Research classified by Journal of Economic Literature (JEL) codes

2008

• Grandmont, Jean-Michel, 2008, "Nonlinear difference equations, bifurcations and chaos: An introduction," Research in Economics, Elsevier, volume 62, issue 3, pages 122-177, September.
• Weshah Razzak & Rabie Nasser, 2008, "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_18, Nov.
• Bert M. Balk, 2008, "Notes on: “The Generalised Index Numbers”," JeSP, ESeC - Economic Statistics no-profit Association, volume 1, issue 1, pages 1-11, June.
• Flavio Verrecchia, 2008, "Reply to Notes on: “The Generalised Index Numbers”," JeSP, ESeC - Economic Statistics no-profit Association, volume 1, issue 1, pages 11-12, June.
• Flavio Verrecchia, 2008, "The Generalised Index Numbers," JeSP, ESeC - Economic Statistics no-profit Association, volume 1, issue 1, pages 9-10, June.
• Jakub Seidler, 2008, "Implied Market Loss Given Default: structural-model approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/26, Oct, revised Oct 2008.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259242, Feb.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008, "Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00281585, May.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00286054, Jun, DOI: 10.1016/j.insmatheco.2008.02.003.
• Sofia B. S. D. Castro & Sami Dakhlia & Peter B. Gothen, 2008, "Direct perturbations of aggregate excess demand," Post-Print, HAL, number halshs-00306408, Jul.
• Löfgren, Åsa & Muller, Adrian, 2008, "Swedish CO2-Emissions 1993 - 2006 – An Application of Decomposition Analysis and Some Methodological Insights," Working Papers in Economics, University of Gothenburg, Department of Economics, number 311, Jun, revised 01 Jan 2010.
• Takekuma, Shin-ichi, 2008, "On the Optimal Stationary State for the Quasi-Stationary Model of Capital Accumulation under Uncertainty : The Characterization of the Discounted Golden-Rule State by Prices, 不確実性下の資本蓄積の準定常的モデルにおける最適定常状態について：割引黄金律状態の価格による特徴付け," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 49, issue 1, pages 23-33, June, DOI: 10.15057/15883.
• Fujita, Takahiko & 藤田, 岳彦 & Ishimura, Naoyuki & 石村, 直之 & Tanaka, Daichi, 2008, "An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 49, issue 2, pages 67-74, December, DOI: 10.15057/16521.
• Man-Seop Park, 2008, "On the instantaneous life of a nondurable input: a reflection in light of Cantor, Newton and Zeno," Discussion Paper Series, Institute of Economic Research, Korea University, number 0802.
• Matthias Paul & Hans-Jörg von Mettenheim & Prof. Dr. Michael H. Breitner, 2008, "Akzeptanz von Sicherheitsmaßnahmen: Modellierung, Numerische Simulation und Optimierung," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 28, Oct.
• İrfan ERTUĞRUL & Dilek PELİTLİ, 2008, "Portföy analizinde bulanık mantık yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 265, pages 91-113.
• Hardik Soni & Nita H. Shah, 2008, "Optimal Ordering and Trade Credit Policy for EOQ Model," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 2, issue 1, pages 66-76, June.
• Jasso, Guillermina, 2008, "A New Model of Wage Determination and Wage Inequality," IZA Discussion Papers, IZA Network @ LISER, number 3850, Nov.
• Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008, "Robust portfolio optimization with a generalized expected utility model under ambiguity," Annals of Finance, Springer, volume 4, issue 4, pages 431-444, October, DOI: 10.1007/s10436-007-0082-2.
• Marco Ratto, 2008, "Analysing DSGE Models with Global Sensitivity Analysis," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 2, pages 115-139, March, DOI: 10.1007/s10614-007-9110-6.
• Simone Landini & Mariacristina Uberti, 2008, "A Statistical Mechanic View of Macro-dynamics in Economics," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 121-146, September, DOI: 10.1007/s10614-008-9128-4.
