Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C02: Mathematical Economics
2019
- Elsadig Musa Ahmed & Rahim Kialashaki, 2019, "FDI inflows spillover effect implications on the Asian-Pacific's catching up process," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 9, issue 2, pages 1-15.
- Gao, Zhengyuan & Hafner, Christian, 2019, "Looking Backward and Looking Forward," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019057, Jan.
- Oumou Kalsoum Diallo & Pierre Mendy, 2019, "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 5, issue 1, pages 1-23, June, DOI: 10.22440/wjae.5.1.1.
- Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
- Yannai A. Gonczarowski & Scott Duke Kominers & Ran I. Shorrer, 2019, "To Infinity and Beyond: A General Framework for Scaling Economic Theories," Papers, arXiv.org, number 1906.10333, Jun, revised Apr 2023.
- Pierre Gosselin & Aileen Lotz & Marc Wambst, 2019, "A Statistical Field Approach to Capital Accumulation," Papers, arXiv.org, number 1909.11635, Sep.
- Phoebe Koundouri & Nikolaos Englezos & Xanthi Kartala & Mike Tsionas, 2019, "A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty," DEOS Working Papers, Athens University of Economics and Business, number 1907, Jan.
- Olesia Finahina & Anna Pavlovska & Serhii Mylnichenko, 2019, "Methodological Bases Of Assessment Of The Level Of Development Of The World Business Environment: Global And Regional View," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 5, DOI: 10.30525/2256-0742/2019-5-5-170-182.
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodríguez-Puello & Sara Ovallos-Bencardino, 2019, "Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 279, Apr, DOI: 10.32468/dtseru.279.
- Lutz Bornmann & Klaus Wohlrabe, 2019, "Die Normierung von Zitaten in der Volkswirtschaftslehre," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 72, issue 20, pages 29-33, October.
- Paul Schneider, 2019, "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-17, Mar.
- Luis Armando Galvis-Aponte & Gabriel Orlando Rodr�guez-Puello & Sara Ovallos-Bencardino, 2019, "Desempleo y calidad de vida laboral en las áreas metropolitanas de Barranquilla, Cartagena y Santa Marta," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 17230, Apr, DOI: 10.32468/dtseru.279.
- Fernando Gómez-Villaraga, 2019, "A simple extension of Rolle's theorem and its relation with multiple internal rates of return (IRR)," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 241-258.
- Marco Antonio Burgos Flórez & Katherin Julieth Ruales Suárez & Yhony Estivel Bastidas García & Edinson Ortiz Benavides, 2019, "Cálculo del valor agregado generado por la Universidad de Narino en relación a las pruebas saber 11 - saber pro 2010-2014," Revista Tendencias, Universidad de Narino, volume 20, issue 2, pages 203-226, DOI: 10.22267/rtend.192002.125.
- Mario Eduardo Firmenich, 2019, "Control óptimo de las expectativas de inversión. Una política alternativa para la administración contracíclica de la demanda efectiva," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 118, pages 33-48, Enero.
- Tamara Peneva TODOROVA & Marin KUTROLLI, 2019, "An expanded multiplier-accelerator model," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 4, pages 368-382, December.
- Alexander Gorokhovsky & Anna Rubinchik, 2019, "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2179, May.
- Caleb M. Koch & Heinrich H. Nax, 2019, ""Follow the Data" What Data Says About Real-world Behavior in Commons Problems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2198, Nov.
- Robert W. Dimand, 2019, "The Cowles Commission and Foundation for Research in Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2207, Nov.
- Neusser, Klaus, 2019, "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103731.
- George, Halkos E. & George, Papageorgiou J. & Emmanuel, Halkos G. & John, Papageorgiou G., 2019, "Environmental regulation and economic cycles," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 172-177, DOI: 10.1016/j.eap.2019.07.005.
- Campani, Carlos Heitor & Garcia, René, 2019, "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 364-384, DOI: 10.1016/j.najef.2019.03.005.
- Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho, 2019, "Can Gaussian factor models of commodity prices capture the financialization phenomenon?," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101028.
- Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019, "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 101-119, DOI: 10.1016/j.jeconom.2018.09.007.
