Research classified by Journal of Economic Literature (JEL) codes

2021

• Anatoly B. Schmidt, 2021, "Dynamics of Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Price Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Agent-Based Modeling of Financial Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Mean–Variance Portfolio Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Portfolio Optimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Risk-Based Asset Allocation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Factor Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Technical Analysis-Based Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Arbitrage Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "News and Sentiment-Based Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Back-Testing of Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Execution Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Modern Equity Investing Strategies".
• Anatoly B. Schmidt, 2021, "Appendices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Modern Equity Investing Strategies".
• Bubalo, Branko, 2021, "Airport Capacity and Performance in Europe - A study of transport economics, service quality and sustainability," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 229442, DOI: 10.25592/uhhfdm.8630.
• Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021, "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-015.
• Christian Ewerhart, 2021, "A typology of military conflict based on the Hirshleifer contest," ECON - Working Papers, Department of Economics - University of Zurich, number 400, Dec.

2020

• Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020, "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-02, Mar.
• Carmen Nadia Ciocoiu & Adina Liliana Prioteasa & Sofia Elena Colesca, 2020, "Risk Management Implementation for Sustainable Development of Romanian SMEs: A Fuzzy Approach ...........," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 22, issue 55, pages 726-726, August.
• Sultan RAMAZANOV & Mariana PETROVA, 2020, "Development, management and forecasting in a green innovative economy, based on the integral dynamics model in the conditions of "INDUSTRY - 4.0"," Access Journal, Access Press Publishing House, volume 1, issue 1, pages 9-30, May, DOI: 10.46656/access.2020.1.1(1).
• Sultan RAMAZANOV & Ludmila STEMPLEWSKA, 2020, "Decision-making in conditions of dilemma: risks and mixed information uncertainty," Access Journal, Access Press Publishing House, volume 1, issue 2, pages 112-121, September, DOI: 10.46656/access.2020.1.2(3).
• A.F. Shorikov & A.S. Filippova & V.A. Tyulyukin, 2020, "Optimal Adaptive Control of Employees Number and Sales System of the Bank," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 19, issue 3, pages 348-369, DOI: http://dx.doi.org/10.15826/vestnik..
• Zsolt Tibor Kosztyán & Vivien Valéria Csányi & András Telcs, 2020, "Scores and Clusters of Hungarian Universities," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 2, pages 229-249, June, DOI: 10.1556/032.2020.00012.
• Zahra Cheraitia & Hanya Kherchi Medjden, 2020, "Application of Convex Optimization Results of DE FINETTI's Problem for Proportional Reinsurance (A Case Study of CAARAMA Insurance Company in Algiers)," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 2, issue 4, pages 86-100, September, DOI: 10.48100/merj.v2i4.127.
• Sharofiddin Ashurov & Anwar Hasan Abdullah Othman & Romzie Bin Rosman & Razali Bin Haron, 2020, "The determinants of foreign direct investment in Central Asian region: A case study of Tajikistan, Kazakhstan, Kyrgyzstan, Turkmenistan and Uzbekistan (A quantitative analysis using GMM)," Russian Journal of Economics, ARPHA Platform, volume 6, issue 2, pages 162-176, June, DOI: 10.32609/j.ruje.6.48556.
• Srihari Govindan & Rida Laraki & Lucas Pahl, 2020, "On Sustainable Equilibria," Papers, arXiv.org, number 2005.14094, May, revised Aug 2021.
• M. Ali Khan & Metin Uyanik, 2020, "The Yannelis-Prabhakar Theorem on Upper Semi-Continuous Selections in Paracompact Spaces: Extensions and Applications," Papers, arXiv.org, number 2006.16681, Jun.
• Victor Olkhov, 2020, "Volatility Depends on Market Trades and Macro Theory," Papers, arXiv.org, number 2008.07907, Aug, revised Jun 2024.
• Lesia Tkachyk & Mariya Rubakha & Nataliia Ilkiv, 2020, "Optimization of Corporate Profit Taxation in the Context of Stimulating Their Investment Activity: The Case of Ukraine," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 28-51.