• Henrik Jönsson & Wim Schoutens, 2008, "Single name credit default swaptions meet single sided jump models," Review of Derivatives Research, Springer, volume 11, issue 1, pages 153-169, March, DOI: 10.1007/s11147-008-9027-9.
• Makoto Hisanaga, 2008, "Revealed Specialization: Evidence on U.S. International Services," KIER Working Papers, Kyoto University, Institute of Economic Research, number 645, Jan.
• Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008, "Methodological overview of Rasch model and application in customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-004, Feb.
• Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI, 2008, "Methodological overview of Rasch model and application in customer satisfaction survey data," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-04, Feb.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08008, Jan.
• Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08015, Feb, DOI: 10.1016/j.insmatheco.2008.02.003.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008, "Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08037, May.
• Sofia B. S. D. Castro & Sami Dakhlia & Peter B. Gothen, 2008, "Direct perturbations of aggregate excess demand," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08045, Jul, DOI: 10.1016/j.jmateco.2010.03.008.
• Zerafat Angiz Langroudi, Madjid & Jandaghi, Gholamreza & Ben Mustafa, Adli, 2008, "Validity Examination of EFQM’s Results by DEA Models = Examen de la validez de los resultados de EFQM mediante modelos DEA," 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 5, issue 1, pages 17-28, June.
• Hernández Fernández, Isabel & Mateos Contreras, Consuelo & Núñez Valdés, Juan & Tenorio Villalón, Ángel F., 2008, "Algunas aplicaciones de la Teoría de Lie a la Economía y las Finanzas = Some Applications of Lie Theory to Economics and Finance," 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 6, issue 1, pages 74-94, December.
• Mohammed Nishat & Khalid Mustafa, 2008, "Philippine Trading volume and serial correlation in stock returns in an emerging market : a case study of Pakistan," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 45, issue 2, pages 101-117, December.
• Bürgi, Roland & Dacorogna, Michel M & Iles, Roger, 2008, "Risk aggregation, dependence structure and diversification benefit," MPRA Paper, University Library of Munich, Germany, number 10054, Aug.
• Giurgiteanu, Nicolae / M & Popa, S / I, 2008, "Un model geometric al legaturilor directe dintre fenomenele economice," MPRA Paper, University Library of Munich, Germany, number 10803, Sep.
• Li, Wu, 2008, "A multi-agent growth model based on the von Neumann-Leontief framework," MPRA Paper, University Library of Munich, Germany, number 11302, Aug.
• Papahristodoulou, Christos, 2008, "A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio," MPRA Paper, University Library of Munich, Germany, number 11365, Oct.
• Kumabe, Masahiro & Mihara, H. Reiju, 2008, "Preference aggregation theory without acyclicity: The core without majority dissatisfaction," MPRA Paper, University Library of Munich, Germany, number 11728, Nov.
• Kroës, Romain M., 2008, "Quelques bénéfices heuristiques d’une redéfinition du profit
  [Some heuristic Advantages of revising the current Conception of Profit]," MPRA Paper, University Library of Munich, Germany, number 11848, Sep, revised 24 Nov 2008.
• Hachicha, Wafik & Masmoudi, Faouzi & Haddar, Mohamed, 2008, "A Taguchi method application for the part routing selection in Generalized Group Technology: A case Study," MPRA Paper, University Library of Munich, Germany, number 12376, Dec.
• Passerini, Filippo & Severini, Simone, 2008, "The von Neumann entropy of networks," MPRA Paper, University Library of Munich, Germany, number 12538, Dec.
• Stegaroiu, Carina-Elena, 2008, "The Characteristics of the Evolution of the Economical Indicators," MPRA Paper, University Library of Munich, Germany, number 12912, Oct.
• Stegaroiu, Carina-Elena, 2008, "The Role of Economic Information in Determining the Intensity and Efficiency of Work – Theoretical Approach to the Elaboration of Management Strategies," MPRA Paper, University Library of Munich, Germany, number 12945, Dec.