- Clinet, Simon & Potiron, Yoann, 2019, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 289-337, DOI: 10.1016/j.jeconom.2019.01.004.
- Schennach, Susanne M., 2019, "Convolution without independence," Journal of Econometrics, Elsevier, volume 211, issue 1, pages 308-318, DOI: 10.1016/j.jeconom.2018.12.018.
- La Vecchia, Davide & Ronchetti, Elvezio, 2019, "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 578-592, DOI: 10.1016/j.jeconom.2018.10.009.
- Jiao, Ying & Ma, Chunhua & Scotti, Simone & Sgarra, Carlo, 2019, "A branching process approach to power markets," Energy Economics, Elsevier, volume 79, issue C, pages 144-156, DOI: 10.1016/j.eneco.2018.03.002.
- Meran, Georg, 2019, "Thermodynamic constraints and the use of energy-dependent CES-production functions A cautionary comment," Energy Economics, Elsevier, volume 81, issue C, pages 63-69, DOI: 10.1016/j.eneco.2019.03.009.
- Goutte, Stéphane & Vassilopoulos, Philippe, 2019, "The value of flexibility in power markets," Energy Policy, Elsevier, volume 125, issue C, pages 347-357, DOI: 10.1016/j.enpol.2018.10.024.
- Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019, "Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers," Energy Policy, Elsevier, volume 132, issue C, pages 1120-1129, DOI: 10.1016/j.enpol.2019.06.046.
- Ghossoub, Mario, 2019, "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, volume 84, issue C, pages 22-39, DOI: 10.1016/j.insmatheco.2018.10.004.
- Boonen, Tim J. & Guillen, Montserrat & Santolino, Miguel, 2019, "Forecasting compositional risk allocations," Insurance: Mathematics and Economics, Elsevier, volume 84, issue C, pages 79-86, DOI: 10.1016/j.insmatheco.2018.10.002.
- Blostein, Martin & Miljkovic, Tatjana, 2019, "On modeling left-truncated loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 35-46, DOI: 10.1016/j.insmatheco.2018.12.001.
- Ghossoub, Mario, 2019, "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, volume 87, issue C, pages 51-66, DOI: 10.1016/j.insmatheco.2019.04.005.
- Ghossoub, Mario, 2019, "Budget-constrained optimal insurance with belief heterogeneity," Insurance: Mathematics and Economics, Elsevier, volume 89, issue C, pages 79-91, DOI: 10.1016/j.insmatheco.2019.09.002.
- Lin, Li & Guo, Xin-Yu, 2019, "Identifying fragility for the stock market: Perspective from the portfolio overlaps network," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 132-151, DOI: 10.1016/j.intfin.2019.07.001.
- Morelli, Giacomo & Santucci de Magistris, Paolo, 2019, "Volatility tail risk under fractionality," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105654.
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019, "A non-structural investigation of VIX risk neutral density," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2018.11.012.
- Scotchmer, Suzanne & Shannon, Chris, 2019, "Verifiability and group formation in markets," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 417-477, DOI: 10.1016/j.jet.2019.06.006.
- Gorno, Leandro, 2019, "Revealed preference and identification," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 698-739, DOI: 10.1016/j.jet.2019.07.003.
- Bich, Philippe, 2019, "Strategic uncertainty and equilibrium selection in discontinuous games," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 786-822, DOI: 10.1016/j.jet.2019.08.001.
- Ceparano, Maria Carmela & Quartieri, Federico, 2019, "A second welfare theorem in a non-convex economy: The case of antichain-convexity," Journal of Mathematical Economics, Elsevier, volume 81, issue C, pages 31-47, DOI: 10.1016/j.jmateco.2018.12.007.
- Rathgeber, A.W. & Stadler, J. & Stöckl, S., 2019, "Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121386.
- Alje van Dam, 2019, "Diversity and its decomposition into variety, balance and disparity," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 1913, May, revised May 2019.
- Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2019, "A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102043, Dec.
- Thai Ha-Huy & Nhat-Thien Tran, 2019, "A simple characterization for sustained growth," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 19-03.
- Vasile BRĂTIAN, 2019, "Evaluation of Options using the Black-Scholes Methodology," Expert Journal of Economics, Sprint Investify, volume 7, issue 2, pages 59-65.
- Zhengyuan Gao & Christian M. Hafner, 2019, "Looking Backward and Looking Forward," Econometrics, MDPI, volume 7, issue 2, pages 1-24, June.
- René van den Brink & Agnieszka Rusinowska, 2019, "The Degree Ratio Ranking Method for Directed Networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02143874, May.
- Carlos Heitor Campania & René Garcia, 2019, "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print, HAL, number hal-02894663, Apr, DOI: 10.1016/j.najef.2019.03.005.
- Brice Magdalou, 2019, "A model of social welfare improving transfers," Post-Print, HAL, number halshs-02108590, Jul.
- René van den Brink & Agnieszka Rusinowska, 2019, "The Degree Ratio Ranking Method for Directed Networks," Post-Print, HAL, number halshs-02143874, May.
- Stéphane Goutte & Philippe Vassilopoulos, 2019, "The Value of Flexibility in Power Markets," Working Papers, HAL, number hal-01968081, Jan.
- Raphaël Boroumand & Stéphane Goutte & Thomas Porcher & Khaled Guesmi, 2019, "Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers," Working Papers, HAL, number halshs-02175358, Jul.
- Herbetsson, Alexander, 2019, "CDS index options in Markov chain models," Working Papers in Economics, University of Gothenburg, Department of Economics, number 748, Jan.
- Djaffar Lessy & Fouad Khoudjeti & Marc Diener & Francine Diener, 2019, "A Markov Chain Model For Islamic Micro-Financing," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 4, pages 763-784, November, DOI: https://doi.org/10.21098/jimf.v5i4..
- Miguel Antonio Alba Suárez & Wilmer Pineda-Ríos & Javier Deaza Chaves, 2019, "Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano," 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 14, issue 2, pages 279-307, Abril-Jun.
- Florin Marius PAVELESCU, 2019, "Curvatures of Productivity, Elasticities of the Output and Stages of Production," Romanian Journal of Economics, Institute of National Economy, volume 49, issue 2(58), pages 73-85, December.
- GENEVOIS Anne-Sophie & LIEGEOIS Philippe & PI ALPERIN Maria Noel, 2019, "DyMH_LU: a simple tool for modelling and simulating the health status of the Luxembourgish elderly in the longer run," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2019-06, Apr.
- Guglielmo D’Amico & Ada Lika & Filippo Petroni, 2019, "Change point dynamics for financial data: an indexed Markov chain approach," Annals of Finance, Springer, volume 15, issue 2, pages 247-266, June, DOI: 10.1007/s10436-018-0337-0.
- Florence Guillaume & Gero Junike & Peter Leoni & Wim Schoutens, 2019, "Implied liquidity risk premia in option markets," Annals of Finance, Springer, volume 15, issue 2, pages 233-246, June, DOI: 10.1007/s10436-018-0339-y.
- Dong Chul Won, 2019, "A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 367-396, January, DOI: 10.1007/s10614-017-9750-0.
- Hasan A. Fallahgoul & Young S. Kim & Frank J. Fabozzi & Jiho Park, 2019, "Quanto Option Pricing with Lévy Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1279-1308, March, DOI: 10.1007/s10614-018-9807-8.
- Yi-Ting Chen & Wan-Ni Lai & Edward W. Sun, 2019, "Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 809-844, August, DOI: 10.1007/s10614-019-09881-3.
- Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019, "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers, University of Copenhagen. Department of Economics, number 19-02, Feb.
- Anastasia V. Zhiglyaeva & Viktor P. Nevezhin & Valery V. Smirnov & Natalya K. Muravitskaya, 2019, "Econometric Models for Forecasting Innovative Development of the Country," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 767-775.
- Kranz Tobias, 2019, "Non-Linearities and the Euler Equation: Does Uncertainty Have an Effect on the Approximation Quality?," Review of Economics, De Gruyter, volume 70, issue 3, pages 267-293, December, DOI: 10.1515/roe-2019-0031.
- Nobahar, Emad & Dehghan Nayeri, Mahmoud & Azar, Adel, 2019, "Sustainability of Iranian Banks: Role of Financial and Non-Financial Determinants," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 14, issue 4, pages 495-524, October.
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2019, "Government expenditure ceiling and public debt dynamics in a demand-led macromodel," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 42, issue 3, pages 363-389, July, DOI: 10.1080/01603477.2018.1521289.
- René van den Brink & Agnieszka Rusinowska, 2019, "The Degree Ratio Ranking Method for Directed Networks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19009, May.
- Michel Grabisch & Fen Li, 2019, "Anti-conformism in the threshold model of collective behavior," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19016, Jul.
- Sidorov, A., 2019, "The Measuring of Interest Rate Risk of Bond Portfolio," Journal of the New Economic Association, New Economic Association, volume 42, issue 2, pages 35-47, DOI: 10.31737/2221-2264-2019-42-2-2.
- Belokrylov, K. & Kivarina, M. & Myasnikov, A. & Ogurtsova, E., 2019, "The Role of Mathematics in Teaching Undergraduate Economics: Students' Opinions and Recommendations," Journal of the New Economic Association, New Economic Association, volume 43, issue 3, pages 116-150, DOI: 10.31737/2221-2264-2019-43-3-6.
- Zinn, Jesse Aaron, 2019, "Information-Theoretic Foundation for the Weighted Updating Model," Review of Behavioral Economics, now publishers, volume 6, issue 1, pages 39-51, February, DOI: 10.1561/105.00000086.
- Bozhidar Nedev & Boryana Bogdanova, 2019, "Analyzing the Cyclical Components of the S&P 500 Stock Index through Wavelet Transformation," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 95-110, December.
- Sahara Graf & Michele Cecchini, 2019, "Current and past trends in physical activity in four OECD countries: Empirical results from time use surveys in Canada, France, Germany and the United States," OECD Health Working Papers, OECD Publishing, number 112, Jun, DOI: 10.1787/22cad404-en.
- Abubakari S.Gwelo, 2019, "Principal Components To Overcome Multicollinearity Problem," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 4, issue 1, pages 79-91, March.
- Doriana Andreea Ramescu & Nicoleta Sirghi & Mihaela Neamtu, 2019, "Dynamic Analysis Of The Cooperation And Competition Relationship In The Oil And Gas Industry In Romania," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 4, issue 2, pages 16-25, September.
- Pinochet Sánchez, Giselle & Mariño Jiménez, Juan Pablo, 2019, "Medición de la Estructura de la Gobernanza del Sector Eléctrico Colombiano || Governance Structure Measurement of the Colombian Electricity Sector," 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 27, issue 1, pages 115-135, June.
- Mármol Jiménez, Maite & Gutiérrez Viñuela, Emilio, 2019, "Reaseguro y Reparto de Dividendos como Herramientas de Control de la Solvencia en una Carteras de Seguros No Vida: Análisis desde la Teoría Colectiva del Riesgo || Reinsurance and Distribution of Dividends as Solvency Control Tools in a Non-Life Insu," 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 27, issue 1, pages 188-206, June.
- Caro Barrera, José Rafael, 2019, "Modelos de Riesgo de Crédito: Aplicación Práctica a un Modelo de Refinanciación de Hipotecas || Credit Risk Models: Practical Application to a Mortgage Refinancing Model," 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 28, issue 1, pages 183-197, December.
- Mynbayev, Kairat & Darkenbayeva, Gulsim, 2019, "Analyzing variance in central limit theorems," MPRA Paper, University Library of Munich, Germany, number 101685.
- Pihnastyi, Oleh & Kozhevnikov, Georgii & Bondarenko, Tetiana, 2019, "The information controlling model transport system during transient conditions," MPRA Paper, University Library of Munich, Germany, number 101908, Oct, revised 11 Oct 2019.
- Vo, Duc, 2019, "Information Theory and an Entropic Approach to an Analysis of Fiscal Inequality," MPRA Paper, University Library of Munich, Germany, number 103291, Jun.
- Desogus, Marco & Venturi, Beatrice, 2019, "Bank Crashes and Micro Enterprise Loans," MPRA Paper, University Library of Munich, Germany, number 114469.
- Alghalith, Moawia, 2019, "A New Price of the Arithmetic Asian Option: A Simple Formula," MPRA Paper, University Library of Munich, Germany, number 117047, Nov.
- Koundouri, Phoebe & Englezos, Nikos & Kartala, Xanthi & Tsionas, Mike, 2019, "A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty," MPRA Paper, University Library of Munich, Germany, number 122240, Jan.
- Harin, Alexander, 2019, "Forbidden zones for the expectations of measurement data and problems of behavioral economics," MPRA Paper, University Library of Munich, Germany, number 91368, Jan.
- Pihnastyi, Oleh, 2019, "Optimal Control of the Parameters of the Production Line," MPRA Paper, University Library of Munich, Germany, number 92495, Feb, revised 02 Feb 2019.
- Olkhov, Victor, 2019, "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper, University Library of Munich, Germany, number 93085, Mar.
- Пигнастый, Олег & Koжевников, Георгий, 2019, "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии
[Distributed dynamic PDE-model of a program control by utilization of the technological equipment of production line]," MPRA Paper, University Library of Munich, Germany, number 93278, Feb, revised 02 Feb 2019. - Fajardo, José, 2019, "Bitcoin's return behaviour: What do We know so far?," MPRA Paper, University Library of Munich, Germany, number 93353, Apr, revised 16 Apr 2019.
- Wang, Frank Xuyan, 2019, "Shape Factor Asymptotic Analysis I," MPRA Paper, University Library of Munich, Germany, number 93357.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
- Albers, Scott, 2019, "An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox," MPRA Paper, University Library of Munich, Germany, number 93632, Apr.
- Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019, "A simple characterization for sustained growth," MPRA Paper, University Library of Munich, Germany, number 94061, May.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019, "A simple characterization for sustained growth," MPRA Paper, University Library of Munich, Germany, number 94079, May.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019, "A simple characterization for sustained growth," MPRA Paper, University Library of Munich, Germany, number 94102, May.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019, "A simple characterization for sustained growth," MPRA Paper, University Library of Munich, Germany, number 94250, May.
- Jamaledini, Ashkan & Khazaei, Ehsan & Bitaraf, Mohammad, 2019, "Solving the Grid-Connected Microgrid Operation by Teaching Learning Based Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94276, Jun.
- Khatri, Krishna, 2019, "Passive Control of Spar Type Floating Wind Turbine using Effective Economic Optimal Design Values," MPRA Paper, University Library of Munich, Germany, number 94447, Jun.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019, "A simple characterization for sustained growth," MPRA Paper, University Library of Munich, Germany, number 94576, May.
- Olkhov, Victor, 2019, "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper, University Library of Munich, Germany, number 94874, Mar.
- Пигнастый, Олег & Koжевников, Георгий, 2019, "Дискретно-Событийная Модель Расчета Продолжительного Производственного Цикла Изготовления Партии Деталей
[Discrete-Eventing Model Of Calculation Of The Duration Of The Production Cycle Of Manufacturing A Part Of Products]," MPRA Paper, University Library of Munich, Germany, number 94898, Jul, revised 02 Jul 2019. - Magni, Carlo Alberto & Marchioni, Andrea, 2019, "The accounting-and-finance of a solar photovoltaic plant: Economic efficiency of a replacement project," MPRA Paper, University Library of Munich, Germany, number 95263, May.
- Oyarhossein, Mohamadamin & Khiali, Vahid & Hosseinmostofi, Kasra & Adineh, Mostafa & Bayatghiasi, Hamid, 2019, "Numerical Study of the Gap at the Base of the Bridge on the River Flow Parameters," MPRA Paper, University Library of Munich, Germany, number 95406, Jul.
- Solferino, Nazaria & Tessitore, M.Elisabetta, 2019, "Human networks and toxic relationships," MPRA Paper, University Library of Munich, Germany, number 95536, Jul.
- Pihnastyi, Oleh & Khodusov, Valery, 2019, "The optimal control problem for output material flow on a conveyor belt with input accumulating bunker," MPRA Paper, University Library of Munich, Germany, number 95928, Jan, revised 07 Jan 2019.
- Dam, My & Ha-Huy, Thai & Le Van, Cuong & Nguyen, Thi Tuyet Mai, 2019, "Economic Dynamics with Renewable Resources and Pollution," MPRA Paper, University Library of Munich, Germany, number 96672, Aug.
- Khodusov, Valery & Pihnastyi, Oleh, 2019, "The statement of the task of optimal control of the production line using the additional time of equipment operation," MPRA Paper, University Library of Munich, Germany, number 97076, Sep, revised 10 Sep 2019.
- Muratova, Anna & Islam, Robiul & Mitrofanova, Ekaterina S. & Ignatov, Dmitry I., 2019, "Searching for Interpretable Demographic Patterns," MPRA Paper, University Library of Munich, Germany, number 97305, Sep, revised 23 Sep 2019.
- Akimov, Dmitry & Makarov, Ilya, 2019, "Deep Reinforcement Learning with VizDoomFirst-Person Shooter," MPRA Paper, University Library of Munich, Germany, number 97307, Sep, revised 23 Sep 2019.
- Alghalith, Moawia, 2019, "The distribution of the average of log-normal variables and Exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula," MPRA Paper, University Library of Munich, Germany, number 97324, Nov.
- Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019, "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper, University Library of Munich, Germany, number 97335, Sep.
- Harin, Alexander, 2019, "Behavioral sciences and auto-transformations. Introduction," MPRA Paper, University Library of Munich, Germany, number 97344, Dec.
- Scire', Giovanni, 2019, "Modelling strategies for the reduction of fat dormice in northern Italian hazel groves," MPRA Paper, University Library of Munich, Germany, number 98938, Feb.
- Liurui Deng & Lan Yang & Bolin Ma, 2019, "How Does a Portfolio Manager Balance the Relationship Between Money Management and Investment?," Applied Economics and Finance, Redfame publishing, volume 6, issue 4, pages 62-71, July.
- Brahim Gaies & Mahmoud-Sami Nabi2, 2019, "Financial Openness and Growth in Developing Countries: Why Does the Type of External Financing Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 3, pages 426-464.
- Priyanshi Gupta & Sanjay Sehgal, 2019, "Asymmetric Dynamic Conditional Copula Correlation and Fundamental Determinants of Interest Rate Comovement," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 34, issue 4, pages 667-704.
- Yogesh Malhotra, 2019, "Ai Augmentation For Large-Scale Global Systemic And Cyber Risk Management Projects: Model Risk Management For Minimizing The Downside Risks Of Ai And Machine Learning," Journal of Financial Transformation, Capco Institute, volume 49, pages 94-99.
- Miguel Alvarez Texocotitla & M. David Alvarez-Hernández & Shanà Eneida Alvarez-Hernández, 2019, "Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model," Journal of Interdisciplinary Economics, , volume 32, issue 2, pages 123-144, July, DOI: 10.1177/0260107919845269.
- Anca Tamas, 2019, "Cognitive Reflection Test - Next Generation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9411896, Oct.
- Agnieszka Przybylska-Mazur, 2019, "The impact of fiscal rules in achieving the stability of public finance ? results for Poland," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9711296, Oct.
- Piotr W?? & Dorota BIELI?SKA-W?? & Agnieszka BIELI?SKA & Joanna CIESZY?SKA & MIKO?AJ Majkowicz, 2019, "Similarity Maps in Various Areas of Science," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9811212, Oct.
- Ilko Vranki? & Mira Krpan & Jasminka ?ohinger, 2019, "Economic Analysis of Technology and Properties of Legendre-Fenchel Transformations," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 8, issue 2, pages 159-183, December.
- Anca Tamas, 2019, "Correlation Investigation: The Cognitive Reflection Test and the Math National Evaluation scores," International Journal of Teaching and Education, International Institute of Social and Economic Sciences, volume 7, issue 1, pages 92-103, April.
- Carpinteyro, Martha & Venegas Martínez, Francisco & Martínez García, Miguel Ángel, 2019, "Modelado de rendimientos de índices bursátiles mediante movimiento fraccional browniano combinado con procesos de saltos y modulado por cadenas de Markov / Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Proces," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 163-180, julio-dic.
- Müzeyyen Esra ATUKALP, 2019, "Decisiveness of Ownership on the Efficiency in Non-Life Insurance Companies," Sosyoekonomi Journal, Sosyoekonomi Society.
- Yi-Ting Chen & Edward W. Sun & Yi-Bing Lin, 2019, "Coherent quality management for big data systems: a dynamic approach for stochastic time consistency," Annals of Operations Research, Springer, volume 277, issue 1, pages 3-32, June, DOI: 10.1007/s10479-018-2795-1.
- Sergio Ortobelli Lozza & Enrico Angelelli & Alda Ndoci, 2019, "Timing portfolio strategies with exponential Lévy processes," Computational Management Science, Springer, volume 16, issue 1, pages 97-127, February, DOI: 10.1007/s10287-018-0332-y.
- Asmerilda Hitaj & Lorenzo Mercuri & Edit Rroji, 2019, "Lévy CARMA models for shocks in mortality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 205-227, June, DOI: 10.1007/s10203-019-00248-9.
- Julien Hok & Shih-Hau Tan, 2019, "Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 609-637, December, DOI: 10.1007/s10203-019-00232-3.
- Sergio Albeverio & Francesco Cordoni & Luca Persio & Gregorio Pellegrini, 2019, "Asymptotic expansion for some local volatility models arising in finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 527-573, December, DOI: 10.1007/s10203-019-00247-w.
- Anton Bondarev, 2019, "Robust Policy Schemes for Differential R&D Games with Asymmetric Information," Dynamic Games and Applications, Springer, volume 9, issue 2, pages 391-415, June, DOI: 10.1007/s13235-018-0286-2.
- Koji Kuroda & Jun-ichi Maskawa, 2019, "Exogenous shock and multifractal random walk," Evolutionary and Institutional Economics Review, Springer, volume 16, issue 1, pages 213-238, June, DOI: 10.1007/s40844-018-0106-9.
- Charles-Albert Lehalle & Eyal Neuman, 2019, "Incorporating signals into optimal trading," Finance and Stochastics, Springer, volume 23, issue 2, pages 275-311, April, DOI: 10.1007/s00780-019-00382-7.
- Ulrich Horst & Xiaonyu Xia, 2019, "Multi-dimensional optimal trade execution under stochastic resilience," Finance and Stochastics, Springer, volume 23, issue 4, pages 889-923, October, DOI: 10.1007/s00780-019-00394-3.
- Corina D. Constantinescu & Jorge M. Ramirez & Wei R. Zhu, 2019, "An application of fractional differential equations to risk theory," Finance and Stochastics, Springer, volume 23, issue 4, pages 1001-1024, October, DOI: 10.1007/s00780-019-00400-8.
- Samira El Gibari & Trinidad Gómez & Francisco Ruiz, 2019, "Building composite indicators using multicriteria methods: a review," Journal of Business Economics, Springer, volume 89, issue 1, pages 1-24, February, DOI: 10.1007/s11573-018-0902-z.
- Markus Hess, 2019, "Optimal Equivalent Probability Measures under Enlarged Filtrations," Journal of Optimization Theory and Applications, Springer, volume 183, issue 3, pages 813-839, December, DOI: 10.1007/s10957-019-01581-0.
- Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2019, "A Network-Based Measure of the Socio-Economic Roots of the Migration Flows," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 146, issue 1, pages 187-204, November, DOI: 10.1007/s11205-018-1883-6.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2019, "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers, University of Toronto, Department of Economics, number tecipa-629, Feb.
- Malinda Coa Ravelo & Ernesto Ponsot Balaguer, 2019, "Alternative link functions in binomial response models," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 48, pages 9-35, july-dece.
- Laura Gardini & Noemi Schmitt & Iryna Sushko & Fabio Tramontana & Frank Westerhoff, 2019, "Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1908, revised 2019.
- Alex Backwell & Andrea Macrina & Erik Schlogl & David Skovmand, 2019, "Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: A Roll-Over Risk Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 400, Jun.
- Bistra Vasileva (ed.), 2019, "Bulgarian-Chinese Forum (BCF 2018) on International Cluster Policies," Conferences of the department Marketing, Publishing house Science and Economics Varna, number 2.