• Christopher Demone & Olivia Di Matteo & Barbara Collignon, 2020, "Classical Decomposition of Markowitz Portfolio Selection," Staff Working Papers, Bank of Canada, number 20-21, Jun, DOI: 10.34989/swp-2020-21.
• Sara Cecchetti, 2020, "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1271, Mar.
• Drobne Samo & Garre Alberto & Hontoria Eloy & Konjar Miha, 2020, "Comparison of Two Network-Theory-Based Methods for detecting Functional Regions," Business Systems Research, Sciendo, volume 11, issue 2, pages 21-35, October, DOI: 10.2478/bsrj-2020-0013.
• BRAILA Alexandru & TOACA Zinovia, 2020, "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 8-18, November.
• Park Jaeok, 2020, "Decision Making and Games with Vector Outcomes," The B.E. Journal of Theoretical Economics, De Gruyter, volume 20, issue 1, pages 1-14, January, DOI: 10.1515/bejte-2018-0170.
• Gabriela-Mariana IONESCU, 2020, "Multiplying And Dividing In The Fiscal Process. An Algebraic Approach," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 3, pages 141-148.
• Marco Paulo Vianna Franco & Leonardo Costa Ribeiro & Eduardo da Motta e Albuquerque, 2020, "Jean-Baptiste Fourier at the Moscow Conjuncture Institute: Harmonic Analysis of Business Cycles," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 621, Apr.
• Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020, "Risk Matters: Breaking Certainty Equivalence," CESifo Working Paper Series, CESifo, number 8250.
• Christopher Avery & William Bossert & Adam Thomas Clark & Glenn Ellison & Sara Ellison, 2020, "Policy Implications of Models of the Spread of Coronavirus: Perspectives and Opportunities for Economists," CESifo Working Paper Series, CESifo, number 8293.
• María Florencia Arnaudo & Fernando Pablo Lago & Jos� Alberto Bandoni, 2020, "Toma de decisiones en el sistema de salud: aportes interdisciplinarios desde la Economía de la Salud y la Ingeniería de Sistemas de Procesos," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 18310, Jan, DOI: 10.15446/ede.v30n56.78681.
• Yariv, Leeat & Baccara, Mariagiovanna & Lee, SangMok, 2020, "Task Allocation and On-the-job Training," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15356, Oct.
• Hu, Ming & Momot, Ruslan & Wang, Jianfu, 2020, "Privacy Management in Service Systems," HEC Research Papers Series, HEC Paris, number 1379, Jul, DOI: 10.2139/ssrn.3628751.
• Lei, Yanzhe (Murray) & Miao, Sentao & Momot, Ruslan, 2020, "Privacy-Preserving Personalized Revenue Management," HEC Research Papers Series, HEC Paris, number 1391, Oct, DOI: 10.2139/ssrn.3704446.
• Rosa Ferrentino & Luca Vota, 2020, "A Mathematical Model for the Study of the Effects of the Economic Cycle on the Real GDP Growth Rate through the Expectations-Adjusted Phillips Curve," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 222-234.
• Oksana A. Kravchenko, 2020, "Principles of Strategy Formation and Tools for the Analysis and Forecasting of Work of Organizations Engaged in Energy Sales Activities," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 208-214.
• Fezzeh Abanavaz & Morteza Khakzar Bafruei, 2020, "Investigating the Return of Goods in Supply Chain," International Review of Management and Marketing, Econjournals, volume 10, issue 4, pages 170-176.
• Bárcena-Martín, Elena & Pérez-Moreno, Salvador & Rodríguez-Díaz, Beatriz, 2020, "Rethinking multidimensional poverty through a multi-criteria analysis," Economic Modelling, Elsevier, volume 91, issue C, pages 313-325, DOI: 10.1016/j.econmod.2020.06.007.
• Charlin, Ventura & Cifuentes, Arturo, 2020, "An options-based approach to analyze auction guarantees in the art market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101094.
• Khieu, Hoang & Van Nguyen, Tien, 2020, "Progressive consumption tax, minimum consumption, and inequality," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109653.
• David, S.A. & Inácio, C.M.C. & Quintino, D.D. & Machado, J.A.T., 2020, "Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104614.