• Laib, Fodil & Radjef, MS, 2008, "Optimal Strategies for Automated Traders in a Producer-Consumer Futures Market," MPRA Paper, University Library of Munich, Germany, number 12965, May.
• Stegaroiu, Carina-Elena, 2008, "The Informatization of Economic Life Through Artificial Intelligence and the Shaping of Social-Economic Processes," MPRA Paper, University Library of Munich, Germany, number 13021, Dec.
• Collan, Mikael & Fullér, Robert & József, Mezei, 2008, "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper, University Library of Munich, Germany, number 13601, Oct.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Szajowski, Krzysztof, 2008, "On a random number of disorders," MPRA Paper, University Library of Munich, Germany, number 20256, Nov, revised 02 Jan 2010.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Bell, William Paul, 2008, "Adaptive interactive profit expectations using small world networks and runtime weighted model averaging," MPRA Paper, University Library of Munich, Germany, number 38027, Dec.
• Rumyantsev, Mikhail I., 2008, "Моделирование Деятельности Финансово-Кредитного Учреждения Средствами Системной Динамики
  [Modeling the activities of the financial-credit institution with means of system dynamics]," MPRA Paper, University Library of Munich, Germany, number 48583, Oct.
• Subochev, Andrey, 2008, "Dominant, weakly stable, uncovered sets: properties and extensions," MPRA Paper, University Library of Munich, Germany, number 53421.
• Li, Minqiang, 2008, "An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 6867, Jan.
• Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L., 2008, "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper, University Library of Munich, Germany, number 7341, Feb.
• Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008, "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper, University Library of Munich, Germany, number 7852, Mar, revised 20 Mar 2008.
• Olenev, Nicholas & Petrov, Alexander & Shatrov, Anatoly, 2008, "Технология Высокопроизводительных Вычислений В Исследовании Влияния Сектора Биотехнологий На Макропоказатели Развития Экономики Кировской Области
  [High Performance Computing in Research of Biotechnology Sector Impact on Macroindexes of Efficiency ," MPRA Paper, University Library of Munich, Germany, number 8015, Mar.
• Li, Jia, 2008, "The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis," MPRA Paper, University Library of Munich, Germany, number 8174, Mar.
• Khumalo, Bhekuzulu, 2008, "Knowledge Economics role in explaining growth and innovation," MPRA Paper, University Library of Munich, Germany, number 8799, May.
• Shenoy, Ajay, 2008, "The Devil's Calculus: Mathematical Models of Civil War," MPRA Paper, University Library of Munich, Germany, number 8895.
• Beard, Rodney, 2008, "A dynamic model of renewable resource harvesting with Bertrand competition," MPRA Paper, University Library of Munich, Germany, number 8916, May.
• Khumalo, Bhekuzulu, 2008, "Knowledge Economics: Improving Theoretical Framework of Knowledge Transfer," MPRA Paper, University Library of Munich, Germany, number 8942, Apr.
• Khumalo, Bhekuzulu, 2008, "Short and long Term behavior of Knowledge," MPRA Paper, University Library of Munich, Germany, number 8944, Dec.
• Khumalo, Bhekuzulu, 2008, "The Variable Time: crucial to understanding Knowledge Economics," MPRA Paper, University Library of Munich, Germany, number 9643, Jul.
• Staley, Mark, 2008, "Innovation, Diffusion and the Distribution of Income in a Malthusian Economy," MPRA Paper, University Library of Munich, Germany, number 9849, May.
• Josef Arlt & Milan Bašta, 2008, "Časové řady měsíční a roční míry inflace a jejich vlastnosti
  [Time series of monthly and yearly inflation rates and their properties]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 4, pages 536-556, DOI: 10.18267/j.polek.652.
• Carol Alexander & Aanand Venkatramanan, 2008, "Analytic Approximations for Multi-Asset Option Pricing," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-05, Mar, revised Jun 2009.
