Research classified by Journal of Economic Literature (JEL) codes

2010

• Maslov, Alexander, 2010, "Функция «Производство-Потребление» Как Методологическое Обоснование Эффективности Региональной Господдержки (На Примере Юфо)
  [Function "production-consumption" as methodological substantiation of efficacy of government's regional support," MPRA Paper, University Library of Munich, Germany, number 42767, Jan.
• Esposito, Francesco Paolo, 2010, "Multidimensional Black-Scholes options," MPRA Paper, University Library of Munich, Germany, number 42821, Dec.
• Пигнастый, Олег, 2010, "Основы Статистической Теории Моделирования Технологических Процессов
  [Statistical technological process modelling]," MPRA Paper, University Library of Munich, Germany, number 96615, Oct, revised 26 Oct 2010.
• Пигнастый, Олег, 2010, "К Вопросу Обеспечения Асимптотической Устойчивости Макропараметров Технологического Процесса
  [Of the asymptotic stability of macro parameters of the technological process]," MPRA Paper, University Library of Munich, Germany, number 96700, Oct, revised 07 Oct 2010.
• Jaroslav Janáček & Bohdan Linda & Iva Ritschelová, 2010, "Optimization of Municipalities with Extended Competence Selection," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 21-34, DOI: 10.18267/j.pep.362.
• Stephen Morris & Hyun Song Shin, 2010, "Contagious Adverse Selection - Revised November, 2010," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1282, Nov.
• Bezabih, Mintewab & Chambwera, Muyeye & Stage, Jesper, 2010, "Climate Change, Total Factor Productivity, and the Tanzanian Economy: A Computable General Equilibrium Analysis," RFF Working Paper Series, Resources for the Future, number dp-10-14-efd, Jun.
• Vladimir Mkhitaryan & Vladimir Shishov & Andrey Kozlov, 2010, "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 91-100.
• Barbara Glensk & Reinhard Madlener, 2010, "Fuzzy Portfolio Optimization for Power Generation Assets," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 10/2010, Aug.
• Ivan Ungureanu, Clementina & Ersoz, Filiz, 2010, "Commonalities and Disparities among the EU Candidate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 173-186, September.
• Imola DRIGA & Dorina NITA & Codruta DURA, 2010, "Credit risk analysis at the level of an operative branch of the bank," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 2, pages 378-390, December.
• Dang Minh Quan & Jorn Altmann, 2010, "Grid Business Models for Brokers Executing SLA-Based Workflows," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201046, Jan, revised Jan 2010.
• Kibae Kim & Jorn Altmann & Junseok Hwang, 2010, "The Impact of the Subgroup Structure on the Evolution of Networks: An Economic Model of Network Evolution," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201056, Feb, revised Feb 2010.
• Jorn Altmann & Costas Courcoubetis & Marcel Risch, 2010, "A Marketplace and its Market Mechanism for Trading Commoditized Computing Resources," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201059, Mar, revised Mar 2010.
• Junseok Hwang & Jihyoun Park & Jorn Altmann, 2010, "Two Risk-aware Resource Brokering Strategies in Grid Computing:Broker-driven vs. User-driven Methods," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201063, Mar, revised Mar 2010.
• Juthasit Rohitratana & Jorn Altmann, 2010, "Agent-Based Simulations of the Software Market under Different Pricing Schemes for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201064, Jul, revised Jul 2010.
• Kibae Kim & Jorn Altmann & Junseok Hwang, 2010, "An Analysis of the Openness of the Web2.0 Service Network Based on Two Sets of Indices for Measuring the Impact of Service Ownership," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201067, Oct, revised Oct 2010.
• Peter Carr & Roger Lee, 2010, "Hedging variance options on continuous semimartingales," Finance and Stochastics, Springer, volume 14, issue 2, pages 179-207, April, DOI: 10.1007/s00780-009-0110-3.
