My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C0: General
/ / / C02: Mathematical Economics
This topic is covered by the following reading lists:
2025
- Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y., 2025. "Comonotonicity and Pareto optimality, with application to collaborative insurance," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 1-16.
- Shi, Yue & Punzo, Antonio & Otneim, Håkon & Maruotti, Antonello, 2025. "Hidden semi-Markov models for rainfall-related insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 91-106.
- Matos, Paulo & Alves, Douglas & Monteiro, Valdeir, 2025. "On the time-frequency effects of macroeconomic policy on growth cycles in Brazil," Research in International Business and Finance, Elsevier, vol. 73(PB).
- Max Nendel, 2025. "Lower semicontinuity of monotone functionals in the mixed topology on C b $C_{b}$," Finance and Stochastics, Springer, vol. 29(1), pages 261-287, January.
2024
- Hoang Khieu & Roberto Leon-Gonzalez, 2024. "The Wealth Distribution in a Precautionary Savings Model with Capital Income Risk," Annals of Economics and Statistics, GENES, issue 155, pages 45-90.
- Ivan Boldyrev, 2024. "Soviet Mathematics and Economic Theory in the Past Century: A Historical Reappraisal," Journal of Economic Literature, American Economic Association, vol. 62(4), pages 1647-1670, December.
- Thomas Brenner & Sonja zu Jeddeloh, 2024. "Path dependence in an evolving system: a modeling perspective," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 18(1), pages 1-36, January.
- Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2024. "Analysis And Forecast Of The Employees In The Public And Private Health Systems In Romania," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 113-138, May.
- Halis Bilgil & Ümmügülsüm Erdinç, 2024. "China Total Energy Consumption Forecast with Optimized Continuous Conformable Fractional Grey Model," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(3), pages 157-168, December.
- Georgy T. Bronitsky, 2024. "Migration nowcasting using Google Trends: cross-country application," Population and Economics, ARPHA Platform, vol. 8(2), pages 133-154, September.
- Ivan Boldyrev, 2024.
"Soviet Mathematics and Economic Theory in the Past Century: A Historical Reappraisal,"
Journal of Economic Literature, American Economic Association, vol. 62(4), pages 1647-1670, December.
- Ivan Boldyrev, 2024. "Soviet Mathematics and Economic Theory in the Past Century: An Historical Reappraisal," Papers 2407.14315, arXiv.org.
- Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023.
"Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks,"
Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 173-192.
- Tiantian Mao & Gilles Stupfler & Fan Yang, 2024. "Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks," Papers 2411.07212, arXiv.org.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021.
"Unanimity under Ambiguity,"
Working Papers
2021-07, Auckland University of Technology, Department of Economics.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2024. "Unanimity under Ambiguity," Working Papers 2024-01, Auckland University of Technology, Department of Economics.
- Adriano Baldeschi & Giuseppe Bruno, 2024. "Quantum Computing winks at statistics. Is it a good match?," Questioni di Economia e Finanza (Occasional Papers) 843, Bank of Italy, Economic Research and International Relations Area.
- ERDİNÇ Gizem & GÜRBÜZ Feyza, 2024. "2-Level Construction Planning Model With A Local Case Study," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(2), pages 52-59, June.
- Jeong Seungwon (Eugene), 2024. "A Note on a Moment Inequality," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 24(1), pages 435-440, January.
- Chen Pu & Semmler Willi, 2024. "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 531-544.
- Linnea Lorentzen & Steinar Strøm & Jon Vislie, 2024. "Competing Stochastic Thresholds: The Green Transition as a Race Between “The Good” and “The Ugly”," CESifo Working Paper Series 11418, CESifo.
- Andrew Phiri & Tsepiso Sesoai, 2024. "Renewable, Non-renewable Energy Consumption and Economic Growth in South Africa: Fresh Evidence from ARDL and Wavelet Coherence Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 580-589, July.
- Nibedita Mahanta & Ruma Talukdar, 2024. "Forecasting of Electricity Consumption by Seasonal Autoregressive Integrated Moving Average Model in Assam, India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 393-400, September.
- Nálepová, Veronika & Lampart, Marek, 2024. "Impact of windfall tax on market dynamics: A Cournot oligopoly model with exogenous shocks," Economic Modelling, Elsevier, vol. 137(C).
- Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong, 2024. "Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Muto, Makoto & Saiki, Yoshitaka, 2024. "Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Hu, Dongdong & Sayit, Hasanjan & Yao, Jing & Zhong, Qifeng, 2024. "Closed-form approximations for basket option pricing under normal tempered stable Lévy model," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Auer, Benjamin R. & Marohn, Marcel, 2024. "Computational dynamics of information ratios," Economics Letters, Elsevier, vol. 236(C).
- Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024. "Risk sensitive linear approximations," Economics Letters, Elsevier, vol. 238(C).
- Magnus, Jan R., 2024. "A gentle introduction to matrix calculus," Journal of Econometrics, Elsevier, vol. 244(1).
- Pombo-Romero, Julio & Rúas-Barrosa, Oliver & Vázquez, Carlos, 2024. "Assessing the value and risk of renewable PPAs," Energy Economics, Elsevier, vol. 139(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Bich, Philippe & Fixary, Julien, 2024. "Oddness of the number of Nash equilibria: The case of polynomial payoff functions," Games and Economic Behavior, Elsevier, vol. 145(C), pages 510-525.
- Chi, Yichun & Zhou, Xun Yu & Zhuang, Sheng Chao, 2024. "Variance insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 62-82.
- Faugeras, Olivier P. & Pagès, Gilles, 2024. "Risk quantization by magnitude and propensity," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 134-147.
- Ghossoub, Mario & Zhu, Michael B., 2024. "Stackelberg equilibria with multiple policyholders," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 189-201.
- D'Amico, Guglielmo & Singh, Shakti & Selvamuthu, Dharmaraja, 2024. "Optimal investment-disinvestment choices in health-dependent variable annuity," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 1-15.
- Bae, Taehan & Miljkovic, Tatjana, 2024. "Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 182-195.
- Boonen, Tim J. & Han, Xia, 2024. "Optimal insurance with mean-deviation measures," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 1-24.
- Li, Bo & Zhou, Xiaowen, 2024. "An excursion theoretic approach to Parisian ruin problem," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 44-58.
- Anderson, Robert M. & Duanmu, Haosui & Ghosh, Aniruddha & Khan, M. Ali, 2024.
"On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces,"
Journal of Economic Theory, Elsevier, vol. 217(C).
- Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan, 2022. "On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces," Papers 2206.08437, arXiv.org, revised Jul 2023.
- Kobus, Martyna & Kapera, Marek & Maasoumi, Esfandiar, 2024. "Gap in many dimensions: Application to gender," Labour Economics, Elsevier, vol. 89(C).
- Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024.
"A general solution to the quasi linear screening problem,"
Journal of Mathematical Economics, Elsevier, vol. 114(C).
- Guillaume Carlier & Xavier Dupuis & Jean-Charles Rochet & John Thanassoulis, 2024. "A General Solution to the Quasi Linear Screening Problem," Post-Print hal-04598698, HAL.
- Rochet, Jean-Charles & Carlier, Guillaume & Dupuis, Xavier & Thanassoulis, John, 2024. "A General Solution to the Quasi Linear Screening Problem," TSE Working Papers 24-1537, Toulouse School of Economics (TSE).
- Vogl, Markus & Kojić, Milena & Mitić, Petar, 2024. "Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
- Vogl, Markus & Kojić, Milena, 2024. "Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 653(C).
- Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024. "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 225-245.
- Sheng, Zhiyun & Ni, Ningning, 2024. "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1112-1125.
- Peykani, Pejman & Seyed Esmaeili, Fatemeh Sadat & Pishvaee, Mir Saman & Rostamy-Malkhalifeh, Mohsen & Hosseinzadeh Lotfi, Farhad, 2024. "Matrix-based network data envelopment analysis: A common set of weights approach," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
- Asmat Uceda, Rafael Marcel & Vergara Moreno, Edmundo Rubén, 2024. "Métodos difusos de medición multidimensional de la pobreza: una revisión del estado del arte," El Trimestre Económico, Fondo de Cultura Económica, vol. 91(362), pages 437-475, abril-jun.
- Héctor Romero-RamÃrez, 2024. "The evolution of the economy of Puerto Rico during the post-war: A network analysis/a evolución de la economÃa de Puerto Rico durante la posguerra: un análisis de redes," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 39(1), pages 61-84.
- Nabil Bouamara & Kris Boudt & S'ebastien Laurent & Christopher J. Neely, 2023.
"Sluggish news reactions: A combinatorial approach for synchronizing stock jumps,"
Papers
2309.15705, arXiv.org.
- Nabil Bouamara & Kris Boudt & Sebastien Laurent & Christopher J. Neely, 2024. "Sluggish news reactions: A combinatorial approach for synchronizing stock jumps," Working Papers 2024-006, Federal Reserve Bank of St. Louis.
- Vittorioemanuele Ferrante, 2024. "Scelte in Posizione Platonica e Sostituzioni in Posizione Eraclitea. Osservazioni Intorno alla Teoria delle Preferenze Incomplete di Antonio Gay," Working Papers - Economics wp2024_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Masatoshi Miyake, 2024. "Estimating Asset Parameters Using Levy’s Moment Matching Method," JRFM, MDPI, vol. 17(4), pages 1-17, April.
- Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024.
"A general solution to the quasi linear screening problem,"
Journal of Mathematical Economics, Elsevier, vol. 114(C).
- Rochet, Jean-Charles & Carlier, Guillaume & Dupuis, Xavier & Thanassoulis, John, 2024. "A General Solution to the Quasi Linear Screening Problem," TSE Working Papers 24-1537, Toulouse School of Economics (TSE).
- Guillaume Carlier & Xavier Dupuis & Jean-Charles Rochet & John Thanassoulis, 2024. "A General Solution to the Quasi Linear Screening Problem," Post-Print hal-04598698, HAL.
- Alain Jean-Marie & Mabel Tidball, 2024. "Equilibrium bids for reverse auctions when the budget is announced - Some preliminary results [Équilibres pour les enchères inversées quand le budget est annoncé – Quelques résultats préliminaires]," Working Papers hal-04520388, HAL.
- Bertram, Justus & Ruhnke, Carsten S. & Schöndube, Jens Robert, 2024. "Optimal Degree of Remote Work," Hannover Economic Papers (HEP) dp-718, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Shchestyuk, Nataliya & Tyshchenkob, Sergii, 2024. "Subdiffusive option price model with Inverse Gaussian subordinator," Working Papers 2024:1, Örebro University, School of Business.
- Oluwakemi ODUNTAN, 2024. "Assessing the food security status of rice farming households: A case study of Oyo State, Nigeria," Romanian Journal of Economics, Institute of National Economy, vol. 59(2(68)), pages 269-287, December.
- Zareei, Afsaneh & Falahi, Mohammad Ali & Wadensjö, Eskil & Sadati, Saeed Malek, 2024. "International Sanctions and Labor Emigration: A Case Study of Iran," IZA Discussion Papers 17062, Institute of Labor Economics (IZA).
- Charles Guy Njike Leunga & Donatien Hainaut, 2024. "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, vol. 20(1), pages 1-43, March.
- Perpetual Andam Boiquaye & Philip Protter, 2024. "Probability of no default for a microloan under uncertainty," Annals of Finance, Springer, vol. 20(4), pages 521-528, December.
- Vinícius Ferraz & Thomas Pitz, 2024. "Analyzing the Impact of Strategic Behavior in an Evolutionary Learning Model Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 437-475, February.
- Markus Schulze, 2024. "Comment on “The best Condorcet‑compatible election method: Ranked Pairs”," Constitutional Political Economy, Springer, vol. 35(3), pages 439-442, September.
- Sidi Mohammed Chekouri & Abderrahim Chibi & Mohamed Benbouziane, 2024. "Public debt dynamics and fiscal sustainability in selected North African countries: new evidence from recurrent explosive behavior tests and quantile unit root analysis," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-27, April.
- Subhankar Jana & Anjali Patel & Juthika Mahanta, 2024. "Deriving fuzzy topological relations from incomplete observations," Journal of Geographical Systems, Springer, vol. 26(1), pages 117-147, January.
- Alan T. Murray & Luc Anselin & Sergio J. Rey, 2024. "Arthur Getis: a legend in geographical systems," Journal of Geographical Systems, Springer, vol. 26(2), pages 181-190, April.
- Yukio Sadahiro & Hidetaka Matsumoto, 2024. "Analysis of a spatial point pattern in relation to a reference point," Journal of Geographical Systems, Springer, vol. 26(3), pages 351-373, July.
- Markus Trunschke & Kenneth L. Judd, 2024. "Estimating Gross Output Production Functions," NBER Working Papers 33205, National Bureau of Economic Research, Inc.
- A. Smyk & K. Webel, 2024. "Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+," Documents de Travail de l'Insee - INSEE Working Papers m2024-04, Institut National de la Statistique et des Etudes Economiques.
- Ștefan RUSU & Marcel BOLOȘ, 2024. "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 33(1), pages 337-344, July.
- Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024. "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 113-128, February.
- Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2024. "Cluster Evolution Analytics," MPRA Paper 120220, University Library of Munich, Germany.
- Harit, Aditya, 2024. "Macroeconomic Model of Generalized Feudal System," MPRA Paper 121771, University Library of Munich, Germany.
- Harit, Aditya, 2024. "Economic Model for Stubble Burning in India: A Keynesian Framework," MPRA Paper 122164, University Library of Munich, Germany.
- Harit, Aditya, 2024. "The Economic Implications of AI-Driven Automation: A Dynamic General Equilibrium Analysis," MPRA Paper 122244, University Library of Munich, Germany.
- Aknouche, Abdelhakim, 2024. "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper 122287, University Library of Munich, Germany.
- Andrianady, Josué R., 2024. "Estimation du choc de productivité et de préférence avec un petit modèle DSGE sans gouvernement et sans commerce [Estimating productivity and preference shocks using a small DSGE model without gove," MPRA Paper 122575, University Library of Munich, Germany.
- Luz Judith Rodriguez Esparza & Julio Cesar Macias Ponce & Roberto Alejandro Ku Carrillo, 2024. "Una nueva solucion para la distribucion de recursos basada en niveles y asignacion de incentivos," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(2), pages 29-46, July-Dece.
- Basiri, Reza & Abedian, Mansour & Aghasi, Saeed & Dashtaali, Zahra, 2024. "Presenting a Model to Determine the Equilibrium in an Electricity Oligopoly with Strategic Investment Decisions: a Case Study," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 11(2), pages 249-280, September.
- Deepankar Basu & Cameron Haas & Thanos Moraitis, 2024. "Intensification of Labor and the Rate and Form of Exploitation," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(1), pages 26-50, March.
- Dong-Min Rieu, 2024. "Labor Intensification and Value Production," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(4), pages 613-618, December.
- Deepankar Basu & Cameron Haas & Thanos Moraitis, 2024. "Labor Intensification and Value Production: A Rejoinder," Review of Radical Political Economics, Union for Radical Political Economics, vol. 56(4), pages 619-623, December.
- Cécile Bastidon & Antoine Parent, 2024.
"Cliometrics of world stock markets evolving networks,"
Annals of Operations Research, Springer, vol. 332(1), pages 23-53, January.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-04255788, HAL.
- Cécile Bastidon & Antoine Parent, 2022. "Cliometrics of world stock markets evolving networks," Post-Print hal-03570692, HAL.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2024. "CBI-time-changed Lévy processes for multi-currency modeling," Annals of Operations Research, Springer, vol. 336(1), pages 127-152, May.
- Bo Li & Guangle Du, 2024. "Reaction Function for Financial Market Reacting to Events or Information," Annals of Data Science, Springer, vol. 11(4), pages 1265-1290, August.
- Kouhei Kikuchi & Soushi Suzuki & Peter Nijkamp, 2024. "International efficiency evaluation of education and impacts of bullying: a value inversion–data envelopment analysis approach," Asia-Pacific Journal of Regional Science, Springer, vol. 8(1), pages 137-164, March.
- Thomas Brenner & Sonja Jeddeloh, 2024. "Path dependence in an evolving system: a modeling perspective," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 18(1), pages 1-36, January.
- Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024. "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, vol. 6(4), pages 605-638, December.
- Motoki Otsuka, 2024. "The existence of Walrasian equilibrium: infinitely many commodities, measure space of agents, and discontinuous preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 119-140, December.
- Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024. "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, vol. 28(3), pages 813-863, July.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2024.
"Cost-efficient payoffs under model ambiguity,"
Finance and Stochastics, Springer, vol. 28(4), pages 965-997, October.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022. "Cost-efficient Payoffs under Model Ambiguity," Papers 2207.02948, arXiv.org, revised Aug 2023.
- Nidhal Mgadmi & Tarek Sadraoui & Ameni Abidi, 2024. "Causality between stock indices and cryptocurrencies before and during the Russo–Ukrainian war," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 71(2), pages 301-323, June.
- Konrad Podczeck & Nicholas C. Yannelis, 2024. "Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent preferences, without free disposal, and with an infinite-dimensional commodity space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 389-401, September.
- Peixuan Li & Chuangyin Dang & P. Jean-Jacques Herings, 2024.
"Computing perfect stationary equilibria in stochastic games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Other publications TiSEM 5b68f5d7-3209-4a1b-924c-6, Tilburg University, School of Economics and Management.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Discussion Paper 2023-006, Tilburg University, Center for Economic Research.
- Fausto Gozzi & Federica Masiero & Mauro Rosestolato, 2024. "An optimal advertising model with carryover effect and mean field terms," Mathematics and Financial Economics, Springer, volume 18, number 9, February.
- Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2024. "Caballero–Engel meet Lasry–Lions: A uniqueness result," Mathematics and Financial Economics, Springer, volume 18, number 13, February.
- Matheus Pereira Libório & Petr Iakovlevitch Ekel & Patrícia Bernardes & Luiz Flávio Autran Monteiro Gomes & Douglas Alexandre Gomes Vieira, 2024. "Specialists’ knowledge and cognitive stress in making pairwise comparisons," OPSEARCH, Springer;Operational Research Society of India, vol. 61(1), pages 51-70, March.
- Maria-Laura Torrente & Pierpaolo Uberti, 2024. "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 35-55, February.
- Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024. "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2087-2101, June.
- Rosa Ferrentino & Luca Vota, 2024. "A statistical-mathematical procedure to estimate the output effect of wage rigidities," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(4), pages 4003-4028, August.
- Isabel Almudi & Francisco Fatas-Villafranca & John Foster & Jason Potts, 2024. "Coevolution and dynamic processes: an introduction to this issue and avenues for future research," Review of Evolutionary Political Economy, Springer, vol. 5(3), pages 399-423, October.
- Anouar Ben Mabrouk & Majed S. Balalaa, 2024. "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 172(2), pages 393-427, March.
- Oihana Aristondo & Olatz Grijalba & Eneritz Onaindia & Silvia Perez-Bezos, 2024. "Quantifying Household Discomfort Perception: An Application for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 175(2), pages 577-612, November.
- Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024.
"A general solution to the quasi linear screening problem,"
Journal of Mathematical Economics, Elsevier, vol. 114(C).
- Guillaume Carlier & Xavier Dupuis & Jean-Charles Rochet & John Thanassoulis, 2024. "A General Solution to the Quasi Linear Screening Problem," Post-Print hal-04598698, HAL.
- Rochet, Jean-Charles & Carlier, Guillaume & Dupuis, Xavier & Thanassoulis, John, 2024. "A General Solution to the Quasi Linear Screening Problem," TSE Working Papers 24-1537, Toulouse School of Economics (TSE).
- Rosen Nikolaev & Tanka Milkova, 2024. "One feature in the assessment of investments in a recession," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 15-25.
- Kopytko Marta & Sylkin Oleksandr & Ruda Iryna, 2024. "A methodological approach to optimizing financial resources to increase the level of economic security in a dynamic external environment," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(1), pages 29-38, March.
- Andriі Stasyshyn & Ruda Iryna & Tkachuk Dmytro & Galika Volodymyr, 2024. "Using Adaptive Potential to Counteract Crisis Situations in the Context of Ensuring Financial Security and Business Sustainability of Enterprises," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(2), pages 15-25.
- Kopytko Marta & Ruda Iryna & Yatsyk Mariana & Viunyk Olha, 2024. "Effective Strategy for Implementing State Financial Assistance in the Use of Alternative Energy Technologies for Critical Infrastructure Enterprises under Elevated National Security Threats," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 20(4), pages 96-108.
- Mirescu Lucian & Popescu Liviu, 2024. "Forecasts of Performance Indicators in the Health System Using the Arima Method," Journal of Social and Economic Statistics, Sciendo, vol. 13(1), pages 1-22.
- Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024.
"Four Stylized Facts About Covid‐19,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 3-42, February.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," FRB Atlanta Working Paper 2020-15, Federal Reserve Bank of Atlanta.
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," NBER Working Papers 27719, National Bureau of Economic Research, Inc.
- Andrew Atkeson & Karen A. Kopecky & Tao Zha, 2020. "Four Stylized Facts about COVID-19," Staff Report 611, Federal Reserve Bank of Minneapolis.
- Andrey Itkin (ed.), 2024. "Reviews in Modern Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13553, October.
- Isaak D Mayergoyz & Can E Korman, 2024. "Theory of Macroeconomic Hysteresis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13766, October.
- Carlos Molina-Jimenez & Dann Toliver & Hazem Danny Nakib & Jon Crowcroft, 2024. "Fair Exchange:Theory and Practice of Digital Belongings," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0448, October.
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2023
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"Dynamic Arrangements in Economic Theory: Level-Agnostic Representation,"
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- Carlo Drago & Loris Di Nallo & Maria Lucetta Russotto, 2023.
"Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators,"
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"Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires,"
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"Dynamic Arrangements in Economic Theory: Level-Agnostic Representations,"
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"On sustainable equilibria,"
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"Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators,"
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"Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks,"
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- Govindan, Srihari & Laraki, Rida & Pahl, Lucas, 2023.
"On sustainable equilibria,"
Journal of Economic Theory, Elsevier, vol. 213(C).
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- René Van Den Brink & Agnieszka Rusinowska, 2023.
"Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks,"
Documents de travail du Centre d'Economie de la Sorbonne
23012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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"Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks,"
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- René van den Brink & Agnieszka Rusinowska, 2024. "Degree centrality, von Neumann-Morgenstern expected utility and externalities in networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04188289, HAL.
- René Van Den Brink & Agnieszka Rusinowska, 2023. "Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks," Documents de travail du Centre d'Economie de la Sorbonne 23012r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2024.
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"Incorporating Theory-Consistent Endogenous Markups into Applied General-Equilibrium Models,"
Journal of Global Economic Analysis, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, vol. 8(2), pages 60-99, December.
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- Suleyman NOKEROV & Govshut AKMYRADOV & Daniel BADULESCU, 2023. "Analysis Of The Optimal Location Of Bank Automated Teller Machines (Atms) In Turkmenistan," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 8(2), pages 103-113, September.
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"Nowcasting Madagascar's real GDP using machine learning algorithms,"
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- Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper 119574, University Library of Munich, Germany.
- Benites Gutiérrez, Luis Alberto & Matheu Pérez, Alexis & Espinoza Mosqueda, Rafael & Ruff Escobar, Claudio & Inca Alayo, Martin & Ruiz Toledo, Marcelo & Cortés Cancino, Roberto, 2023. "Los clústeres como alternativa estratégica para la competitividad de las pymes: caso industria cuero y calzado en Perú [Clusters as a strategic alternative for the competitiveness of SMEs: case of ," 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, vol. 35(1), pages 136-156, June.
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- Carlos Ernesto Flores Tapia & Santiago Mauricio Loza Sánchez & Nadia Micaela Zamora Flores & Karla Lissette Flores Cevallos, 2023. "Teoría de juegos aplicada a la toma de decisiones en contextos empresariales competitivos en el mercado de bicicletas y motocicletas [Game theory applied to decision making in competitive business ," 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, vol. 36(1), pages 1-14, December.
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- Saccal, Alessandro, 2023. "A finite, empirically useless and almost sure VAR representation for all minimal transition equations," MPRA Paper 116435, University Library of Munich, Germany.
- Molintas, Dominique Trual, 2023. "Inclusive Growth, The Cordillera Corridor Tea Trade Treaty," MPRA Paper 116893, University Library of Munich, Germany.
- Molintas, Dominique Trual, 2023. "Inclusive Growth, The Cordillera Corridor Tea Trade Treaty," MPRA Paper 117014, University Library of Munich, Germany.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
- Molintas, Dominique Trual, 2023. "Inclusive Growth, The Cordillera Corridor Tea Trade Treaty," MPRA Paper 118131, University Library of Munich, Germany.
- Glötzl, Erhard & Glötzl, Florentin & Richters, Oliver & Binter, Lucas, 2023. "General Constrained Dynamic Models in Economics - General Dynamic Theory of Economic Variables - Beyond Walras and Keynes," MPRA Paper 118314, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance Practices: Anomaly Pattern Recognition," MPRA Paper 118393, University Library of Munich, Germany.
- Liu, Kaiola, 2023. "Quantitative and Qualitative Finance: ADSM," MPRA Paper 118399, University Library of Munich, Germany.
- Kleiner, George, 2023. "Доказательное Моделирование Как Перспективный Инструмент Научного Исследования Социально-Экономических Процессов [Evidence-based Modeling as a Perspective Tool for Scientific Research of Socio-econ," MPRA Paper 119300, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia, 2023. "A New Approach To Optimal Solutions Of Noncooperative Games: Accounting For Savage–Niehans Risk," MPRA Paper 119395, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia & Samsonov, Sergey, 2023. "Guaranteed Solution For Risk-Neutral Decision Maker: An Analog Of Maximin In Single-Criterion Choice Problem," MPRA Paper 119396, University Library of Munich, Germany.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Smirnova, Lidia, 2023. "Synthesis of equilibrium," MPRA Paper 119397, University Library of Munich, Germany.
- Franck Ramaharo & Gerzhino Rasolofomanana, 2023.
"Nowcasting Madagascar's real GDP using machine learning algorithms,"
Papers
2401.10255, arXiv.org.
- Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper 119574, University Library of Munich, Germany.
- Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv vpuac, Center for Open Science.
- Jose Carlos Espinoza, 2023. "Aproximacion del ciclo politico economico con series de Fourier," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 20(2), pages 53-68, Julio-Dic.
- Liepold, Constanze & Fabianek, Paul & Madlener, Reinhard, 2023. "A Multi-Criteria Assessment Framework for Direct Load Control in Residential Buildings from an Occupants’ Perspective," FCN Working Papers 15/2023, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Ferrentino, Rosa & Vota, Luca, 2023. "A mathematical contribution to the economic growth theory. Evidence on the relationship between wages and output from the Italian regions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 57, pages 111-133.
- Diderich, Claude, 2023. "The Truth Behind Artificial Intelligence: Illustrated by Designing an Investment Advice Solution," Journal of Financial Transformation, Capco Institute, vol. 58, pages 116-125.
- Carmen GASPAROTTI & Glencora-Maria BENEC MINCU & Cristina NITU & Alina RAILEANU & Andra ȚURCANU (MARCU), 2023. "Ports Digitization - A Challenge for Sustainable Development," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 143-160, June.
- Tatiana V. Divina (Дивина, Татьяна), 2023. "Hierarchy Analysis Method as a Tool of Improvement of the Rating System of Students’ Results Assessment in Higher Educational Economic Institutions [Метод Анализа Иерархий Как Инструмент Совершенст," Economic environment, Russian Presidential Academy of National Economy and Public Administration, issue 4(46), pages 28-36.
- Zaytsev, Aleksey (Зайцев, Алексей), 2023. "An algorithm for quickly finding long-term equilibria in models of overlapping generations [Алгоритм Быстрого Нахождения Долгосрочных Равновесий В Моделях Пересекающихся Поколений]," Working Papers w20220230, Russian Presidential Academy of National Economy and Public Administration.
- Hiep Truong Thanh & Hong Nguyen Thi Bich, 2023. "The Role of Social Capital on the Searching Behaviours of a Job Seeker in the Multiple Labour Markets," Studies in Microeconomics, , vol. 11(3), pages 374-381, December.
- Roman Kosmalski, 2023. "Równość czy efektywność. Wpływ polityki spójności na procesy wzrostu gospodarczego w województwach," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 54-71.
- Meitner Cadena & Michel Denuit, 2023. "Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 569-582, December.
- Hélène Halconruy, 2023. "The insider trading problem in a jump-binomial model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(2), pages 379-413, December.
- A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2023. "Deep stochastic optimization in finance," Digital Finance, Springer, vol. 5(1), pages 91-111, March.
- Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023. "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 285-305, June.
- Álvaro Cartea & Leandro Sánchez-Betancourt, 2023. "Optimal execution with stochastic delay," Finance and Stochastics, Springer, vol. 27(1), pages 1-47, January.
- Guanxing Fu & Chao Zhou, 2023. "Mean field portfolio games," Finance and Stochastics, Springer, vol. 27(1), pages 189-231, January.
- Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023. "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, vol. 27(2), pages 467-501, April.
- Yunhong Li & Zuo Quan Xu & Xun Yu Zhou, 2023. "Robust utility maximisation with intractable claims," Finance and Stochastics, Springer, vol. 27(4), pages 985-1015, October.
- Claudio Fontana & Simone Pavarana & Wolfgang J. Runggaldier, 2023. "A stochastic control perspective on term structure models with roll-over risk," Finance and Stochastics, Springer, vol. 27(4), pages 903-932, October.
- Mikhail Freer & César Martinelli, 2023.
"An algebraic approach to revealed preference,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 717-742, April.
- Mikhail Freer & Cesar Martinelli, 2020. "An Algebraic Approach to Revealed Preference," Working Papers 1078, George Mason University, Interdisciplinary Center for Economic Science.
- Mikhail Freer & Cesar Martinelli, 2021. "An algebraic approach to revealed preferences," Papers 2105.15175, arXiv.org.
- Mostafa Mardani Najafabadi & Hanieh Kazmi & Somayeh Shirzadi Laskookalayeh & Abas Abdeshahi, 2023. "Investigating the ability of fuzzy and robust DEA models to apply uncertainty conditions: an application for date palm producers," OPSEARCH, Springer;Operational Research Society of India, vol. 60(2), pages 776-801, June.
- Andrew Phiri, 2023. "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4255-4284, October.
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- Alastaire Sena Alinsato & Kora Hafiz Bete & Nassibou Bassongui, 2023. "A climate–economy model in a stochastic differential equilibrium with fractional Brownian motions and Poisson jumps," SN Business & Economics, Springer, vol. 3(8), pages 1-23, August.
- René Van Den Brink & Agnieszka Rusinowska, 2023.
"Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks,"
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- Rene’ van den Brink & Agnieszka Rusinowska, 2023. "Degree Centrality, von Neumann-Morgenstern Expected Utility and Externalities in Networks," Tinbergen Institute Discussion Papers 23-061/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2024. "Degree centrality, von Neumann-Morgenstern expected utility and externalities in networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04188289, HAL.
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"Computing perfect stationary equilibria in stochastic games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
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"Computing perfect stationary equilibria in stochastic games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
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"Policy distortions and aggregate productivity with endogenous establishment-level productivity,"
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- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
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"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
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- P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
- J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
- J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
- D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
- D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
- A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
- B. Dupire, 2023. "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 17, pages 377-391, World Scientific Publishing Co. Pte. Ltd..
- D. Gatarek & J. Jabłecki, 2023. "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 18, pages 393-412, World Scientific Publishing Co. Pte. Ltd..
- N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
- E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
- H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
- D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
- P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
- M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
- Carlo Acerbi & Balazs Szekely, 2023. "Backtestability and the Ridge Backtest," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 3, pages 61-100, World Scientific Publishing Co. Pte. Ltd..
- Maxim Bichuch & Ke Chen, 2023. "A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 4, pages 101-140, World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2023.
"Data-Driven Non-Parametric Robust Control under Dependence Uncertainty,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 5, pages 141-178,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2022. "Data-Driven Nonparametric Robust Control under Dependence Uncertainty," Papers 2209.04976, arXiv.org.
- Peter Carr & Umberto Cherubini, 2023. "Option Pricing Generators," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 6, pages 179-209, World Scientific Publishing Co. Pte. Ltd..
- Tahir Choulli & Ferdoos Alharbi, 2023. "Representation for Martingales Living after a Random Time with Applications," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 7, pages 211-264, World Scientific Publishing Co. Pte. Ltd..
- Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2023. "Derivatives’ Risks as Costs in a One-Period Network Model," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 8, pages 265-310, World Scientific Publishing Co. Pte. Ltd..
- Freddy Delbaen & Chitro Majumdar, 2023. "Approximation with Independent Variables," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 9, pages 311-327, World Scientific Publishing Co. Pte. Ltd..
- Walter Farkas & Francesco Ferrari & Urban Ulrych, 2023. "Pricing Autocallables under Local-Stochastic Volatility," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 10, pages 329-378, World Scientific Publishing Co. Pte. Ltd..
- Helyette Geman & Yuanye Ma, 2023. "Not All Oil Storage Shocks Are Alike: The Case of WTI during Times of COVID-19," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 11, pages 379-392, World Scientific Publishing Co. Pte. Ltd..
- Paul Glasserman & Dan Pirjol, 2023. "Total Positivity and Relative Convexity of Option Prices," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 12, pages 393-443, World Scientific Publishing Co. Pte. Ltd..
- Tugce Karatas & Amir Oskoui & Ali Hirsa, 2023. "Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 13, pages 445-474, World Scientific Publishing Co. Pte. Ltd..
- Robert A. Jarrow & Yuxuan Liu, 2023. "Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 14, pages 475-510, World Scientific Publishing Co. Pte. Ltd..
- Xiaodong Chen & Roger Lee, 2023. "EMA-Type Trading Strategies Maximize Utility under Partial Information," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 15, pages 511-536, World Scientific Publishing Co. Pte. Ltd..
- Dilip B. Madan & Wim Schoutens & King Wang, 2023. "Option Returns," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 16, pages 537-568, World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2023.
"Supermartingale Brenier’s Theorem with Full-Marginal Constraint,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 17, pages 569-636,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2022. "Supermartingale Brenier's Theorem with full-marginals constraint," Papers 2212.14174, arXiv.org.
- Maziar Raissi, 2023. "Forward–Backward Stochastic Neural Networks: Deep Learning of High-Dimensional Partial Differential Equations," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 18, pages 637-655, World Scientific Publishing Co. Pte. Ltd..
- Bastien Baldacci & Paul Jusselin & Mathieu Rosenbaum, 2023. "How to Design a Derivatives Market?," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 19, pages 657-699, World Scientific Publishing Co. Pte. Ltd..
- Jingyan Zhang & Wim Schoutens, 2023. "A Moment Matching Calibration under the Bilateral Gamma Model and Its Application," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 20, pages 701-724, World Scientific Publishing Co. Pte. Ltd..
- Eckhard Platen & Stefan Tappe, 2023. "Exploiting Arbitrage Requires Short Selling," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 21, pages 725-752, World Scientific Publishing Co. Pte. Ltd..
- Umut Çetin & Henri Waelbroeck, 2023. "Power Laws in Market Microstructure," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 22, pages 753-819, World Scientific Publishing Co. Pte. Ltd..
- Yuri Imamura & Ju-Yi Yen, 2023. "An Extension with Illustrations of the Azéma–Yor Algorithm for Solving Skorokhod Embedding Problem," World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 23, pages 821-841, World Scientific Publishing Co. Pte. Ltd..
- Webel, Karsten & Smyk, Anna, 2023. "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers 24/2023, Deutsche Bundesbank.
2022
- Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022. "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, vol. 26(Special), pages 102-123, December.
- María Florencia Arnaudo & Fernando Delbianco, 2022.
"Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires,"
Asociación Argentina de Economía Política: Working Papers
4535, Asociación Argentina de Economía Política.
- María Florencia Arnaudo & Fernando Delbianco, 2023. "Metodología para la estimación de la necesidad sanitaria. Aplicación en una localidad intermedia de la Provincia de Buenos Aires," Working Papers 236, Red Nacional de Investigadores en Economía (RedNIE).
- Vladislav SKALOZUB & Vadim HORIACHKIN & Ivan KLYMENKO, 2022. "Models and intellectual technologies used for analysis and process management under uncertainty," Access Journal, Access Press Publishing House, vol. 3(2), pages 185-200, April.
- Anderson, Robert M. & Duanmu, Haosui & Ghosh, Aniruddha & Khan, M. Ali, 2024.
"On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces,"
Journal of Economic Theory, Elsevier, vol. 217(C).
- Robert M. Anderson & Haosui Duanmu & Aniruddha Ghosh & M. Ali Khan, 2022. "On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces," Papers 2206.08437, arXiv.org, revised Jul 2023.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2024.
"Cost-efficient payoffs under model ambiguity,"
Finance and Stochastics, Springer, vol. 28(4), pages 965-997, October.
- Carole Bernard & Gero Junike & Thibaut Lux & Steven Vanduffel, 2022. "Cost-efficient Payoffs under Model Ambiguity," Papers 2207.02948, arXiv.org, revised Aug 2023.
- Erhan Bayraktar & Tao Chen, 2023.
"Data-Driven Non-Parametric Robust Control under Dependence Uncertainty,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 5, pages 141-178,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Tao Chen, 2022. "Data-Driven Nonparametric Robust Control under Dependence Uncertainty," Papers 2209.04976, arXiv.org.
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2023.
"Supermartingale Brenier’s Theorem with Full-Marginal Constraint,"
World Scientific Book Chapters, in: Robert A Jarrow & Dilip B Madan (ed.), Peter Carr Gedenkschrift Research Advances in Mathematical Finance, chapter 17, pages 569-636,
World Scientific Publishing Co. Pte. Ltd..
- Erhan Bayraktar & Shuoqing Deng & Dominykas Norgilas, 2022. "Supermartingale Brenier's Theorem with full-marginals constraint," Papers 2212.14174, arXiv.org.
- Faraje, Farhad & Alimoradi, Mehrdad & Farhang Moghaddam, Babak & Fadaee, Mahdi, 2022. "Optimal Planning for Transportation of Petroleum Products via Pipe-line According to the Demand Time Window for Minimizing Costs (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 27(3), pages 175-221, December.
- James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
- Adem BABACAN, 2022. "Toplu Taşımada Kullanılabilen Özel Halk Otobüsü Seçimi Çok Kriterli Karar Verme Yöntemi Analitik Hiyerarşi Prosesi Uygulaması," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 6(2), pages 127-146, December.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022. "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 107-140, July.
- Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022. "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 141-174, July.
- Mba Jules Clement & Mwambetania Mwambi Sutene, 2022. "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 173-190, April.
- Topcu Guloksuz Cigdem & Kumar Pranesh, 2022. "A new bivariate Archimedean copula with application to the evaluation of VaR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 273-285, April.
- Rémi Lauvergne & Yannick Perez & Alberto Tejeda, 2022. "Modeling electric vehicle charging patterns: A review," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 247-286.
- Markus Roth, 2022. "Reformperspektiven für die deutsche Altersvorsorge Der Koalitionsvertrag aus rechtsvergleichender Sicht: Von Schweden lernen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 75(02), pages 28-38, February.
- Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022. "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series 22-43, Swiss Finance Institute.
- Rafael Torres Gaviria, 2022. "Horsemen of the apocalypse: The Mongol Empire and the great divergence," Documentos CEDE 20533, Universidad de los Andes, Facultad de Economía, CEDE.
- Karen Gabriela Rojas Contreras, 2022. "¿El tratado de libre comercio entre Colombia y Estados Unidos incentivó el comercio bilateral?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 41(86), pages 1-45, May.
- Leobaldo Molero Oliva & Esmeralda Matilde Villegas Pocaterra & Emmanuel Victorio Borgucci García & Nelson José Labarca Ferrer, 2022. "Convergencia estocástica en el Índice de Complejidad Económica: el caso de América Latina y el Caribe, 1995-2019," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(2), pages 313-350, June.
- Damián Pierri & Hernán D. Seoane, 2022.
"An Ergodic Theory of Sovereign Default,"
Working Papers
206, Red Nacional de Investigadores en Economía (RedNIE).
- Pierri, Damian Rene, 2022. "An ergodic theory of sovereign default," UC3M Working papers. Economics 36164, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Atilla AYDIN, 2022. "Turkiye Havayolu Tasimaciligi Sektorunun Yapisal Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 10(2), pages 55-69.
- Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
- Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022. "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
- Mignanego, Fausto & Sbuelz, Alessandro, 2022. "Analytical cyclical price–dividend ratios," Economics Letters, Elsevier, vol. 215(C).
- Attar, M. Aykut & Tekin-Koru, Ayça, 2022. "Latent social distancing: Identification, causes and consequences," Economic Systems, Elsevier, vol. 46(1).
- Keles, Dogan & Dehler-Holland, Joris, 2022. "Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming," Energy Economics, Elsevier, vol. 106(C).
- Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022. "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, vol. 107(C).
- Secomandi, Nicola, 2022. "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, vol. 112(C).
- Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022. "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, vol. 112(C).
- Göke, Leonard & Kendziorski, Mario & Kemfert, Claudia & Hirschhausen, Christian von, 2022. "Accounting for spatiality of renewables and storage in transmission planning," Energy Economics, Elsevier, vol. 113(C).
- Falbo, Paolo & Pelizzari, Cristian & Rizzini, Giorgio, 2022. "Optimal incentive for electric vehicle adoption," Energy Economics, Elsevier, vol. 114(C).
- Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022. "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Orlando, Giuseppe & Bufalo, Michele, 2022. "Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model," Finance Research Letters, Elsevier, vol. 47(PA).
- Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022. "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, vol. 47(PB).
- Vazirani, Vijay V., 2022. "The general graph matching game: Approximate core," Games and Economic Behavior, Elsevier, vol. 132(C), pages 478-486.
- Chi, Yichun & Zhuang, Sheng Chao, 2022. "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 22-41.
- Marri, Fouad & Moutanabbir, Khouzeima, 2022. "Risk aggregation and capital allocation using a new generalized Archimedean copula," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 75-90.
- Huang, Yiming & Mamon, Rogemar & Xiong, Heng, 2022. "Valuing guaranteed minimum accumulation benefits by a change of numéraire approach," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 1-26.
- Wang, Qiuqi & Wang, Ruodu & Zitikis, Ričardas, 2022. "Risk measures induced by efficient insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 56-65.
- Liang, Xiaoqing & Wang, Ruodu & Young, Virginia R., 2022. "Optimal insurance to maximize RDEU under a distortion-deviation premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 104(C), pages 35-59.
- Albrecher, Hansjörg & Finger, Dina & Goffard, Pierre-O., 2022. "Blockchain mining in pools: Analyzing the trade-off between profitability and ruin," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 313-335.
- Hu, Changyue & Quan, Zhiyu & Chong, Wing Fung, 2022. "Imbalanced learning for insurance using modified loss functions in tree-based models," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 13-32.
- Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 364-389.
- Goegebeur, Yuri & Guillou, Armelle & Pedersen, Tine & Qin, Jing, 2022. "Extreme-value based estimation of the conditional tail moment with application to reinsurance rating," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 102-122.
- Mercè Claramunt, M. & Lefèvre, Claude & Loisel, Stéphane & Montesinos, Pierre, 2022. "Basis risk management and randomly scaled uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 123-139.
- Li, Shu & Zhou, Xiaowen, 2022. "The Parisian and ultimate drawdowns of Lévy insurance models," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 140-160.
- Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022. "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Gorokhovsky, Alexander & Rubinchik, Anna, 2022.
"Necessary and sufficient conditions for determinacy of asymptotically stationary equilibria in OLG models,"
Journal of Economic Theory, Elsevier, vol. 204(C).
- Alexander Gorokhovsky & Anna Rubinchik, 2019. "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers 2179, Cowles Foundation for Research in Economics, Yale University.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022.
"Closed-form portfolio optimization under GARCH models,"
Operations Research Perspectives, Elsevier, vol. 9(C).
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022.
"A new measure of the resilience for networks of funds with applications to socially responsible investments,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
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Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
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"Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium,"
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- Nicole El Karoui & Antoine Parent & Pierre-Charles Pradier, 2022.
"Louis Bachelier's Théorie de la spéculation : The missing piece in Walras' general equilibrium,"
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- Yi-Long Hsiao & Chien-Jung Ting, 2022. "Pricing Rent-to-Own Options with a Barrier Level: Taking Housing Contracts as an Example," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-3.
- Rosa Ferrentino & Luca Vota, 2022. "A Mathematical Model for the Pricing of Derivative Financial Products: the Role of the Banking Supervision and of the Model Risk," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(1), pages 1-2.
- Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022. "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 483-493, September.
- Da-Rocha, José-María & Restuccia, Diego & Tavares, Marina M., 2023.
"Policy distortions and aggregate productivity with endogenous establishment-level productivity,"
European Economic Review, Elsevier, vol. 155(C).
- Marina Mendes Tavares & Diego Restuccia & Jose-Maria Da-Rocha, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," 2014 Meeting Papers 1196, Society for Economic Dynamics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2023. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-750, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
- José-María Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," NBER Working Papers 23339, National Bureau of Economic Research, Inc.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-579, University of Toronto, Department of Economics.
- Jose Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-523, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2016. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-558, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2021. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-702, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2019. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-629, University of Toronto, Department of Economics.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022.
"Learning about profitability and dynamic cash management,"
Journal of Economic Theory, Elsevier, vol. 205(C).
- Jean-Paul Décamps & Stéphane Villeneuve, 2022. "Learning about profitability and dynamic cash management," Post-Print hal-04164661, HAL.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2022. "Learning about profitability and dynamic cash management," TSE Working Papers 22-1301, Toulouse School of Economics (TSE).
- Rosen Nikolaev, 2022. "Long-term Recurring Deposits with Variable Installments," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 11(1), pages 149-156, April.
- Račić Željko V. & Kovačević Slaviša & Babić Nemanja, 2022. "I distance application in the ranking of Group 8 and European Union countries by level of development," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(2), pages 43-52, December.
- Kantšukov Mark & Sander Priit, 2022. "Optimal Holding Period of an Investment Property Under Different Systems of Income Taxation – An Individual Investor’s Perspective," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 12-29, September.
- Sulejmani Artan & Tevdovski Dragan, 2022. "How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances," South East European Journal of Economics and Business, Sciendo, vol. 17(1), pages 1-13, June.
- Dorje Brody & Lane Hughston & Andrea Macrina (ed.), 2022. "Financial Informatics:An Information-Based Approach to Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12533, October.
- Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), 2022. "Recent Trends in Financial Engineering:Towards More Sustainable Social Impact," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12892, October.
- J Robert Buchanan, 2022. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12964, October.
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Beyond Hazard Rates: A New Framework for Credit-Risk Modelling," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 1, pages 1-27, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Information-Based Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 2, pages 29-64, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Dam rain and cumulative gain," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 3, pages 65-86, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Mark H. A. Davis & Robyn L. Friedman & Lane P. Hughston, 2022. "Informed traders," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 4, pages 87-106, World Scientific Publishing Co. Pte. Ltd..
- Dorje Brody & Robyn Friedman, 2022. "Information of interest," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 5, pages 107-112, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Credit Risk, Market Sentiment and Randomly-Timed Default," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 6, pages 113-126, World Scientific Publishing Co. Pte. Ltd..
- Edward Hoylea & Lane P. Hughston & Andrea Macrina, 2022. "Lévy random bridges and the modelling of financial information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 7, pages 127-155, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Modelling Information Flows in Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 8, pages 157-177, World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2022.
"Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes,"
World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193,
World Scientific Publishing Co. Pte. Ltd..
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-15.
- Jirô Akahori & Andrea Macrina, 2012. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Matheus R Grasselli & Lane P Hughston (ed.), Finance at Fields, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
- Jiro Akahori & Andrea Macrina, 2010. "Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes," Papers 1012.1878, arXiv.org.
- Dorje C. Brody & Lane P. Hughston, 2022. "Lévy information and the aggregation of risk aversion," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 10, pages 195-213, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "Signal processing with Lévy information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 11, pages 215-236, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina, 2022. "Heat Kernel Models For Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 12, pages 237-270, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina & Priyanka A. Parbhoo, 2022. "Randomised Mixture Models for Pricing Kernels," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 13, pages 271-305, World Scientific Publishing Co. Pte. Ltd..
- Andrea Macrina & Jun Sekine, 2022. "Stochastic modelling with randomized Markov bridges," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 14, pages 307-333, World Scientific Publishing Co. Pte. Ltd..
- Edward Hoyle & Andrea Macrina & Levent Ali Menguturk, 2022. "Modulated Information Flows In Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 15, pages 335-369, World Scientific Publishing Co. Pte. Ltd..
- Lane P. Hughston & Leandro Sánchez-Betancourt, 2022. "Pricing with Variance Gamma Information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 16, pages 371-392, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "On the Pricing of Storable Commodities," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 17, pages 393-404, World Scientific Publishing Co. Pte. Ltd..
- Dorje C. Brody & David M. Meier, 2022. "Mathematical Models for Fake News," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 18, pages 405-423, World Scientific Publishing Co. Pte. Ltd..
- Eleni Androulidaki & Michalis Doumpos & Constantin Zopounidis, 2022. "Evaluation of Innovation in EU Member States: A Multi-Dimensional Approach," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 1, pages 3-27, World Scientific Publishing Co. Pte. Ltd..
- Véronique Bessière & Eric Stéphany, 2022. "Reward-Based Crowdfunding: A Key Component in Development and Funding Strategies," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 2, pages 29-37, World Scientific Publishing Co. Pte. Ltd..
- Mathieu Mercadier, 2022. "CDS Approximation Accuracy Improvement with Cart and Random Forest Algorithms Based on a Time Span Including the COVID-19 Pandemic Period," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 3, pages 39-63, World Scientific Publishing Co. Pte. Ltd..
- Yves Rannou & Pascal Barneto & Mohamed Amine Boutabba, 2022. "Green Bond Market vs. Carbon Market in Europe: Two Different Trajectories but Some Complementarities," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 4, pages 67-94, World Scientific Publishing Co. Pte. Ltd..
- Vincenzo Buffa & Benjamin Le Pendeven, 2022. "Innovative Public Sustainability-Oriented Financial Mechanisms: The Case of Social Impact Bonds," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 5, pages 95-113, World Scientific Publishing Co. Pte. Ltd..
- Marianna Eskantar & Michalis Doumpos & Aggeliki Liadaki & Constantin Zopounidis, 2022. "A Multi-Criteria Comparison of Financial Performance between Sustainable and Non-Sustainable Companies," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 6, pages 115-129, World Scientific Publishing Co. Pte. Ltd..
- Carine Girard-Guerraud & Jennifer Goodman & Céline Louche, 2022. "Transformations in Shareholder Activism: Past, Present, and Future," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 7, pages 133-164, World Scientific Publishing Co. Pte. Ltd..
- Sandrine Frémeaux & Carine Girard-Guerraud, 2022. "Ethics of the Sharing Economy: The Example of Reward- and Equity-Based Crowdfunding," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 8, pages 165-193, World Scientific Publishing Co. Pte. Ltd..
- Delphine Gibassier, 2022. "Measuring, Accounting, and Reporting Impact," World Scientific Book Chapters, in: Constantin Zopounidis & Carine Girard-Guerraud & Karima Bouaiss (ed.), Recent Trends in Financial Engineering Towards More Sustainable Social Impact, chapter 9, pages 195-227, World Scientific Publishing Co. Pte. Ltd..
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022.
"Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration,"
Economics Letters, Elsevier, vol. 213(C).
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 213.
- Dezhbakhsh, Hashem & Levy, Daniel, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," MPRA Paper 112493, University Library of Munich, Germany.
- Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
2021
- Aditya Chakraborty & Chris P. Tsokos, 2021. "A Real Data-Driven Clustering Approach for Countries Based on Happiness Score," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(Special15), pages 1031-1031, November.
- Carlo Drago, 2021.
"The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator,"
Working Papers
2021.21, Fondazione Eni Enrico Mattei.
- Drago, Carlo, 2021. "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers 313282, Fondazione Eni Enrico Mattei (FEEM).
- Serdar Alnıpak & Süleyman Kale, 2021. "Covid-19 Sürecinin Ulaştırma Sektörü Finansal Performansına Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(SI), pages 139-156.
- Petr Malecek, 2021. "Effects Of Demographic Structure In Growth Accounting And Labour Market Decompositions," International Journal of Economic Sciences, European Research Center, vol. 10(2), pages 103-113, December.
- Petr Malecek, 2021. "Effects Of Demographic Structure In Growth Accounting And Labour Market Decompositions," International Journal of Economic Sciences, European Research Center, vol. 10(2), pages 104-114, December.
- Olkhov, Victor, 2021.
"To VaR, or Not to VaR, That is the Question,"
MPRA Paper
105458, University Library of Munich, Germany.
- Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org, revised Apr 2024.
- Roncalli, Thierry & Cherief, Amina & Karray-Meziou, Fatma & Regnault, Margaux, 2021.
"Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk,"
MPRA Paper
108295, University Library of Munich, Germany.
- Thierry Roncalli & Amina Cherief & Fatma Karray-Meziou & Margaux Regnault, 2021. "Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk," Papers 2105.08377, arXiv.org.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021.
"A Fully Quantization-based Scheme for FBSDEs,"
Working Papers
07/2021, University of Verona, Department of Economics.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021. "A Fully Quantization-based Scheme for FBSDEs," Papers 2105.09276, arXiv.org.
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Mikhail Freer & César Martinelli, 2023.
"An algebraic approach to revealed preference,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 717-742, April.
- Mikhail Freer & Cesar Martinelli, 2020. "An Algebraic Approach to Revealed Preference," Working Papers 1078, George Mason University, Interdisciplinary Center for Economic Science.
- Mikhail Freer & Cesar Martinelli, 2021. "An algebraic approach to revealed preferences," Papers 2105.15175, arXiv.org.
- Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022.
"Closed-form portfolio optimization under GARCH models,"
Operations Research Perspectives, Elsevier, vol. 9(C).
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021.
"CBI-time-changed Lévy processes for multi-currency modeling,"
Working Papers
14/2021, University of Verona, Department of Economics.
- Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2021. "CBI-time-changed L\'evy processes for multi-currency modeling," Papers 2112.02440, arXiv.org, revised Jul 2022.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021.
"Unanimity under Ambiguity,"
Working Papers
2021-07, Auckland University of Technology, Department of Economics.
- Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2024. "Unanimity under Ambiguity," Working Papers 2024-01, Auckland University of Technology, Department of Economics.
- Osoolian, Mohammad & Koushki, Ali, 2021. "Prediction of Crisis in Tehran Stock Exchange with Entropy and Analyzing the Identified Crises such as Covid-19 (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 26(2), pages 133-152, September.
- Ahmadi, Akbar, 2021. "Optimal Pricing for Services of Iran’s Internet Exchange Points: A Fuzzy Geometric Programming Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 26(2), pages 3-41, September.
- Viktoriia Kyfyak & Andrii Antokhov & Serhii Todoriuk, 2021. "Business Model As A Value Management Tool," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 7(2).
- B. Venkatraja, 2021. "Does China exhibit any evidence of an Environmental Kuznets Curve? An ARDL bounds testing approach," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 88-110,111-.
- Simón A. Rella & Yuliya A. Kulikova & Emmanouil T. Dermitzakis & Fyodor A. Kondrashov, 2021. "Rates of SARS-COV-2 transmission and vaccination impact the fate of vaccine-resistant strains," Working Papers 2129, Banco de España.
- Drobne Samo, 2021. "Differences in Slovenian NUTS 3 Regions and Functional Regions by Gender," Business Systems Research, Sciendo, vol. 12(1), pages 45-59, May.
- Hajdinjak Melita, 2021. "Functions with Linear Price Elasticity for Forecasting Demand and Supply," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 149-168, January.
- Yuechen Dai & Tonghui Xu, 2021. "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics 21/13, University of Canterbury, Department of Economics and Finance.
- Luis Armando Galvis Aponte & Gabriel Rodríguez-Puello & Sara Ovallos Bencardino, 2021. "Calidad de vida laboral en Cartagena, Barranquilla y Santa Marta," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(82), pages 307-338, February.
- Gloria Isabel Rodriguez Lozano, 2021. "Los cambios en la productividad del sector bancario colombiano en el período 2002-2016," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 40(71), pages 105-132, February.
- Jorge Enrique Horbath Corredor, 2021. "La probabilidad de contagio y deceso por COVID-19 en pacientes indígenas y no indígenas iniciando la pandemia en México," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 40(72), pages 205-232, July.
- Héctor Darío Balseiro Barrios & Jorge Armando Luna Amador & Francisco Javier Maza Ávila, 2021. "Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 13(1), pages 19-41, March.
- Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Nguyen, Hien Phuc & Khieu, Hoang, 2021. "Progressive wealth tax: An inquiry into Biden’s tax policy," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 735-742.
- Zhang, Guangyong & Jiang, Le & Tian, Lixin & Fu, Min, 2021. "Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Deschatre, Thomas & Féron, Olivier & Gruet, Pierre, 2021. "A survey of electricity spot and futures price models for risk management applications," Energy Economics, Elsevier, vol. 102(C).
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021.
"The intrafirm complexity of systemically important financial institutions,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021.
"ESG investing: A chance to reduce systemic risk,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- Goffard, Pierre-Olivier & Laub, Patrick J., 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 350-371.
- Colaneri, Katia & Frey, Rüdiger, 2021. "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 498-507.
- Guerra, M. & de Moura, A.B., 2021. "Reinsurance of multiple risks with generic dependence structures," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 547-571.
- Furman, Edward & Kye, Yisub & Su, Jianxi, 2021. "Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 153-167.
- Koike, Takaaki & Hofert, Marius, 2021. "Modality for scenario analysis and maximum likelihood allocation," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 24-43.
- Christiansen, Marcus C. & Furrer, Christian, 2021. "Dynamics of state-wise prospective reserves in the presence of non-monotone information," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 81-98.
- Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo, 2021. "Optimal portfolio strategies in the presence of regimes in asset returns," Journal of Banking & Finance, Elsevier, vol. 123(C).
- Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
- Magdalou, Brice, 2021.
"A model of social welfare improving transfers,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Brice Magdalou, 2018. "A model of social welfare improving transfers," Working Papers hal-01975452, HAL.
- Brice Magdalou, 2021. "A model of social welfare improving transfers," Post-Print hal-03287960, HAL.
- Brice Magdalou, 2019. "A model of social welfare improving transfers," Post-Print halshs-02108590, HAL.
- Brice Magdalou, 2018. "A model of social welfare improving transfers," CEE-M Working Papers hal-01975452, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Liu, Yan, 2021. "Index option returns and generalized entropy bounds," Journal of Financial Economics, Elsevier, vol. 139(3), pages 1015-1036.
- Łuczak, Aleksandra & Kozera, Agnieszka, 2021. "A model to assess the development priorities of local administrations through the hierarchy of strategic factors," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 474-492.
- Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021.
"Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches,"
Resources Policy, Elsevier, vol. 73(C).
- Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Post-Print hal-03671370, HAL.
- Attar, M. Aykut, 2021. "Growth, distribution and dynamic inefficiency in Turkey: An analysis of the naïve neoclassical theory of capital," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 20-30.
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"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
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- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- 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, vol. 9(1), pages 35-43, 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, vol. 9(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, vol. 8(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, vol. 43(1), pages 17-41, June.
- Marwan Aloqeili, 2020. "The characterization of demand and excess demand functions, revisited," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 691-707, December.
- 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, vol. 43(2), pages 751-767, December.
- Roger Cooke & Alexander Golub, 2020. "Market-based methods for monetizing uncertainty reduction," Environment Systems and Decisions, Springer, vol. 40(1), pages 3-13, March.
- 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), vol. 8(2), pages 369-378, October.
- 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, vol. 10(1), pages 27-45, March.
- Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020. "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, vol. 24(2), pages 465-511, April.
- Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020. "The value of informational arbitrage," Finance and Stochastics, Springer, vol. 24(2), pages 277-307, April.
- Ben Hambly & Nikolaos Kolliopoulos, 2020. "Fast mean-reversion asymptotics for large portfolios of stochastic volatility models," Finance and Stochastics, Springer, vol. 24(3), pages 757-794, July.
- Matti Kiiski, 2020. "The Riesz representation theorem and weak∗ compactness of semimartingales," Finance and Stochastics, Springer, vol. 24(4), pages 827-870, October.
- 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, vol. 24(4), pages 981-1011, October.
- Christian Lohmann & Nils Crasselt, 2020. "Accounting for provisions: an economic analysis of intertemporal cost allocations and their incentive properties," Journal of Business Economics, Springer, vol. 90(5), pages 825-844, June.
- 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, vol. 44(2), pages 258-277, April.
- 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, vol. 15(4), pages 899-942, October.
- Gosselin, Pierre & Lotz, Aïleen & Wambst, Marc, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," MPRA Paper 89488, University Library of Munich, Germany.
- Aileen Lotz & Pierre Gosselin & Marc Wambst, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," Papers 1810.07178, arXiv.org.
- 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), vol. 70(2), pages 551-577, September.
- 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, vol. 49(3), pages 885-912, September.
- 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), vol. 18(3), pages 631-655, September.
- Jules Sadefo-Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Post-Print hal-02920323, HAL.
- Varun Mahajan & D. K. Nauriyal & S. P. Singh, 2020. "Domestic market competitiveness of Indian drug and pharmaceutical industry," Review of Managerial Science, Springer, vol. 14(3), pages 519-559, June.
- Chien-Jung Ting & Yi-Long Hsiao, 2020. "Exploring Solutions for the Trade Barriers in Taiwan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(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, vol. 9(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, vol. 20(6), pages 899-918, June.
- 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 103780, London School of Economics and Political Science, LSE Library.
- Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020. "Branching Diffusions with Jumps and Valuation with Systemic Counterparties," Working Paper Series 2020-04, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Christoph Belak & Daniel Hoffmann & Frank T. Seifried, 2020. "Continuous-Time Mean Field Games with Finite StateSpace and Common Noise," Working Paper Series 2020-05, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- James P. Gander, 2020. "A Complementary Micro Coronavirus Model Under Uncertainty and Utility," Working Paper Series, Department of Economics, University of Utah 2020_03, University of Utah, Department of Economics.
- Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020. "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers 2020:25, Department of Economics, University of Venice "Ca' Foscari".
- Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020. "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers 13/2020, University of Verona, Department of Economics.
- 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", vol. 8(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, vol. 12(1), pages 138-157, March.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020. "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers 2020-31, Faculty of Economic Sciences, University of Warsaw.
- 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, October.
- Andrey Itkin, 2020. "Local Volatility and Dupire’s Equation," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 1, pages 3-12, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Local Volatility Surface and No-arbitrage," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 2, pages 13-23, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Analytical Methods of Building the Local Volatility Surface," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 3, pages 27-60, World Scientific Publishing Co. Pte. Ltd..
- Andrey Itkin, 2020. "Regression-based Methods," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 4, pages 61-97, World Scientific Publishing Co. Pte. Ltd..
- P. Carr & A. Itkin, 2021.
"An Expanded Local Variance Gamma Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 949-987, April.
- Andrey Itkin, 2020. "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 5, pages 101-136, World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org, revised Dec 2018.
- Andrey Itkin, 2020.
"Geometric Local Variance Gamma Model,"
World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 6, pages 137-173,
World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "Geometric Local Variance Gamma model," Papers 1809.07727, arXiv.org, revised Dec 2018.
- 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, vol. 8(2), pages 143-165.
- Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022.
"The common and specific components of inflation expectations across European countries,"
Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
- Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2020. "The common and speci fic components of inflation expectation across European countries," IRTG 1792 Discussion Papers 2020-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2019
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
- 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, vol. 9(2), pages 1-15.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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, vol. 5(1), pages 1-23, June.
- D. Brigo, 2023.
"Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility,"
World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61,
World Scientific Publishing Co. Pte. Ltd..
- Damiano Brigo, 2019. "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers 1904.01889, arXiv.org, revised Aug 2021.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021.
"A statistical field approach to capital accumulation,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 817-908, October.
- Pierre Gosselin & Aileen Lotz & Marc Wambst, 2019. "A Statistical Field Approach to Capital Accumulation," Papers 1909.11635, arXiv.org.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2021. "A Statistical Field Approach to Capital Accumulation," Post-Print hal-02280634, HAL.
- 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
122240, University Library of Munich, Germany.
- 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 1907, Athens University of Economics and Business.
- 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", vol. 5(5).
- 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
17230, Banco de la República, Economía Regional.
- 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 279, Banco de la Republica de Colombia.
- 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, vol. 72(20), pages 29-33, October.
- Paul Schneider, 2019. "A Theory of Scenario Generation," Swiss Finance Institute Research Paper Series 19-17, Swiss Finance Institute.
- 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
279, Banco de la Republica de Colombia.
- 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 17230, Banco de la República, Economía Regional.
- 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, vol. 11(2), pages 241-258, November.
- Flórez, Marco Antonio Burgos & Suárez, Katherin Julieth Ruales & García, Yhony Estivel Bastidas & Benavides, Edinson Ortiz, 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, vol. 20(2), pages 203-226, July.
- 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, vol. 42(118), pages 33-48, Enero.
- Gorokhovsky, Alexander & Rubinchik, Anna, 2022.
"Necessary and sufficient conditions for determinacy of asymptotically stationary equilibria in OLG models,"
Journal of Economic Theory, Elsevier, vol. 204(C).
- Alexander Gorokhovsky & Anna Rubinchik, 2019. "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers 2179, Cowles Foundation for Research in Economics, Yale University.
- Caleb M. Koch & Heinrich H. Nax, 2019. ""Follow the Data" What Data Says About Real-world Behavior in Commons Problems," Cowles Foundation Discussion Papers 2198, Cowles Foundation for Research in Economics, Yale University.
- Robert W. Dimand, 2019. "The Cowles Commission and Foundation for Research in Economics," Cowles Foundation Discussion Papers 2207, Cowles Foundation for Research in Economics, Yale University.
- Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- George, Halkos E. & George, Papageorgiou J. & Emmanuel, Halkos G. & John, Papageorgiou G., 2019.
"Environmental regulation and economic cycles,"
Economic Analysis and Policy, Elsevier, vol. 64(C), pages 172-177.
- Halkos, George & Papageorgiou, George & Halkos, Emmanuel & Papageorgiou, John, 2018. "Environmental regulation and economic cycles," MPRA Paper 90681, University Library of Munich, Germany.
- 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, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
- 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, vol. 50(C).
- 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, vol. 208(1), pages 101-119.
- 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, vol. 209(2), pages 289-337.
- Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- La Vecchia, Davide & Ronchetti, Elvezio, 2019. "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 213(2), pages 578-592.
- Jiao, Ying & Ma, Chunhua & Scotti, Simone & Sgarra, Carlo, 2019. "A branching process approach to power markets," Energy Economics, Elsevier, vol. 79(C), pages 144-156.
- Meran, Georg, 2019. "Thermodynamic constraints and the use of energy-dependent CES-production functions A cautionary comment," Energy Economics, Elsevier, vol. 81(C), pages 63-69.
- Goutte, Stéphane & Vassilopoulos, Philippe, 2019.
"The value of flexibility in power markets,"
Energy Policy, Elsevier, vol. 125(C), pages 347-357.
- Stéphane Goutte & Philippe Vassilopoulos, 2019. "The Value of Flexibility in Power Markets," Working Papers hal-01968081, HAL.
- 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, vol. 132(C), pages 1120-1129.
- 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 halshs-02175358, HAL.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
- Boonen, Tim J. & Guillen, Montserrat & Santolino, Miguel, 2019. "Forecasting compositional risk allocations," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 79-86.
- Blostein, Martin & Miljkovic, Tatjana, 2019. "On modeling left-truncated loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 35-46.
- Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance with belief heterogeneity," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 79-91.
- 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, vol. 62(C), pages 132-151.
- Morelli, Giacomo & Santucci de Magistris, Paolo, 2019. "Volatility tail risk under fractionality," Journal of Banking & Finance, Elsevier, vol. 108(C).
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019.
"A non-structural investigation of VIX risk neutral density,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
- Scotchmer, Suzanne & Shannon, Chris, 2019.
"Verifiability and group formation in markets,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 417-477.
- Suzanne Scotchmer & Chris Shannon, 2010. "Verifiability and Group Formation in Markets," Levine's Working Paper Archive 661465000000000289, David K. Levine.
- Gorno, Leandro, 2019. "Revealed preference and identification," Journal of Economic Theory, Elsevier, vol. 183(C), pages 698-739.
- Bich, Philippe, 2019. "Strategic uncertainty and equilibrium selection in discontinuous games," Journal of Economic Theory, Elsevier, vol. 183(C), pages 786-822.
- 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, vol. 81(C), pages 31-47.
- Ceparano, Maria Carmela & Quartieri, Federico, 2018. "A Second Welfare Theorem in a Non-convex Economy: The Case of Antichain-convexity," MPRA Paper 87531, University Library of Munich, Germany.
- Sun, Chao & Wang, Chao & Lai, Weike, 2019. "Gait analysis and recognition prediction of the human skeleton based on migration learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C), pages 1-1.
- 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, vol. 532(C).
- Alje van Dam, 2019. "Diversity and its decomposition into variety, balance and disparity," Papers in Evolutionary Economic Geography (PEEG) 1913, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, 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 102043, London School of Economics and Political Science, LSE Library.
- Ha-Huy, Thai & Tran, Nhat Thien, 2020.
"A simple characterisation for sustained growth,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 141-147.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94061, University Library of Munich, Germany.
- Thai Ha-Huy & Nhat-Thien Tran, 2019. "A simple characterization for sustained growth," Documents de recherche 19-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94250, University Library of Munich, Germany.
- Vasile BRÄ‚TIAN, 2019. "Evaluation of Options using the Black-Scholes Methodology," Expert Journal of Economics, Sprint Investify, vol. 7(2), pages 59-65.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Rene van den Brink & Agnieszka Rusinowska, "undated".
"The Degree Ratio Ranking Method for Directed Networks,"
Tinbergen Institute Discussion Papers
19-026/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02143874, HAL.
- 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 19009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2019. "The Degree Ratio Ranking Method for Directed Networks," Post-Print halshs-02143874, HAL.
- 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, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
- Magdalou, Brice, 2021.
"A model of social welfare improving transfers,"
Journal of Economic Theory, Elsevier, vol. 196(C).
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"An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox,"
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"A simple characterisation for sustained growth,"
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"A simple characterization for sustained growth,"
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"A simple characterisation for sustained growth,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 141-147.
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- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94250, University Library of Munich, Germany.
- Ha-Huy, Thai & Tran, Nhat-Thien, 2019. "A simple characterization for sustained growth," MPRA Paper 94061, University Library of Munich, Germany.
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- Ha-Huy, Thai & Tran, Nhat-Thien, 2019.
"A simple characterization for sustained growth,"
MPRA Paper
94079, University Library of Munich, Germany.
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"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
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- Magni, Carlo Alberto & Marchioni, Andrea, 2019. "The accounting-and-finance of a solar photovoltaic plant: Economic efficiency of a replacement project," MPRA Paper 95263, University Library of Munich, Germany.
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"Economic dynamics with renewable resources and pollution,"
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- 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 97324, University Library of Munich, Germany.
- Mudiangombe, Benjamin & Muteba Mwamba, John Weirstrass, 2019. "Dependence Structure of Insurance Credit Default Swaps," MPRA Paper 97335, University Library of Munich, Germany.
- Harin, Alexander, 2019. "Behavioral sciences and auto-transformations. Introduction," MPRA Paper 97344, University Library of Munich, Germany.
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"Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model,"
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- 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, vol. 42(2), pages 609-637, December.
- 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, vol. 42(2), pages 527-573, December.
- Anton Bondarev, 2019. "Robust Policy Schemes for Differential R&D Games with Asymmetric Information," Dynamic Games and Applications, Springer, vol. 9(2), pages 391-415, June.
- Koji Kuroda & Jun-ichi Maskawa, 2019. "Exogenous shock and multifractal random walk," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 213-238, June.
- Charles-Albert Lehalle & Eyal Neuman, 2019.
"Incorporating signals into optimal trading,"
Finance and Stochastics, Springer, vol. 23(2), pages 275-311, April.
- Charles-Albert Lehalle & Eyal Neuman, 2017. "Incorporating Signals into Optimal Trading," Papers 1704.00847, arXiv.org, revised Jun 2018.
- Ulrich Horst & Xiaonyu Xia, 2019. "Multi-dimensional optimal trade execution under stochastic resilience," Finance and Stochastics, Springer, vol. 23(4), pages 889-923, October.
- Corina D. Constantinescu & Jorge M. Ramirez & Wei R. Zhu, 2019. "An application of fractional differential equations to risk theory," Finance and Stochastics, Springer, vol. 23(4), pages 1001-1024, October.
- Samira El Gibari & Trinidad Gómez & Francisco Ruiz, 2019. "Building composite indicators using multicriteria methods: a review," Journal of Business Economics, Springer, vol. 89(1), pages 1-24, February.
- Markus Hess, 2019. "Optimal Equivalent Probability Measures under Enlarged Filtrations," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 813-839, December.
- 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, vol. 146(1), pages 187-204, November.
- Da-Rocha, José-María & Restuccia, Diego & Tavares, Marina M., 2023.
"Policy distortions and aggregate productivity with endogenous establishment-level productivity,"
European Economic Review, Elsevier, vol. 155(C).
- Marina Mendes Tavares & Diego Restuccia & Jose-Maria Da-Rocha, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," 2014 Meeting Papers 1196, Society for Economic Dynamics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2023. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-750, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2019. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-629, University of Toronto, Department of Economics.
- José-María Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," NBER Working Papers 23339, National Bureau of Economic Research, Inc.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-579, University of Toronto, Department of Economics.
- Jose Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-523, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2016. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-558, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2021. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-702, University of Toronto, Department of Economics.
- 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, vol. 44(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 1908, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, 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 400, Quantitative Finance Research Centre, University of Technology, Sydney.
- 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, vol. 5(52), pages 244-259, January.
- 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, vol. 5(2), pages 64-75, December.
- 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, vol. 5(2), pages 109-130, June.
- Pekár Juraj & Brezina Ivan & Čičková Zuzana, 2019. "Car Scrap Yards Network in Slovakia," Economics, Sciendo, vol. 7(1), pages 51-59, June.
- 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, October.
- 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, October.
- Cornelis W Oosterlee & Lech A Grzelak, 2019. "Mathematical Modeling and Computation in Finance:With Exercises and Python and MATLAB Computer Codes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0236, February.
- Osamu Tsuchiya, 2019. "Underpinnings of Traditional Derivatives Pricing and Implications of Current Environment," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 1, pages 3-14, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "CVA and its Relation to Traditional Bond Pricing," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 2, pages 17-38, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "DVA and FVA — Price and Value for Accountants, Regulators and Others," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 3, pages 39-50, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Theoretical Framework behind FVA and its Computation," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 4, pages 51-76, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Ingredients of the Modern Yield Curve and Overlaps with XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 5, pages 77-97, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Margin Valuation Adjustment (MVA)," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 6, pages 99-109, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "KVA and Other Adjustments and Costs," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 7, pages 111-123, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Typical Balance Sheet and Trade Relations of Banks and Implications for XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 8, pages 127-145, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Framework for Computing XVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Calculation of KVA and MVA," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 10, pages 169-196, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "CVA Hedging, Default Arrangements and Implications for XVA Modeling," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 11, pages 199-207, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Managing XVA in Practice," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 12, pages 209-232, World Scientific Publishing Co. Pte. Ltd..
- Osamu Tsuchiya, 2019. "Appendixes," World Scientific Book Chapters, in: A PRACTICAL APPROACH TO XVA The Evolution of Derivatives Valuation after the Financial Crisis, chapter 13, pages 233-286, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Introduction," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 1, pages 3-21, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Random Variables," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 2, pages 23-70, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Stochastic Processes with Jumps," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 3, pages 71-106, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "The Generalized Hyperbolic Distribution," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 4, pages 109-148, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 5, pages 149-224, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Tempered Stable Distributions," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 6, pages 225-275, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 7, pages 277-321, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 8, pages 323-366, World Scientific Publishing Co. Pte. Ltd..
- Michele Leonardo Bianchi & Stoyan V Stoyanov & Gian Luca Tassinari & Frank J Fabozzi & Sergio M Focardi, 2019. "Extreme Value Theory," World Scientific Book Chapters, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 9, pages 367-430, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 10, pages 433-461, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 11, pages 463-516, World Scientific Publishing Co. Pte. Ltd..
- 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, in: HANDBOOK OF HEAVY-TAILED DISTRIBUTIONS IN ASSET MANAGEMENT AND RISK MANAGEMENT, chapter 12, pages 517-547, World Scientific Publishing Co. Pte. Ltd..
- Rolf Färe & Shawna Grosskopf & Robin C. Sickles & Chenjun Shang, 2019.
"Pricing Characteristics: An Application of Shephard’s Dual Lemma,"
World Scientific Book Chapters, in: Pricing Non-marketed Goods using Distance Functions, chapter 8, pages 63-86,
World Scientific Publishing Co. Pte. Ltd..
- Fare, Rolf & Grosskopf, Shawna & Shang, Chenjun & Sickles, Robin, 2015. "Pricing Characteristics: An Application of Shepard's Dual Lemma," Working Papers 15-013, Rice University, Department of Economics.
- Jaeok Park, 2019. "Decision Making and Games with Vector Outcomes," Working papers 2019rwp-146, