Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C02: Mathematical Economics
2009
- 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.
- Bigeco & 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.
- 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.
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