• Arcos-Vargas, A. & Nuñez, F. & Román-Collado, R., 2020, "Short-term effects of PV integration on global welfare and CO2 emissions. An application to the Iberian electricity market," Energy, Elsevier, volume 200, issue C, DOI: 10.1016/j.energy.2020.117504.
• Jahmane, Abderrahmane & Gaies, Brahim, 2020, "Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2020.101483.
• Rudkin, Wanling, 2020, "Mispricing, returns and the quest for parsimony," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101368.
• Furman, Edward & Hackmann, Daniel & Kuznetsov, Alexey, 2020, "On log-normal convolutions: An analytical–numerical method with applications to economic capital determination," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 120-134, DOI: 10.1016/j.insmatheco.2019.10.003.
• Chi, Yichun & Zhuang, Sheng Chao, 2020, "Optimal insurance with belief heterogeneity and incentive compatibility," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 104-114, DOI: 10.1016/j.insmatheco.2020.03.006.
• Počuča, Nikola & Jevtić, Petar & McNicholas, Paul D. & Miljkovic, Tatjana, 2020, "Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 79-93, DOI: 10.1016/j.insmatheco.2020.06.004.
• Pinquet, Jean, 2020, "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 159-165, DOI: 10.1016/j.insmatheco.2020.10.001.
• Abdellaoui, Mohammed & Wakker, Peter P., 2020, "Savage for dummies and experts," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2020.104991.
• Bharathkumar, Sai Ranjani & Gupta, Santanu, 2020, "Simplex representation of insurance performance analysis," Journal of Policy Modeling, Elsevier, volume 42, issue 2, pages 419-436, DOI: 10.1016/j.jpolmod.2019.06.010.
• Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101645.
• Ha-Huy, Thai & Tran, Nhat Thien, 2020, "A simple characterisation for sustained growth," Journal of Mathematical Economics, Elsevier, volume 91, issue C, pages 141-147, DOI: 10.1016/j.jmateco.2020.10.001.
• Dam, My & Ha-Huy, Thai & Le Van, Cuong & Nguyen, Thi Tuyet Mai, 2020, "Economic dynamics with renewable resources and pollution," Mathematical Social Sciences, Elsevier, volume 108, issue C, pages 14-26, DOI: 10.1016/j.mathsocsci.2020.08.002.
• Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F., 2020, "Valuation of caps and swaptions under a stochastic string model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 559, issue C, DOI: 10.1016/j.physa.2020.125103.
• Aydilek, Harun & Aydilek, Asiye, 2020, "Do we really need heterogeneous agent models?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 147-153, DOI: 10.1016/j.qref.2020.01.014.
• Nguyen, Tien Van & Khieu, Hoang, 2020, "Does a global wealth tax reduce inequality? When Piketty meets Mankiw," Research in Economics, Elsevier, volume 74, issue 2, pages 119-130, DOI: 10.1016/j.rie.2020.02.004.
• Ilker Topcu, Y. & Ulengin, Fusun & Kabak, Özgür & Ekici, Sule Onsel & Unver, Berna, 2020, "A decision support methodology for increasing the efficiency of the largest border crossing between Europe and Turkey," Research in Transportation Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.retrec.2020.100825.
• Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020, "A quantization approach to the counterparty credit exposure estimation," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 335-356, DOI: 10.1016/j.iref.2020.08.005.
• Bhuyan, Biswabhusan & Sahoo, Bimal Kishore & Suar, Damodar, 2020, "Nutritional status, poverty, and relative deprivation among socio-economic and gender groups in India: Is the growth inclusive?," World Development Perspectives, Elsevier, volume 18, issue C, DOI: 10.1016/j.wdp.2020.100180.
• Phelan, C. E. & Marazzina, D. & Germano, G., 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103780, Jun.
• Gandy, Axel & Veraart, Luitgard A. M., 2021, "Compound poisson models for weighted networks with applications in finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104185, Jan.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Varun Mahajan, 2020, "Is productivity of Indian pharmaceutical industry affected with the introduction of product patent act?," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 13, issue 1, pages 227-258, February, DOI: 10.1108/IGDR-11-2018-0116.