- Kacprzak Dariusz, 2019, "Solving Systems of Linear Equations under Conditions of Uncertainty on the Example of the Leontief Model," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 244-259, January, DOI: 10.1515/ceej-2018-0017.
- Ćosić Karlo & Časni Anita Čeh, 2019, "The impact of cryptocurrency on the efficient frontier of emerging markets," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 2, pages 64-75, December, DOI: 10.2478/crebss-2019-0012.
- Bakır Mahmut & Akan Şahap & Durmaz Emrah, 2019, "Exploring service quality of low-cost airlines in Europe: An integrated MCDM approach," Economics and Business Review, Sciendo, volume 5, issue 2, pages 109-130, June, DOI: 10.18559/ebr.2019.2.6.
- Pekár Juraj & Brezina Ivan & Čičková Zuzana, 2019, "Car Scrap Yards Network in Slovakia," Economics, Sciendo, volume 7, issue 1, pages 51-59, June, DOI: 10.2478/eoik-2019-0001.
- Osamu Tsuchiya, 2019, "A Practical Approach to XVA:The Evolution of Derivatives Valuation after the Financial Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11057, ISBN: ARRAY(0x5f04d8e8), September.
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11118, ISBN: ARRAY(0x5facbb98), September.
- Osamu Tsuchiya, 2019, "Underpinnings of Traditional Derivatives Pricing and Implications of Current Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "CVA and its Relation to Traditional Bond Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "DVA and FVA — Price and Value for Accountants, Regulators and Others," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Theoretical Framework behind FVA and its Computation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Ingredients of the Modern Yield Curve and Overlaps with XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Margin Valuation Adjustment (MVA)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "KVA and Other Adjustments and Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Typical Balance Sheet and Trade Relations of Banks and Implications for XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Framework for Computing XVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Calculation of KVA and MVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "CVA Hedging, Default Arrangements and Implications for XVA Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Managing XVA in Practice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Osamu Tsuchiya, 2019, "Appendixes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Random Variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Stochastic Processes with Jumps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "The Generalized Hyperbolic Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "The Class of Stable Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Tempered Stable Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Multivariate Time-Changed Brownian Motion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Multivariate Time-Changed Brownian Motion: The Expectation–Maximization Estimation Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Extreme Value Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "A Portfolio Selection Analysis with Non-Gaussian Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Implied Volatility Smile with Non-Gaussian Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019, "Application of Extreme Value Theory to Estimate Tail Thickness for Asset Return Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT".
- Rolf Färe & Shawna Grosskopf & Robin C. Sickles & Chenjun Shang, 2019, "Pricing Characteristics: An Application of Shephard’s Dual Lemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Pricing Non-marketed Goods using Distance Functions".
- Jaeok Park, 2019, "Decision Making and Games with Vector Outcomes," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-146, Sep.
- Patra, Sudip, 2019, "A quantum framework for economic science: New directions," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-20.
2018
- Agnieszka Tłuczak & Sabina Kauf, 2018, "The Cost As The Main Determinant Of The Location Of Logstics Centers," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 480-485, September, DOI: 10.12955/cbup.v6.1201.
- Abderrazak Said Belabes, 2018, "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: الرياضيات والإشارات السعرية ومصير الأرض من الناحية," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics., King Abdulaziz University, Islamic Economics Institute., number 723, Oct, DOI: 10.4197/Islec.31-3.10.
- Marina FaÄ oÅ¡ & Mária Bohdalová, 2018, "Calculation Method of the Proposed Unemployment Gender Inequality Indicator," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 269-281, September.
- Kirill Bukin & Mark Levin, 2018, "Formation of sects in a religious market," Russian Journal of Economics, ARPHA Platform, volume 4, issue 4, pages 386-396, December, DOI: 10.3897/j.ruje.4.33622.
- Peter Carr & Andrey Itkin, 2018, "An Expanded Local Variance Gamma model," Papers, arXiv.org, number 1802.09611, Feb, revised Dec 2018.
- Miguel Alvarez Texocotitla & M. David Alvarez Hernandez & Shani Alvarez Hernandez, 2018, "Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model," Papers, arXiv.org, number 1802.10528, Feb.
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