• Emmanuel Hanert & Aanand Venkatramanan, 2008, "Meshfree Approximation for Multi-Asset Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-07, Jul, revised Jun 2009.
• Drew Fudenberg & David Levine, 2008, "Corrigendum to "Continuous time limits of repeated games with imperfect public monitoring"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 1, pages 237-237, January, DOI: 10.1016/j.red.2007.06.001.
• Christian PONCET, 2008, "Un essai de modélisation du financement de projets innovants par le capital-risque à partir des options réelles," Working Papers, Réseau de Recherche sur l’Innovation. / Research Network on Innovation, number 4.
• Boris Brodsky, 2008, "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 52-63.
• Vladimir Kolemajev, 2008, "Optimal Balanced Growth of the Open Three-Sector Economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 15-42.
• Haven, Emmanuel, 2008, "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 41-58, March.
• Ersoz, Filiz & Bayrak, Leyla, 2008, "Comparing of Welfare indicators between Turkey and European Union Member States," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 92-98, June.
• Fernandez, Paula & Teixeira, Joao & Ferreira, Joao & Azevedo, Susana G., 2008, "Modelling Tourism Demand: A Comparative Study Between Artificial Neural Networks And The Box-Jenkins Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 30-50, Septembe2.
• Dorel Ailenei & Valentina Elena Tartiu, 2008, "A regional approach for optimization of the municipal waste management system using fuzzy sets," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 2, issue 2, pages 134-145, December.
• Sabina Khurram Jafri, 2008, "External Debt Sustainability Analysis for Pakistan: Outlook for the Medium Term," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 27, Oct.
• Dritan Osmani & Richard S.J. Tol, 2008, "Evolution in time of Farsightedly Stable Coalitions: An Application of FUND," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-162, May, revised May 2008.
• Paolo Foschi & Andrea Pascucci, 2008, "Path dependent volatility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 1, pages 13-32, May, DOI: 10.1007/s10203-007-0076-6.
• Benjamin Jourdain & Antonino Zanette, 2008, "A moments and strike matching binomial algorithm for pricing American Put options," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 31, issue 1, pages 33-49, May, DOI: 10.1007/s10203-007-0077-5.
• Andrea Pascucci, 2008, "Free boundary and optimal stopping problems for American Asian options," Finance and Stochastics, Springer, volume 12, issue 1, pages 21-41, January, DOI: 10.1007/s00780-007-0051-7.
• Ernst Eberlein & Antonis Papapantoleon & Albert Shiryaev, 2008, "On the duality principle in option pricing: semimartingale setting," Finance and Stochastics, Springer, volume 12, issue 2, pages 265-292, April, DOI: 10.1007/s00780-008-0061-0.
• Michele Fedrizzi & Matteo Brunelli, 2008, "On the priority vector associated with a fuzzy preference relation and a multiplicative preference relation," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy, number 0807, Sep, revised 04 Sep 2008.
• Fabio Tramontana & Laura Gardini & Gian Italo Bischi, 2008, "Bifurcation Curves in Discontinuous Maps," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0805, revised 2008.
• Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008, "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 0806, revised 2008.
• Jean-Michel Grandmont, 2008, "Nonlinear Difference Equations, Bifurcations and Chaos: An Introduction," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_23.
• Konrad Podczeck, 2008, "The Structure of Equilibrium in an Asset Market with Variable Supply," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0807, May.
• Marco Corazza & Stefania Funari & Federico Siviero, 2008, "An MCDA-based Approach for Creditworthiness Assessment," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 177, Nov.
• Andrea Ellero & Giovanni Fasano & Annamaria Sorato, 2008, "A Modified Galam's Model," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 180, Nov.
• Marta Cardin & Maddalena Manzi, 2008, "Multivariate dependence modeling using copulas," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 183, Nov.