• N. Reich & C. Schwab & C. Winter, 2010, "On Kolmogorov equations for anisotropic multivariate Lévy processes," Finance and Stochastics, Springer, volume 14, issue 4, pages 527-567, December, DOI: 10.1007/s00780-009-0108-x.
• Christa Cuchiero & Martin Keller-Ressel & Josef Teichmann, 2012, "Polynomial processes and their applications to mathematical finance," Finance and Stochastics, Springer, volume 16, issue 4, pages 711-740, October, DOI: 10.1007/s00780-012-0188-x.
• Martin Keller-Ressel & Johannes Muhle-Karbe, 2013, "Asymptotic and exact pricing of options on variance," Finance and Stochastics, Springer, volume 17, issue 1, pages 107-133, January, DOI: 10.1007/s00780-012-0178-z.
• Ragnar Norberg, 2013, "Optimal hedging of demographic risk in life insurance," Finance and Stochastics, Springer, volume 17, issue 1, pages 197-222, January, DOI: 10.1007/s00780-012-0182-3.
• Ashkan Nikeghbali & Eckhard Platen, 2013, "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, volume 17, issue 3, pages 615-640, July, DOI: 10.1007/s00780-013-0207-6.
• Rae Goodman, 2010, "Problem-based learning: merging of economics and mathematics," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 477-483, October, DOI: 10.1007/s12197-010-9154-7.
• Konrad Podczeck, 2010, "On existence of rich Fubini extensions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 1-22, October, DOI: 10.1007/s00199-009-0458-9.
• Mark Staley, 2010, "Innovation, diffusion and the distribution of income in a Malthusian economy," Journal of Evolutionary Economics, Springer, volume 20, issue 5, pages 689-714, October, DOI: 10.1007/s00191-009-0170-8.
• Isabel Parra-Frutos, 2010, "A queuing-based model for optimal dimension of service firms," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 4, pages 459-474, September, DOI: 10.1007/s13209-009-0005-8.
• Torbjørn Skardhamar & Tore Schweder & Simen Gan Schweder, 2010, "Modelling 'crime-proneness'. A comparison of models for repeated count outcomes," Discussion Papers, Statistics Norway, Research Department, number 611, Mar.
• Bahar Kaynar & Arno Berger & Theodore P. Hill & Ad Ridder, 2010, "Finite-State Markov Chains obey Benford's Law," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-030/4, Mar.
• Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles, 2010, "An Analysis of Productivity Changes in the Iranian banking Industry: a Bootstrapped Malmquist Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp10-08.
• Luca De Benedictis & Lucia Tajoli, 2010, "Comparing sectoral international trade networks," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 65, issue 2, pages 167-189, June.
• Mathias Staudigl, 2010, "On a General class of stochastic co-evolutionary dynamics," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1001, Feb.
• Marta Cardin & Miguel Couceiro, 2010, "An Ordinal Approach to Risk Measurement," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 200, Sep.
• Sandye Gloria-Palermo, 2010, "Introducing Formalism in Economics: The Growth Model of John von Neumann," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 2, pages 153-172.
• Miladin Kovačević & Stojan Stamenković, 2010, "Methodological Basis for Macroeconomic Projections in Countries Exposed to Pressures and Shocks: Example of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 2, pages 225-243.
• Krzysztof Kontek, 2010, "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 43, May.
• Tom Hyer, 2010, "Derivatives Algorithms:Volume 1: Bones," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7524, ISBN: ARRAY(0x6131e250), September.
• Dorota Kurowicka & Harry Joe (ed.), 2010, "Dependence Modeling:Vine Copula Handbook," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7699, ISBN: ARRAY(0x610acf70), September.
• Ehmer, Philipp & Gottschalk, Felix, 2010, "Wachstumsperspektiven im Strukturwandel: Neue Branchencluster entstehen," Research Notes, Deutsche Bank Research, number 34.