• Hakan Saribas & İbrahim Güran Yumuşak, 2020, "The just economic system: a model and its simulations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 2, pages 317-338, November, DOI: 10.1108/IMEFM-04-2019-0143.
• José Francisco Martínez-Sánchez & Salvador Cruz-García & Francisco Venegas-Martínez, 2020, "Money laundering control in Mexico," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 23, issue 2, pages 427-439, March, DOI: 10.1108/JMLC-10-2019-0083.
• Mariarosaria Coppola & Maria Russolillo & Rosaria Simone, 2020, "On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 217-231, July, DOI: 10.1108/JRF-01-2020-0012.
• Malgorzata K. Guzowska & Barbara Kryk, 2020, "Implementation of the Social Goals of the Europe 2020 Strategy by EU Member States," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1213-1229.
• Natalya Gennadievna Dzhurka & Olga Valeryevna Dyomina, 2020, "Evaluating Impacts of the New Industry on the Regional Economy: Petrochemistry in the Far East," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 51-65, DOI: https://dx.doi.org/10.14530/se.2020.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-15, Aug, DOI: 10.29338/wp2020-15.
• Emil Heesche & Mette Asmild, 2020, "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/03, Mar.
• Emil Heesche & Mette Asmild, 2020, "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/13, Nov.
• Mikhail Freer & Cesar Martinelli, 2020, "An Algebraic Approach to Revealed Preference," Working Papers, George Mason University, Interdisciplinary Center for Economic Science, number 1078, May.
• Sarra BEN SLIMANE & Damien BAZIN & Jérôme BALLET, 2020, "Responsabilité des travailleurs vis-à-vis de l’environnement et taxation optimale," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2020-17.
• My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020, "Economic dynamics with renewable resources and pollution," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04131071, Nov, DOI: 10.1016/j.mathsocsci.2020.08.002.
• Jules Sadefo-Kamdem & Zoulkiflou Moumouni, 2020, "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Post-Print, HAL, number hal-02920323, May, DOI: 10.1007/s40953-020-00206-y.
• Srihari Govindan & Rida Laraki & Lucas Pahl, 2020, "On Sustainable Equilibria," Post-Print, HAL, number hal-03084834, Jul.
• Srihari Govindan & Rida Laraki & Lucas Pahl, 2020, "On Sustainable Equilibria," Post-Print, HAL, number hal-03767987, Jul, DOI: 10.1145/3391403.3399514.
• My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020, "Economic dynamics with renewable resources and pollution," Post-Print, HAL, number hal-04131071, Nov, DOI: 10.1016/j.mathsocsci.2020.08.002.
• Marwa Talbi & Christian de Peretti & Lotfi Belkacem, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print, HAL, number hal-04875503, Jun, DOI: 10.1016/j.resourpol.2020.101645.
• Rihem Braham & Christian de Peretti & Lotfi Belkacem, 2020, "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Post-Print, HAL, number hal-04875511, Jun, DOI: 10.1016/j.ribaf.2020.101184.
• My Dam & Thai Ha-Huy & Cuong Le Van & Thi Tuyet Mai Nguyen, 2020, "Economic dynamics with renewable resources and pollution," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-04131071, Nov, DOI: 10.1016/j.mathsocsci.2020.08.002.
• Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2020, "Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches," Working Papers, HAL, number hal-01664146, Jul.
• Djaffar Lessy & Nahla Dhib & Francine Diener & Marc Diener, 2020, "May microcredit lead to inclusion?," Working Papers, HAL, number hal-02914031, Aug.
• Dagsvik, John K., 2020, "Equilibria in Logit Models of Social Interaction and Quantal Response Equilibrium," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2020:5, Oct, revised 09 Mar 2023.
• de Oliveira Souza, Thiago, 2020, "Externalities, incentives, government failure, and the Coronavirus outbreak," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 12/2020, Nov.
• Amjadi, Golnaz, 2020, "Essays on Energy Efficiency, Environmental Regulation and Labor Demand in Swedish Industry," Umeå Economic Studies, Umeå University, Department of Economics, number 982, Oct.
• Marco Avellaneda, 2020, "Hierarchical PCA and Applications to Portfolio Management," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 1-16, Enero - M.