• Andrea Collevecchio, 2008, "Limit Theorems for Reinforced Jump Processes on Regular Trees," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 184, Nov.
• Marco Corazza & Andrea Ellero & Alberto Zorzi, 2008, "What Sequences obey Benford's Law ?," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 185, Nov.
• Matzke, Christina & Challet, Damien, 2008, "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2008.
• Tesfaselassie, Mewael F., 2008, "Central bank learning and monetary policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1444.

2007

• Kim, C.S. & Lee, Donna J. & Schaible, Glenn D. & Vasavada, Utpal, 2007, "Multiregional Invasive Species Management: Theory and an Application to Florida's Exotic Plants," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 39, issue Special, pages 1-14, October, DOI: 10.22004/ag.econ.37141.
• Guillermina Jasso & Samuel Kotz, 2007, "A new continuous distribution and two new families of distributions based on the exponential," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 61, issue 3, pages 305-328, August, DOI: 10.1111/j.1467-9574.2007.00358.x.
• Sudhir A. Shah, 2007, "Duality mappings for the theory of risk aversion with vector outcomes," Working papers, Centre for Development Economics, Delhi School of Economics, number 160, Aug.
• Fadi KANSO, 2007, "Wages and Sanctions against Hierarchical Corruption," CAE Working Papers, Aix-Marseille Université, CERGAM, number 51.
• Drew Fudenberg & David K Levine, 2007, "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Levine's Working Paper Archive, David K. Levine, number 699152000000000028, Feb.
• Mongin, Philippe, 2007, "Une étude d'histoire militaire instruite par la Théorie des jeux et quelques amplifications Méthodologiques," HEC Research Papers Series, HEC Paris, number 866, Mar.
• Mora Garcés, Manuel & Sánchez Moreno, Ricardo & Toledano Redondo, Javier, 2007, "Resolución del método del simplex por máxima entropía," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 5, pages 101-110, Fall.
• Vít Pošta & Zbynìk Hackl, 2007, "Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 5-6, pages 235-254, August.
• Gaël Giraud, 2007, "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00155709, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187910, Nov.
• Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007, "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00204615, Dec.
• Pascal Gourdel & Hakim Hammami, 2007, "Applications of generalized Ky Fan's matching theorem in minimax and variational inequality," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00204627, Dec.
• Gaël Giraud, 2007, "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print, HAL, number halshs-00155709, Apr.
• Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007, "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Post-Print, HAL, number halshs-00204615, Dec.
• Philippe Mongin, 2007, "Une étude d'histoire militaire instruite par la théorie des jeux et quelques amplifications méthododologiques," Working Papers, HAL, number hal-00582657, Mar.
• Flåm, Sjur Didrik & Hirart-Urruty, J.-B. & Jourani, Abderrahim, 2007, "Feasibility in Finite Time," Working Papers in Economics, University of Bergen, Department of Economics, number 11/07, Jul.
• Herbertsson, Alexander & Rootzén, Holger, 2007, "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 269, Oct.
• Herbertsson, Alexander, 2007, "Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 270, Oct.
• Herbertsson, Alexander, 2007, "Modelling Default Contagion Using Multivariate Phase-Type Distributions," Working Papers in Economics, University of Gothenburg, Department of Economics, number 271, Oct.
• Herbertsson, Alexander, 2007, "Default Contagion in Large Homogeneous Portfolios," Working Papers in Economics, University of Gothenburg, Department of Economics, number 272, Oct.
• Levine, David & Fudenberg, Drew, 2007, "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Scholarly Articles, Harvard University Department of Economics, number 3196334.
• Jasso, Guillermina & Kotz, Samuel, 2007, "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers, IZA Network @ LISER, number 2598, Feb.
• Jasso, Guillermina, 2007, "Theoretical Unification in Justice and Beyond," IZA Discussion Papers, IZA Network @ LISER, number 2641, Feb.
• Jasso, Guillermina & Kotz, Samuel, 2007, "Two Types of Inequality: Inequality Between Persons and Inequality Between Subgroups," IZA Discussion Papers, IZA Network @ LISER, number 2749, Apr.
• Jasso, Guillermina, 2007, "The Terms and Relations of Comparison, Referential, and Relative Processes," IZA Discussion Papers, IZA Network @ LISER, number 2817, May.
• Jasso, Guillermina, 2007, "A New Unified Theory of Sociobehavioral Forces," IZA Discussion Papers, IZA Network @ LISER, number 3243, Dec.
• Makoto Hisanaga, 2007, "Comparative Advantage Structure of U.S. International Services," KIER Working Papers, Kyoto University, Institute of Economic Research, number 633, Jun.
• Gaël Giraud, 2007, "The Limit-price dynamics - uniqueness, computability and comparative dynamics in competitive markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07020, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07055, Nov.
• Hakim Hammami, 2007, "A generalized FKKM theorem and variational inequality," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07076, Dec.
• Jean-Marc Bonnisseau & Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2007, "Borsuk's antipodal and fixed-point theorems for correspondences without convex values," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07077, Dec.
• Pascal Gourdel & Hakim Hammami, 2007, "Applications of a generalized Ky Fan's matching theorem in minimax and variational inequality," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07078, Dec.
• Hanauske, Matthias & Bernius, Steffen & Dugall, Berndt, 2007, "Quantum Game Theory and Open Access Publishing," MPRA Paper, University Library of Munich, Germany, number 15986, Apr.
• Sveshnikov, Sergey & Bocharnikov, Victor, 2007, "Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno," MPRA Paper, University Library of Munich, Germany, number 17351, Sep.
• Bocharnikov, Victor & Sveshnikov, Sergey, 2007, "Algorithm of arithmetical operations with fuzzy numerical data," MPRA Paper, University Library of Munich, Germany, number 17353, Sep.
• Guran, Liliana, 2007, "Fixed points for singlevalued operators with respect to tau-distance," MPRA Paper, University Library of Munich, Germany, number 26927, revised 2007.
• Guran, Liliana, 2007, "Fixed points for singlevalued operators with respect to w-distance," MPRA Paper, University Library of Munich, Germany, number 26931, revised 2007.
• Filchenko, Dmytro / D., 2007, "A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics," MPRA Paper, University Library of Munich, Germany, number 30735.
• Filchenko, Dmytro / D., 2007, "An econometric approach to robust identification for models of inverse dynamic problem," MPRA Paper, University Library of Munich, Germany, number 30761, revised 2007.
• Alos, Elisa & Ewald, Christian-Oliver, 2007, "Malliavin differentiability of the Heston volatility and applications to option pricing," MPRA Paper, University Library of Munich, Germany, number 3237, May.
• Potgieter, Petrus H. & Rosinger, Elemér E., 2007, "Is Economics Entering its Post-Witchcraft Era?," MPRA Paper, University Library of Munich, Germany, number 3340, May.
• Andrea, Pascucci, 2007, "Free boundary and optimal stopping problems for American Asian options," MPRA Paper, University Library of Munich, Germany, number 4766, Sep.
• Rumyantsev, Mikhail I., 2007, "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
  [On the problem of the formalization of business processes of the banking]," MPRA Paper, University Library of Munich, Germany, number 48587, Dec.
• Magni, Carlo Alberto, 2007, "Rating and ranking firms with fuzzy expert systems: the case of Camuzzi," MPRA Paper, University Library of Munich, Germany, number 5646, Jun.
• Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob, 2007, "Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?," MPRA Paper, University Library of Munich, Germany, number 6106, Sep, revised 2007.
• Laib, Fodil & Laib, M.S., 2007, "Some mathematical properties of the futures market platform," MPRA Paper, University Library of Munich, Germany, number 6126, Dec.
• Burmistrova, Natalya & Il'ina, Nadezhda, 2007, "Роль И Значение Математического Моделирования В Подготовке Будущих Специалистов Для Сферы Экономики И Финансов
  [The role and importance of mathematical modeling in the training of future specialists for the Economy and Finance]," MPRA Paper, University Library of Munich, Germany, number 62925, Mar.
• Brace, Alan & Fabbri, Giorgio & Goldys, Benjamin, 2007, "An Hilbert space approach for a class of arbitrage free implied volatilities models," MPRA Paper, University Library of Munich, Germany, number 6321, Dec.
• Quaas, Georg, 2007, "Vom Regen in die Traufe – eine Analyse der neusten Version des „Saldenmechanischen Modells“ von Fritz Helmedag
  [Out of the frying pan and into the fire – An analysis of the latest version of the so-called Saldenmechanisches Modell developed and ut," MPRA Paper, University Library of Munich, Germany, number 65341, revised 2015.
• Palombizio, Ennio A., 2007, "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper, University Library of Munich, Germany, number 6901, Oct.
• Zhou, Qi-Yuan & Wu, Chong-Feng & Feng, Yun, 2007, "Decomposing and valuing callable convertible bonds: a new method based on exotic options," MPRA Paper, University Library of Munich, Germany, number 7421, Feb.
• Mynbaev, Kairat, 2007, "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper, University Library of Munich, Germany, number 8838, Sep, revised 23 May 2008.
• Пигнастый, Олег & Ходусов, Валерий & Михайленко, Виктор & Демуцкий, Виктор & Дидиченко, Николай & Дубровин, Анатолий, 2007, "Теоретические Основы Построения Целевой Функции Производственной Системы
  [The theoretical basis for constructing the objective function of the production system]," MPRA Paper, University Library of Munich, Germany, number 98080, Aug, revised 05 Aug 2007.
• Pihnastyi, Oleh, 2007, "Distinctive numbers of production systems functioning description," MPRA Paper, University Library of Munich, Germany, number 98200, Mar, revised 04 Mar 2007.
• Jan Čadil, 2007, "Growth Accounting, Total Factor Productivity and Approximation Problem," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 347-357, DOI: 10.18267/j.pep.313.
• Elvio Accinelli & Edgar J. Sanchez Carrera, 2007, "Unicidad del equilibrio de Nash-Cournot bajo correspondencias contractivas de mejor respuesta," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 1, pages 43-57, Julio-Dic.
• Carol Alexander & Aanand Venkatramanan, 2007, "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-11, Aug.
• Carol Alexander & Aanand Venkatramanan, 2007, "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-06, Aug, revised Jun 2009.
• Drew Fudenberg & David Levine, 2007, "Continuous Time Limits of Repeated Games with Imperfect Public Monitoring," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 2, pages 173-192, April, DOI: 10.1016/j.red.2007.02.002.
• Karolina Ketova, 2007, "A Mathematical Economic Model of the Manpower Resource Potential and Cost Characteristics of Demographic Losses," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 80-94.
• Gerard Antille & Anna Weinberg Allen, 2007, "D-optimal Design for Polynomial Regression: Choice of Degree and Robustness," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 55-66.
• Olga Stikhova, 2007, "Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Invest," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 18-26.
• Oleg Kritski & Marina Ulyanova, 2007, "Assessment of Multivariate Financial Risks of a Stock Share Portfolio," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 3-17.
• Helen Lisok & Oleg Kritskiy, 2007, "An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 6, issue 2, pages 3-12.
• Stefanescu, Stefan, 2007, "Applying Nelder Mead’s Optimization Algorithm for Multiple Global Minima," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 97-103, December.
• Georgeta CUCULEANU, 2007, "Lagrange’s Approach Regarding the Diffusion of the Effluents in the Atmosphere (part II)," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 1, pages 32-35, July.
• Octavia GIVESCU, 2007, "The Oreste’s Method in the Multicriteria’s Decision Process for the Management of Tourism Field," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 1, pages 37-51, July.