• Todorova, Tamara, 2010, "Chapter 5: Exponential and Logarithmic Functions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 265-310.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Christian Ewerhart, 2010, "Monotone comparative statics with separable objective functions," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 472, Jan.

2009

• Ion Purcaru, 2009, "Optimal Diversification in Allocation Problems," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 26, pages 494-502, June.
• Anca BANDOI & Ion TOMITA, 2009, "Some considerations of the main determining variables in the models used to estimate inflation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 116-121, May.
• Dorel BERCEANU & Marian SIMINICA, 2009, "The main theories of the dividend decision," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 91-96, May.
• Gabriela Victoria Anghelache & Ana Cornelia Olteanu & Alina Nicoleta Radu, 2009, "The Capital Requirements For Financial Institutions In The Context Of Basel Ii," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 11, pages 1-40.
• Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009, "Forward and Backward Dynamics in implicitly defined Overlapping Generations Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-02.
• James W. Bono & David H. Wolpert, 2009, "Statistical prediction of the outcome of a noncooperative game," Working Papers, American University, Department of Economics, number 2009-20, Oct, DOI: 10.17606/ztj8-af39.
• Elizondo Rocío & Padilla Pablo & Bladt Mogens, 2009, "An Alternative Formula to Price American Options," Working Papers, Banco de México, number 2009-06, Aug.
• Ralph W. Bailey, 2009, "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers, Department of Economics, University of Birmingham, number 09-05, Jun.
• Carina-Elena STEGAROIU, 2009, "The characteristics of the evolution of the economical indicators," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 3, pages 89-98, December.
• Semyon MALAMUD & Fabio TROJANI, 2009, "Variance Covariance Orders and Median Preserving," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-13, Mar.
• Alexander SAICHEV & Didier SORNETTE & Vladimir FILIMONOV & Fulvio CORSI, 2009, "Homogeneous Volatility Bridge Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-46, Dec.
• Jakub Seidler & Petr Jakubik, 2009, "The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2009/13, Dec.
• Sergio Monsalve, 2009, "A Cien Anos de la Muerte de León Walras II: Huellas de la tradición Paretiana," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8000, Nov.
• Fernando Salazar Silva & Alejandro Pérez y Soto Domínguez, 2009, "Hobbes: Caos de la conepción liberal," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8001, Nov.
• Antoci, Angelo & Sodini, Mauro, 2009, "Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities," Chaos, Solitons & Fractals, Elsevier, volume 42, issue 3, pages 1439-1450, DOI: 10.1016/j.chaos.2009.03.055.
• Lu, Yi & Li, Shuanming, 2009, "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 296-303, April.
• Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009, "Forward and backward dynamics in implicitly defined overlapping generations models," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 110-129, August.
• Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2009, "Understanding Markov-switching rational expectations models," Journal of Economic Theory, Elsevier, volume 144, issue 5, pages 1849-1867, September.
• Segoviano, Miguel A. & Goodhart, Charles, 2009, "Banking stability measures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24416, Jan.
• Waltman, L. & van Eck, N.J.P., 2009, "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-011-LIS, Mar.
• Raúl Castañeta Calderón, 2009, "Sobre El Moderno Dolor De Cabeza De Los Monetaristas “La Trampa De La Liquidez-Liquidity Trap”," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2009-03, March.
• Galindo Lucas, Alfonso, 2009, "Marco Institucional de la Contabilidad y las Finanzas," Entelequia eBooks, Entelequia y Servicios Académicos Intercontinentales SL, number b009, edition 1, ISBN: ARRAY(0x60ea4f98), May.
• Milan Zelený, 2009, "On the Essential Multidimensionality of an Economic Problem: Towards Tradeoffs-Free Economics," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 3, issue 2, pages 154-175, July.
• Jakub Seidler & Petr Jakubík, 2009, "Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 1, pages 20-40, January.
• Sylvain Barde, 2009, "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2009-34, Dec.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2009, "Understanding Markov-switching rational expectations models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-05.
• Patrizia Berti & Michele Gori & Pietro Rigo, 2009, "A note on the law of large numbers in economics," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2009-10, Dec, revised Nov 2010.
• de la Fuente, D & Pardo, M.J., 2009, "Three Flow-Line Systems With Uncertain Baulking," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 53-68, November.
• Stefano Bosi & Lionel Ragot, 2009, "Time, bifurcations and economic applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00384513, Apr.
• Stefano Bosi & Lionel Ragot, 2009, "Time, bifurcations and economic applications," Post-Print, HAL, number halshs-00384513, Apr.
• Sylvain Barde, 2009, "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Sciences Po Economics Publications (main), HAL, number hal-01069373, Dec.
• Max Klimm & Jörgen Weibull, 2009, "Finding all minimal curb sets," Working Papers, HAL, number hal-00442118, Dec.
• Sylvain Barde, 2009, "The Google thought experiment: rationality, information and equilibrium in an exchange economy," Working Papers, HAL, number hal-01069373, Dec.
• Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten, 2009, "Pricing basket default swaps in a tractable shot-noise model," Working Papers in Economics, University of Gothenburg, Department of Economics, number 359, Apr.
• Klimm, Max & Weibull, Jörgen, 2009, "Finding all minimal CURB sets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 722, Jul.
• Claire Blackman, 2009, "Using Empirical Mode Decomposition to Estimate Amplitudes in Noisy Data," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 09/06, May.
• Jui-Kuei Chen & I-Shuo Chen, 2009, "Corporate Reputation Measurement For The Privately Run Banking Industry In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 65-75.
• Vincent Brousseau & Alexandre Chailloux & Alain Durré, 2009, "Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing," Working Papers, IESEG School of Management, number 2009-ECO-10, Dec.
• Barry R. Cobb & Atin Basuchoudhary, 2009, "A Decision Analysis Approach to Solving the Signaling Game," Decision Analysis, INFORMS, volume 6, issue 4, pages 239-255, December, DOI: 10.1287/deca.1090.0148.
• Jasso, Guillermina, 2009, "Linking Individuals and Societies," IZA Discussion Papers, IZA Network @ LISER, number 4288, Jul.
• Subir Ghosh, 2009, "A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 1, pages 42-52, March.
• G.R. Mohtashami Borzadaran & Zahra Behdani, 2009, "Maximum Entropy and the Entropy of Mixing for Income Distributions," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 2, pages 179-186, June.
• Ikuho Yamada & Peter Rogerson & Gyoungju Lee, 2009, "GeoSurveillance: a GIS-based system for the detection and monitoring of spatial clusters," Journal of Geographical Systems, Springer, volume 11, issue 2, pages 155-173, June, DOI: 10.1007/s10109-009-0080-1.
• Stefano Bosi & Lionel Ragot, 2009, "Time, bifurcations and economic applications," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09028, Apr.
• Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner, 2009, "Understanding Markov-Switching Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14710, Feb.
• Srinivas Raghavendra & Petri T. Piiroinen, 2009, "A Reconsideration of Samuelson’s Multiplier-Accelerator Model," Working Papers, National University of Ireland Galway, Department of Economics, number 0149, revised 2009.
• Tudor Cristiana, 2009, "Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Dominika Crnjac & Goran Martinovic, 2009, "Some Links Between Game Theory and Decision Theory in Economics," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 5, pages 165-175.
• Irina-Stefana Cibotariu, 2009, "The Cost Of Capitals And The Financial Structure Of An Enterprise," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 1, issue 9, pages 74-80, May.
• Isac Claudia & Rascolean Ilie, 2009, "The Risks Of Financing Energetic Projects," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 1, issue 9, pages 90-96, May.
• Пигнастый, Олег & Заруба, Виктор, 2009, "О Взаимосвязи Микро- И Макро-Описания Производственно-Технических Систем
  [On the relationship of micro-and macro-descriptions of production and technical systems]," MPRA Paper, University Library of Munich, Germany, number 107485, Nov, revised 17 Nov 2009.
• Khumalo, Bhekuzulu, 2009, "Revisiting the Derivative: Implications on the Rate of Change Analysis," MPRA Paper, University Library of Munich, Germany, number 12975, Jan.
• Antoci, Angelo & Sodini, Mauro, 2009, "Indeterminacy, bifurcations and chaos in an overlapping generations model with negative environmental externalities," MPRA Paper, University Library of Munich, Germany, number 13750, Feb.
• Vorobyev, Oleg, 2009, "Eventology versus contemporary theories of uncertainty," MPRA Paper, University Library of Munich, Germany, number 13961, Feb.
• Li, Jia, 2009, "Finance-growth Nexus in China: A Channel Decomposition Analysis," MPRA Paper, University Library of Munich, Germany, number 14409, Mar.
• Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang, 2009, "Doves and hawks in economics revisited [An evolutionary quantum game theory-based analysis of financial crises]," MPRA Paper, University Library of Munich, Germany, number 14680, Apr.
• Li, Yadong, 2009, "A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery," MPRA Paper, University Library of Munich, Germany, number 14919, Feb, revised 02 Apr 2009.
• Minqiang Li, Li, 2009, "Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison," MPRA Paper, University Library of Munich, Germany, number 15018.
• Cobb, Barry & Basuchoudhary, Atin, 2009, "A Decision Analysis Approach To Solving the Signaling Game," MPRA Paper, University Library of Munich, Germany, number 15119, May, revised 07 May 2009.
• Mynbaev, Kairat, 2009, "OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version," MPRA Paper, University Library of Munich, Germany, number 15153, May.
• Sinha, Pankaj & Johar, Archit, 2009, "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper, University Library of Munich, Germany, number 15264, May.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 15396, May.
• Carciola, Alessandro & Pascucci, Andrea & Polidoro, Sergio, 2009, "Harnack inequality and no-arbitrage bounds for self-financing portfolios," MPRA Paper, University Library of Munich, Germany, number 15665, Jun.
• Sveshnikov, Sergey & Bocharnikov, Victor, 2009, "Modeling risk of international country relations," MPRA Paper, University Library of Munich, Germany, number 15745, Jun.
• Khumalo, Bhekuzulu, 2009, "Revisting the Rate of Change," MPRA Paper, University Library of Munich, Germany, number 16014, Mar.
• Afzal, Sarwat, 2009, "To Estimate An Equation Explaining The Determinants Of Dowry," MPRA Paper, University Library of Munich, Germany, number 16046, Jul.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.
• Harin, Alexander, 2009, "Разрывы В Шкале Вероятностей. Расчет Величин Разрывов
  [Ruptures in the probability scale. Calculation of ruptures’ values]," MPRA Paper, University Library of Munich, Germany, number 16663, Aug.
• Takahashi, Taiki & Hadzibeganovic, Tarik & Cannas, Sergio & Makino, Takaki & Fukui, Hiroki & Kitayama, Shinobu, 2009, "Cultural neuroeconomics of intertemporal choice," MPRA Paper, University Library of Munich, Germany, number 16814.
• Li, Minqiang, 2009, "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper, University Library of Munich, Germany, number 17348.
• Bejan, Camelia & Bidian, Florin, 2009, "Ownership Structure and Efficiency in Large Economies," MPRA Paper, University Library of Munich, Germany, number 17677, Oct.
• Bonache, Adrien & Moris, Karen, 2009, "Nonlinear and chaotic patterns in Japanese video game console sales and consequences for management control," MPRA Paper, University Library of Munich, Germany, number 18196, Sep.
• Teselios, Delia & Albici, Mihaela, 2009, "On financial derivatives and differential equations used in their assessment," MPRA Paper, University Library of Munich, Germany, number 18225, Oct.
• Dominique, C-Rene, 2009, "On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum," MPRA Paper, University Library of Munich, Germany, number 18292, Nov.
• Brusset, Xavier, 2009, "Choosing a transport contract over multiple periods," MPRA Paper, University Library of Munich, Germany, number 18392, Jan, revised 09 Jan 2009.
• Hamrita, Mohamed Essaied & Ben Abdallah, Nidhal & Ben Ammou, Samir, 2009, "The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price," MPRA Paper, University Library of Munich, Germany, number 18424, Oct.
• Makhankov, V. G. & Aguero-Granados, M. A., 2009, "Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates," MPRA Paper, University Library of Munich, Germany, number 18750, Nov, revised 19 Nov 2009.
• Skribans, Valerijs, 2009, "Влияние Трудовой Эмиграции На Рынок Труда В Латвии
  [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper, University Library of Munich, Germany, number 18771, Oct.
• Francisco, Ruth & Wan, Guanghua, 2009, "How is the Global Recession Impacting on Poverty and Social Spending? An ex ante assessment methodology with applications to developing Asia," MPRA Paper, University Library of Munich, Germany, number 18885, Aug.
• Boubacar Mainassara, Yacouba, 2009, "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 18990, Dec.
• Bennani, Norddine & Maetz, Jerome, 2009, "A Spot Stochastic Recovery Extension of the Gaussian Copula," MPRA Paper, University Library of Munich, Germany, number 19736, Jul.
• Bensoussan, Alain & Chutani, Anshuman & Sethi, Suresh, 2009, "Optimal Cash Management Under Uncertainty," MPRA Paper, University Library of Munich, Germany, number 19896, Feb.
• Skribans, Valerijs, 2009, "Būvniecības nozares prognozēšanas modelis
  [Construction branch forecasting model]," MPRA Paper, University Library of Munich, Germany, number 20393, revised 2009.
• Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009, "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper, University Library of Munich, Germany, number 26484.
• Skribans, Valerijs, 2009, "Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi
  [Taxes income modeling with system dynamic method]," MPRA Paper, University Library of Munich, Germany, number 27096.
• Podczeck, Konrad & Puzzello, Daniela, 2009, "Independent Random Matching," MPRA Paper, University Library of Munich, Germany, number 27687, Oct, revised Sep 2010.
• Soloviev, Vladimir, 2009, "Экономико-Математическое Моделирование Рынка Программного Обеспечения: Монография. — М.: Вега-Инфо, 2009. — 176 С
  [Economic and mathematical modelling of software market]," MPRA Paper, University Library of Munich, Germany, number 28974, Sep.
• Carfì, David, 2009, "Reactivity in decision-form games," MPRA Paper, University Library of Munich, Germany, number 29001.
• Sarker, Debnarayan, 2009, "Sustainable Rural Livelihoods under Joint Forest Managment (JFM) Programme: An Evidence from West Bengal, India," MPRA Paper, University Library of Munich, Germany, number 33447, Mar.
• Rodríguez, Carlos A., 2009, "La demanda excedente de dinero en un sistema de equilibrio general con un mercado de capitales, desempleo involuntario y expectativas proporcionales en precios y salarios
  [The excess demand for money in a general equilibrium system with capital ma," MPRA Paper, University Library of Munich, Germany, number 41276, Sep.
• EL-Mohammadi, Rachid, 2009, "BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk," MPRA Paper, University Library of Munich, Germany, number 42781, Oct.
• Пигнастый, Олег & Михайленко, Виктор & Дидиченко, Николай & Дубровин, Анатолий & Демутцкий, Виктор, 2009, "Использование Статистической Теории Производственно-Технических Систем Для Расчета Производственного Цикла Изготовления Продукции
  [Use of the statistical theory of technological systems for the calculation of the production cycle]," MPRA Paper, University Library of Munich, Germany, number 97317, Jan, revised 01 Jan 2009.
• Martin Dlouhý & Josef Jablonský, 2009, "Application of Simulation in Analysing Business Processes
  [Využití simulace při analýze podnikových procesů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2009, issue 6, pages 27-36, DOI: 10.18267/j.aop.286.
• Filippo Arfini & Fabio Landini, 2009, "Multifunctionality and Rural Development in Africa: An Evaluation at the Household Level," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
• Kousky, Carolyn & Cooke, Roger, 2009, "Climate Change and Risk Management: Challenges for Insurance, Adaptation, and Loss Estimation," RFF Working Paper Series, Resources for the Future, number dp-09-03-rev, Feb.
• Kousky, Carolyn & Cooke, Roger M., 2009, "The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations," RFF Working Paper Series, Resources for the Future, number dp-09-36-rev.pdf, Nov.
• Karolina Ketova & Ivan Rusiak, 2009, "Identification and Forecast of Generalized Indicators of Regional Economic System Development," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 56-71.
• Alexsander Bagdoev & Sedrak Vardanyan & Diana Karapetyan & Hegnar Martirosyan, 2009, "Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 50-69.
• Sabina Khurram Jafri, 2009, "External Debt Sustainability Analysis for the Medium Term: A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 62, issue 3, pages 363-382.
• Purica, Ionut & Caraiani, Petre, 2009, "Second Order Dynamics Of Economic Cycles," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 1, pages 36-47, March.
• Zgurovski, M., 2009, "Global Simulation of Quality and Security of Human Life," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 5-21, September.
• Andrei-Horia MOGOS & Adina Magda FLOREA, 2009, "A Method To Compare Two Multivariable Complexity Functions," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 12, Aug.
• CIOLAC Camelia Elena, 2009, "A mathematical estimate within economic discounting computations," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 103-108, July.
• TUDOR Eugeniu & MUNTEANU Sebastian MAdAlin, 2009, "The cultural, social and economic evolution in Romania during 2004-2007," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 12, issue 2 Special, pages 241-245, July.
• Guillermina Jasso, 2009, "A New Model of Wage Determination and Wage Inequality," Rationality and Society, , volume 21, issue 1, pages 113-168, February, DOI: 10.1177/1043463108099350.
• N. El Karoui & Y. Jiao, 2009, "Stein’s method and zero bias transformation for CDO tranche pricing," Finance and Stochastics, Springer, volume 13, issue 2, pages 151-180, April, DOI: 10.1007/s00780-008-0084-6.
• Fabio Antonelli & Sergio Scarlatti, 2009, "Pricing options under stochastic volatility: a power series approach," Finance and Stochastics, Springer, volume 13, issue 2, pages 269-303, April, DOI: 10.1007/s00780-008-0086-4.
• Carole Bernard & Zhenyu Cui & Martin Forde & Antoine Jacquier & Don McLeish & Aleksandar Mijatović, 2013, "Correction note for ‘The large-maturity smile for the Heston model’," Finance and Stochastics, Springer, volume 17, issue 1, pages 223-224, January, DOI: 10.1007/s00780-012-0197-9.
• Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2009, "Multivariate Stochastic Volatility," Springer Books, Springer, chapter 16, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_16.
• Lindelauf, R. & Borm, P.E.M. & Hamers, H.J.M., 2009, "Understanding Terrorist Network Topologies and Their Resilience Against Disruption," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-85.
• Kwamie Dunbar, 2009, "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers, University of Connecticut, Department of Economics, number 2009-03, Jan, revised Feb 2009.
• Kwamie Dunbar, 2009, "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers, University of Connecticut, Department of Economics, number 2009-04, Jan.
• Vicki Knoblauch, 2009, "Topologies Defined by Binary Relations," Working papers, University of Connecticut, Department of Economics, number 2009-28, Sep, revised Dec 2009.
• Sinha PANKAJ & Johar ARCHIT, 2009, "Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 2(8)_ Sum.
• Andrea Collevecchio & Tom Schmitz, 2009, "Bounds on the speed and on regeneration times for certain processes on regular trees," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 192, Nov.
• Boyko Atanasov & Plamen Iliev, 2009, "Mathematics And Economics," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 81, issue 1, pages 21-75, January.
• Selçuk Alp, 2009, "Tanzimat’tan Günümüze Eğitim Alanında Yaşanan Gelişmeler ve 2000’li Yıllarda Eğitim ve Ekonomik Büyüme Arasındaki İlişkinin Markov Zincirleri Yöntemi ile Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0022, Oct, revised Oct 2009.
• Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A., 2009, "A microeconomic explanation of the EPK paradox," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-010.
• Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009, "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-050.

2008

• Viorel Petrescu & Adrian Stancu, 2008, "Gradation Of Industrial Products Quality Assessment Methods According To Results Objectivity Degree," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 10, issue 23, pages 225-234, February.
• Jongeneel, Roelof A. & Tonini, Axel, , "The 'Milk Quotas Rent Puzzle' In The Eu: Economic Significance, Review, And Policy Relevance," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44796, DOI: 10.22004/ag.econ.44796.
• Van der Straeten, Bart & Buysse, Jeroen & Nolte, Stephan & Marchand, Fleur L. & Lauwers, Ludwig H. & Claeys, Dakerlia & Van Huylenbroeck, Guido, , "A Farm Level Analysis Of The Relation Between Cap Reforms And Local Environmental Legislations: How And In Which Extent Flemish Dairy Farmers Can Fill Up Extra Milk Quota?," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44846, DOI: 10.22004/ag.econ.44846.
• Bezlepkina, Irina V. & Jongeneel, Roelof A. & Karaczun, Zbigniew, , "New Member States And Cross Compliance: The Case Of Poland," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44852, DOI: 10.22004/ag.econ.44852.
• Ion ENEA-SMARANDACHE & Luminita VOCHITA & Andreea-Maria CIOBANU, 2008, "Dimensions of the Romanian Labour Market in the Context of European Integration," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 36, pages 1149-1157, May.
• Elizondo Rocío & Padilla Pablo, 2008, "An Analytical Approach to Merton's Rational Option Pricing Theory," Working Papers, Banco de México, number 2008-03, Mar.
• Edson Bastos e Santos & Nelson Ithiro Tanaka, 2008, "Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 69-111.
• Moisa Altar, 2008, "A Dynamic IS-LM Model with Adaptive Expectations," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 15, Aug.
• Ciprian Necula, 2008, "A Framework for Derivative Pricing in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 19, Oct.
• Cipian Necula, 2008, "Option Pricing in a Fractional Brownian Motion Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 2, Jan.
• Ciprian Necula, 2008, "Pricing European and Barrier Options in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 20, Oct.
• Ciprian Necula, 2008, "A Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 23, Dec.
• Ciprian Necula, 2008, "Asset Pricing in a Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 24, Dec.
• Cipian Necula, 2008, "Barrier Options and a Reflection Principle of the Fractional Brownian Motion," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 6, Apr.
• Marc Chesney & Luca Taschini, 2008, "The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-02, Jan, revised Jan 2008.
• E. Otranto, 2008, "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200801.
• M. Bigeco & E. Grosso & E. Otranto, 2008, "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200803.
• Jean-Michel Grandmont, 2008, "Nonlinear Difference Equations, Bifurcation and Chaos : An Introduction"," Working Papers, Center for Research in Economics and Statistics, number 2008-19.
• Luigi Pasinetti, 2008, "Prospettive e limiti dell'Economia quantitativa," DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number itemq0954, Apr.
• K.Suresh Chandra & J.V.Janhavi, 2008, "Unit Root Tests for Time Series in the Presence of an Explosive Root," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22499, Jan.
• Otranto, Edoardo, 2008, "Clustering heteroskedastic time series by model-based procedures," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 10, pages 4685-4698, June.
• Zhang, J. & Guégan, D., 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1095-1103, June.