• Nora Gavira-Durón & Dolores Guadalupe Martínez Peña & Irma Cristina Espitia Moreno, 2020, "Determinantes financieras de la Sustentabilidad Corporativa de Empresas que cotizan en el IPC Sustentable de la BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 2, pages 277-293, Abril - J.
• Ortiz-Aguilar, héctor E. & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2020, "Modelos de saltos vs modelos de choques para la valuación de opciones en ambientes de alta volatilidad," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 15, issue 52, pages 9-45, Primer se.
• Sabuj Kumar Mandal & Anup Kumar Bhandari, 2020, "Does Win-Win Opportunity Always Result in Pollution Abatement? An Application of Directional Distance Function to Indian Cement Industry," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 4, pages 161-174, October-D.
• J. Lars Kirkby & Duy Nguyen, 2020, "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models," Annals of Finance, Springer, volume 16, issue 3, pages 307-351, September, DOI: 10.1007/s10436-020-00366-0.
• Riccardo De Blasis, 2020, "The price leadership share: a new measure of price discovery in financial markets," Annals of Finance, Springer, volume 16, issue 3, pages 381-405, September, DOI: 10.1007/s10436-020-00371-3.
• Yi-Ting Chen & Edward W. Sun & Yi-Bing Lin, 2020, "Machine learning with parallel neural networks for analyzing and forecasting electricity demand," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 2, pages 569-597, August, DOI: 10.1007/s10614-019-09960-5.
• Jules Clement Mba & Sutene Mwambi, 2020, "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 199-214, June, DOI: 10.1007/s11408-020-00346-4.
• Yue Lin & Jinfeng Wang & Chengdong Xu, 2020, "Theoretical and empirical comparative evaluations on measures of map association," Journal of Geographical Systems, Springer, volume 22, issue 3, pages 361-390, July, DOI: 10.1007/s10109-020-00324-4.
• Harold M. Hastings & Tai Young-Taft & Chih-Jui Tsen, 2020, "Ecology, Economics, and Network Dynamics," Economics Working Paper Archive, Levy Economics Institute, number wp_971, Sep.
• Robert S. Pindyck, 2020, "COVID-19 and the Welfare Effects of Reducing Contagion," NBER Working Papers, National Bureau of Economic Research, Inc, number 27121, May.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27335, Jun.
• Andrew Atkeson & Karen Kopecky & Tao Zha, 2020, "Four Stylized Facts about COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27719, Aug.
• Esther Rolf & Jonathan Proctor & Tamma Carleton & Ian Bolliger & Vaishaal Shankar & Miyabi Ishihara & Benjamin Recht & Solomon Hsiang, 2020, "A Generalizable and Accessible Approach to Machine Learning with Global Satellite Imagery," NBER Working Papers, National Bureau of Economic Research, Inc, number 28045, Nov.
• CIALFI Daniela & COLANTONIO Emiliano, 2020, "Knowledge Complexity Reaction-Diffusion Equations With Application To Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 23-31, July.
• Benites Gutiérrez, Luis Alberto & Ruff Escobar, Claudio & Ruiz Toledo, Marcelo & Matheu Pérez, Alexis & Inca Alayo, Martín & Juica Martínez, Paola, 2020, "Análisis de los factores de competitividad para la productividad sostenible de las PYMES en Trujillo (Perú) || Analysis of competitiveness factors for the sustainable productivity of SMEs in Trujillo (Peru)," 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 29, issue 1, pages 208-236, June.
• Blanco-Mesa, Fabio & León-Castro, Ernesto & Acosta-Sandoval, Alejandra, 2020, "Toma de Decisiones Estratégicas en Entornos Inciertos || Strategic Decision-Making in Uncertain Environments," 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 30, issue 1, pages 79-96, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Michael Thaden & Carsten S. Wehn, 2020, "Model validation and model risk: reaching the end of the line?," Journal of Banking Regulation, Palgrave Macmillan, volume 21, issue 4, pages 382-394, December, DOI: 10.1057/s41261-019-00121-0.
• Harin, Alexander, 2020, "Introduction to sub-interval analysis. Estimations for the centers of gravity," MPRA Paper, University Library of Munich, Germany, number 100496, May.
• Moreno Trujillo, John Freddy, 2020, "Dinámica de portafolios y control óptimo estocástico
  [Portfolio dynamics and stochastic optimal control]," MPRA Paper, University Library of Munich, Germany, number 101326, May.
• Combey, Adama, 2020, "Evaluation De L’Ecart De Tva Au Togo
  [Evaluation Of The Vat Gap In Togo]," MPRA Paper, University Library of Munich, Germany, number 101478, Jun.
• Pihnastyi, Oleh & Khodusov, Valery, 2020, "Neural model of conveyor type transport system," MPRA Paper, University Library of Munich, Germany, number 101527, May, revised 01 May 2020.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2020, "Data mining for the study of the Epidemic (SARS-CoV-2) COVID-19: Algorithm for the identification of patients speaking the native language in the Totonacapan area – Mexico," MPRA Paper, University Library of Munich, Germany, number 102039, Jul.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020, "Modeling Portfolio Loss by Interval Distributions," MPRA Paper, University Library of Munich, Germany, number 102219, Jul.
• Medel-Ramírez, Carlos & Medel-López, Hilario, 2020, "Impact of (SARS-CoV-2) COVID 19 on the five main indigenous language-speaking areas in Veracruz Mexico: The case of the Popoluca from the Soteapan Area," MPRA Paper, University Library of Munich, Germany, number 102379, Aug.
• Olkhov, Victor, 2020, "Volatility Depend on Market Trades and Macro Theory," MPRA Paper, University Library of Munich, Germany, number 102434, Aug.
• Vartanov, Sergey & Bogatova, Irina & Denisova, Irina & Kucheryanu, Valerian & Tourdyeva, Natalia & Chubarova, Tatyana & Shakleina, Marina & Polterovich, Victor, 2020, "Экономическая Эффективность Доклинической Диагностики Болезни Паркинсона: Марковская Модель
  [Cost-effectiveness of preclinical Parkinsonism diagnosis: a Markov model]," MPRA Paper, University Library of Munich, Germany, number 103096, Sep.
• Van, Germinal G., 2020, "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper, University Library of Munich, Germany, number 103153, Sep.
• Saccal, Alessandro, 2020, "A note on minimality in Dynare," MPRA Paper, University Library of Munich, Germany, number 103656, Oct.
• Saccal, Alessandro, 2020, "A note on gensys’ minimality," MPRA Paper, University Library of Munich, Germany, number 103818, Oct.
• Pihnastyi, Oleh & Khodusov, Valery & Subbotin, Sergey, 2020, "Linear Regression Model of the Conveyor Type Transport System," MPRA Paper, University Library of Munich, Germany, number 103881, Sep, revised 26 Sep 2020.
• Pihnastyi, Oleh & Yemelianova, Daria & Lysytsia, Dmytro, 2020, "Using PDE-model and system dynamics model for describing multi-operation production lines," MPRA Paper, University Library of Munich, Germany, number 103975, Aug, revised 31 Aug 2020.
• Harin, Alexander, 2020, "Macroscopic analogs of quantum-mechanical phenomena and auto-transformations of functions," MPRA Paper, University Library of Munich, Germany, number 104188, Nov.
• Drago, Carlo, 2020, "The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach," MPRA Paper, University Library of Munich, Germany, number 104462, Dec.
• Pihnastyi, Oleh & Khodusov, Valery, 2020, "The stabilization problem the flow parameters of the production line," MPRA Paper, University Library of Munich, Germany, number 104528, Sep, revised 14 Sep 2020.
• Pihnastyi, Oleh & Khodusov, Valery, 2020, "Development of the controlling speed algorithm of the conveyor belt based on TOU-tariffs," MPRA Paper, University Library of Munich, Germany, number 104681, Nov, revised 12 Nov 2020.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Pihnastyi, Oleh & Kozhevnikov, Georgii, 2020, "Control of a Conveyor Based on a Neural Network," MPRA Paper, University Library of Munich, Germany, number 111950, Oct, revised 09 Oct 2021.
• Keshri, Abhinav & Sharma, Charu, 2020, "Exploratory Analysis of Functional Principal Components to Observe the Absorption of Election Sentiments in the Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 122325, Jul.
• Dickens, Rob, 2020, "Modelling commerce in terms of chemical reactions," MPRA Paper, University Library of Munich, Germany, number 98087, Jan.
• Centeno, Alex, 2020, "A Note on the Application of Schubert Calculus in Heterogeneous Economies With Pure Exchange," MPRA Paper, University Library of Munich, Germany, number 98944, Jan.
• Harin, Alexander, 2020, "Behavioral sciences and auto-transformations of functions," MPRA Paper, University Library of Munich, Germany, number 99286, Mar.
• Grilli, Luca & Santoro, Domenico, 2020, "Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach," MPRA Paper, University Library of Munich, Germany, number 99591, Apr.
• Krouglov, Alexei, 2020, "Mathematical model of the supply shock crisis (COVID – 19)," MPRA Paper, University Library of Munich, Germany, number 99912, Apr.
• Elżbieta Pliś, 2020, "Diversity and Innovation in Economic Evolution," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 347-367, December.
• Backhoff-Veraguas, Julio & Beissner, Patrick & Horst, Ulrich, 2020, "Robust Contracting in General Contract Spaces," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 242, May.
• Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020, "The Resilience of the Socially Responsible Investment Networks," CEIS Research Paper, Tor Vergata University, CEIS, number 495, Jun, revised 17 Jun 2020.
• Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020, "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper, Tor Vergata University, CEIS, number 498, Jun, revised 04 Aug 2020.
• Tatiana Dosescu & Victor Raischi & Adi Nicoleta Craciun, 2020, "A Simulation of a Homogeneous Markov Chain in Discrete - Time Whose Transition Matrix Changes Randomly," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 9, issue 1, pages 35-43, April.
• Nicoleta Aurora Stancescu, 2020, "The Notion Of Semantics And Lexicology," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 9, issue 1, pages 44-49, April.
• Tatiana-Corina Dosescu & Tiberiu Dosescu, 2020, "An Algorithm for Calculating Smarandache's Function and Which Using Legendre's Formula," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, volume 9, issue 2, pages 1-10, August.
• Anca Tamas, 2020, "Cognitive Reflection Test - Next Generation," International Journal of Teaching and Education, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 84-96, April.
• Frank Lad & Giuseppe Sanfilippo, 2020, "Predictive distributions that mimic frequencies over a restricted subdomain," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 17-41, June, DOI: 10.1007/s10203-020-00281-z.
• Marwan Aloqeili, 2020, "The characterization of demand and excess demand functions, revisited," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 691-707, December, DOI: 10.1007/s10203-020-00303-w.
• Markus Hess, 2020, "Pricing electricity forwards under future information on the stochastic mean-reversion level," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 751-767, December, DOI: 10.1007/s10203-020-00307-6.
• Roger Cooke & Alexander Golub, 2020, "Market-based methods for monetizing uncertainty reduction," Environment Systems and Decisions, Springer, volume 40, issue 1, pages 3-13, March, DOI: 10.1007/s10669-019-09748-w.
• Gianni Bosi & Magalì Zuanon, 2020, "Topologies for the continuous representability of every nontotal weakly continuous preorder," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 2, pages 369-378, October, DOI: 10.1007/s40505-020-00189-2.
• Bahadir Fatih Yildirim & Burcu Adiguzel Mercangoz, 2020, "Evaluating the logistics performance of OECD countries by using fuzzy AHP and ARAS-G," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 27-45, March, DOI: 10.1007/s40822-019-00131-3.
• Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020, "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, volume 24, issue 2, pages 465-511, April, DOI: 10.1007/s00780-020-00416-5.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020, "The value of informational arbitrage," Finance and Stochastics, Springer, volume 24, issue 2, pages 277-307, April, DOI: 10.1007/s00780-020-00418-3.
• Ben Hambly & Nikolaos Kolliopoulos, 2020, "Fast mean-reversion asymptotics for large portfolios of stochastic volatility models," Finance and Stochastics, Springer, volume 24, issue 3, pages 757-794, July, DOI: 10.1007/s00780-020-00422-7.
• Matti Kiiski, 2020, "The Riesz representation theorem and weak∗ compactness of semimartingales," Finance and Stochastics, Springer, volume 24, issue 4, pages 827-870, October, DOI: 10.1007/s00780-020-00432-5.
• Levon Avanesyan & Mykhaylo Shkolnikov & Ronnie Sircar, 2020, "Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem," Finance and Stochastics, Springer, volume 24, issue 4, pages 981-1011, October, DOI: 10.1007/s00780-020-00436-1.
• Christian Lohmann & Nils Crasselt, 2020, "Accounting for provisions: an economic analysis of intertemporal cost allocations and their incentive properties," Journal of Business Economics, Springer, volume 90, issue 5, pages 825-844, June, DOI: 10.1007/s11573-020-00981-3.
• Asiye Aydilek & Harun Aydilek, 2020, "An optimization model of retiree decisions under recursive utility with housing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 258-277, April, DOI: 10.1007/s12197-019-09485-5.
• Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2020, "A path integral approach to business cycle models with large number of agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 4, pages 899-942, October, DOI: 10.1007/s11403-019-00280-3.
• Łukasz Balbus, 2020, "On recursive utilities with non-affine aggregator and conditional certainty equivalent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 551-577, September, DOI: 10.1007/s00199-019-01221-8.
• Liliana Garrido-da-Silva & Sofia B. S. D. Castro, 2020, "Cyclic dominance in a two-person rock–scissors–paper game," International Journal of Game Theory, Springer;Game Theory Society, volume 49, issue 3, pages 885-912, September, DOI: 10.1007/s00182-020-00706-4.
• Jules Sadefo Kamdem & Zoulkiflou Moumouni, 2020, "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 3, pages 631-655, September, DOI: 10.1007/s40953-020-00206-y.
• Varun Mahajan & D. K. Nauriyal & S. P. Singh, 2020, "Domestic market competitiveness of Indian drug and pharmaceutical industry," Review of Managerial Science, Springer, volume 14, issue 3, pages 519-559, June, DOI: 10.1007/s11846-018-0299-7.
• Chien-Jung Ting & Yi-Long Hsiao, 2020, "Exploring Solutions for the Trade Barriers in Taiwan," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 5, pages 1-2.
• Rosa Ferrentino & Luca Vota, 2020, "Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-9.
• C. E. Phelan & D. Marazzina & G. Germano, 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 6, pages 899-918, June, DOI: 10.1080/14697688.2020.1718192.
• Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020, "Branching Diffusions with Jumps and Valuation with Systemic Counterparties," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-04.
• Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020, "Continuous-Time Mean Field Games with Finite StateSpace and Common Noise," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-05.
• James P. Gander, 2020, "A Complementary Micro Coronavirus Model Under Uncertainty and Utility," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2020_03.
• Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020, "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:25.
• Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020, "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers, University of Verona, Department of Economics, number 13/2020, Jun.
• IONESCU, Gabriela-Mariana, 2020, "Principles Of Social Justice In Romanian Constitution," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 8, issue 1, pages 53-62, October.
• Velina Yordanova, 2020, "Global Economic-Mathematical Model Of The Construction Enterprise Production Program," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 82-87.
• Papadopoulos Panagiotis & Ezziane Zoheir, 2020, "Managing Expats and Their Effectiveness: A Comparative Study," Journal of Intercultural Management, Sciendo, volume 12, issue 1, pages 138-157, March, DOI: 10.2478/joim-2020-0035.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Andrey Itkin, 2020, "Fitting Local Volatility:Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11623, ISBN: ARRAY(0x5fb7c230), September.
• Andrey Itkin, 2020, "Local Volatility and Dupire’s Equation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Local Volatility Surface and No-arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Analytical Methods of Building the Local Volatility Surface," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Regression-based Methods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Andrey Itkin, 2020, "Geometric Local Variance Gamma Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models".
• Sallam, Walid & Ahmed, Osama, 2020, "The socio-economic assessment to evaluate the potentiality of developing the rural community in Upper Egypt," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 8, issue 2, pages 143-165.
• Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020, "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-023.

2019

• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-02, Jan.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.