• Dritan Osmani & Richard S.J. Tol, 2007, "Toward Farsightedly Stable International Environmental Agreements, Part two," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-149, Oct, revised Oct 2007.
• Dritan Osmani & Richard S.J. Tol, 2007, "A short note on joint welfare maximization assumptions," Working Papers, Research unit Sustainability and Global Change, Hamburg University, number FNU-150, Oct, revised Oct 2007.
• Hartmut Lenz & Han Dorussen & Hugh Ward, 2007, "Public commitment strategies in intergovernmental negotiations on the EU Constitutional Treaty," The Review of International Organizations, Springer, volume 2, issue 2, pages 131-152, June, DOI: 10.1007/s11558-007-9017-y.
• , & ,, 2007, "A non-differentiable approach to revenue equivalence," Theoretical Economics, Econometric Society, volume 2, issue 4, December.
• Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007, "Multivariate stochastic volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-488, May.
• K. Vela Velupillai, 2007, "Variations on the Theme of Conning in Mathematical Economics," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0703.
• Josep M. Colomer, 2007, "What other sciences look like," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1017, Mar.
• Marco Arnone, 2007, "Macroeconomia e Autorganizzazione: un nuovo contributo. Nota di discussione a: MASANAO AOKI - HIROSHI YOKISHAWA, Reconstructing Macroeconomics – A Perspective from Statistical Mechanics and Combinatorial Stochastic Processes," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 4, pages 563-578.
• Marta Cardin & Maddalena Manzi, 2007, "Aggregation functions: an approach using copulae," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 159, Nov.
• John Bryant, 2007, "A Thermodynamic Theory of Economics," Working Papers, Economic Consultancy, Vocat International, number tefprv2007, Apr.

2006

• José Ferreira Marinho Junior & Mauro Antonio Rincon, 2006, "Application of Compound Options in the Evaluation of American Puts," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 2, pages 169-179.
• Sudhir A. Shah, 2006, "Comparative risk aversion when the outcomes are vectors," Working papers, Centre for Development Economics, Delhi School of Economics, number 149, Sep.
• Manabu Asai & Michael McAleer & Jun Yu, 2006, "Multivariate Stochastic Volatility," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22058, Jan.
• Pascal Gourdel, 2006, "Une note sur un théorème de point-fixe," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118919, Feb.
• Konstantopoulos, Spyros, 2006, "Fixed and Mixed Effects Models in Meta-Analysis," IZA Discussion Papers, IZA Network @ LISER, number 2198, Jul.
• Pascal Gourdel, 2006, "Une note sur un théorème de point-fixe," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06059, Feb.
• Souhail Chebbi & Pascal Gourdel & Hakim Hammami, 2006, "A Generalization of Fan's Matching Theorem," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06060a, May, revised Jan 2008, DOI: 10.1007/s11784-010-0022-z.
• Alain Chateauneuf & Jean-Philippe Lefort, 2006, "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06086, Dec, DOI: 10.1016/j.ijar.2007.02.007.
• K. Vela Velupillai, 2006, "Variations on the Theme of Conning in Mathematical Economics," Working Papers, National University of Ireland Galway, Department of Economics, number 112, revised 2006.
• Parvez, Mahbub, 2006, "Time Value Of Money: Application And Rationality- An Approach Using Differential Equations And Definite Integrals," MPRA Paper, University Library of Munich, Germany, number 10794, Dec.
• Verbic, Miroslav, 2006, "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper, University Library of Munich, Germany, number 1261, Aug.
• Vargas Barrenechea, Martin, 2006, "Tasa de Mortalidad Materna en Bolivia: Escenarios de Proyección y Requerimientos Financieros
  [Maternal Mortality rate in Bolivia: Projection Scenarios and Financial Requirements (in Spanish)]," MPRA Paper, University Library of Munich, Germany, number 1469, Dec.