and its Impact on India," Foreign Trade Review, , volume 48, issue 4, pages 481-497, November, DOI: 10.1177/0015732513504713.
• Swati Dutta, 2013, "Human Development Achievement and Improvement," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 14, issue 2, pages 317-342, September, DOI: 10.1177/1391561413500178.
• Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013, "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 502, pages 619-631, June, DOI: 10.1080/01621459.2013.763726.
• N. N. Taleb & R. Douady, 2013, "Mathematical definition, mapping, and detection of (anti)fragility," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 11, pages 1677-1689, November, DOI: 10.1080/14697688.2013.800219.
• Soushi Suzuki & Peter Nijkamp & Piet Rietveld, 2013, "Preference Elicitation in Generalized Data Envelopment Analysis - In Search of a New Energy Balance in Japan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-162/VIII, Oct.
• Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013, "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-022.
• Mark Setterfield & Bill Gibson, 2013, "Real and financial crises: A multi-agent approach," Working Papers, Trinity College, Department of Economics, number 1309, Jul, revised Jul 2014.
• Andrés Bujosa Brun & Marcos Bujosa Brun & Antonio García-Ferrer, 2013, "Mathematical framework for pseudo-spectra of linear stochastic difference equations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-13, Apr, revised May 2015.
• Stefano Grassi & Paolo Santucci de Magistris, 2013, "It's all about volatility of volatility: evidence from a two-factor stochastic volatility model," Studies in Economics, School of Economics, University of Kent, number 1404, Nov.
• Härdle, Wolfgang Karl & Huang, Li-shan, 2013, "Analysis of deviance in generalized partial linear models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-028.
• Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining, 2013, "Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-047.

2012

• Christian Seiler, 2012, "The Data Sets of the LMU-ifo Economics & Business Data Center – A Guide for Researchers," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 132, issue 4, pages 609-618, DOI: 10.3790/schm.132.4.609.
• Nassim N. Taleb & Raphael Douady, 2012, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Papers, arXiv.org, number 1208.1189, Aug.
• Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012, "The Appeal of Information Transactions," Working Papers, Brown University, Department of Economics, number 2012-13.
• Christian Seiler, 2012, "The Data Sets of the LMU-ifo Economics & Business Data Center - A Guide for Researchers," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 138.
• Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012, "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración, Master Consultores, number 9641, Jun.
• Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2012, "The Appeal of Information Transactions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1224, Sep.
• Bodington, Jeffrey C., 2012, "804 Tastes: Evidence on Preferences, Randomness, and Value from Double-Blind Wine Tastings," Journal of Wine Economics, Cambridge University Press, volume 7, issue 2, pages 181-191, November.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2012, "Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-046, Dec.
• Belhadj, Besma & Limam, Mohamed, 2012, "Unidimensional and multidimensional fuzzy poverty measures: New approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 995-1002, DOI: 10.1016/j.econmod.2012.03.009.
• Belhadj, Besma, 2012, "New weighting scheme for the dimensions in multidimensional poverty indices," Economics Letters, Elsevier, volume 116, issue 3, pages 304-307, DOI: 10.1016/j.econlet.2012.03.029.
• Melo, Emerson, 2012, "A representative consumer theorem for discrete choice models in networked markets," Economics Letters, Elsevier, volume 117, issue 3, pages 862-865, DOI: 10.1016/j.econlet.2012.09.006.
• Gabriel, S.A. & Rosendahl, K.E. & Egging, Ruud & Avetisyan, H.G. & Siddiqui, S., 2012, "Cartelization in gas markets: Studying the potential for a “Gas OPEC”," Energy Economics, Elsevier, volume 34, issue 1, pages 137-152, DOI: 10.1016/j.eneco.2011.05.014.
• Guerra, Manuel & Centeno, M.L., 2012, "Are quantile risk measures suitable for risk-transfer decisions?," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 3, pages 446-461, DOI: 10.1016/j.insmatheco.2012.02.006.
• Park, Sujin & Linton, Oliver, 2012, "Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119050, Apr.
• Christian Zimmermann, 2012, "Academic rankings with RePEc," Working Papers, Federal Reserve Bank of St. Louis, number 2012-023, DOI: 10.20955/wp.2012.023.
• Sujin Park & Oliver Linton, 2012, "Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise," FMG Discussion Papers, Financial Markets Group, number dp703, Apr.
• Rosella Levaggi & Marcello Montefiori, 2012, "Predicting Hospital’s Costs to Treat Emergency Patient," DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics, number 5/2012, Aug.
• Maxim Kotsemir, 2012, "Dynamics of Russian and World Science Through the Prism of International Publications," Post-Print, HAL, number hal-00866087, Apr.
• Florin Constantin Mihai & Liviu Apostol, 2012, "Disparities in municipal waste management across EU-27. A geographical approach," Post-Print, HAL, number hal-01150927.
• Li, Dao & He, Changli, 2012, "Testing for Linear Cointegration Against Smooth-Transition Cointegration," Working Papers, Örebro University, School of Business, number 2012:6, Feb.
• Li, Dao & He, Changli, 2012, "Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models," Working Papers, Örebro University, School of Business, number 2012:7, Feb.
• Olesen, Ole B. & Ruggiero, John, 2012, "Maintaining the Regular Ultra Passum Law in data envelopment analysis," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2012, Jan.
• Olesen, Ole B., 2012, "A homothetic reference technology in Data Envelopment Analysis," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 14/2012, Aug.
• Maxim Kotsemir, 2012, "Dynamics of Russian and World Science through the Prism of International Publications," Foresight and STI Governance, National Research University Higher School of Economics, volume 6, issue 1, pages 38-58.
• Shapoor Vali, 2012, "Deriving the Trace of Optimal Output for a Noncompetitive Firm," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 40, issue 1, pages 49-60, March, DOI: 10.1007/s11293-011-9293-z.
• Bennett T. McCallum, 2012, "A Continuity Refinement for Rational Expectations Solutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18323, Aug.
• Bent Nielsen & Andrew Whitby, 2012, "A Joint Chow Test for Structural Instability," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W07, Jun.
• Ryan C. Black & Christina L. Boyd, 2012, "US Supreme Court Agenda Setting and the Role of Litigant Status," The Journal of Law, Economics, and Organization, Oxford University Press, volume 28, issue 2, pages 286-312.
• Chiad, Fayacl, 2012, "قياس تغيرات الإنتاجية باستعمال مؤشر مالمكويست: دراسة حالة البنوك الإسلامية خلال الفترة 2003-2009
  [Measuring the productivity changes using the Malmquist index: a case study of Islamic banks during the period 2003-2009]," MPRA Paper, University Library of Munich, Germany, number 113356.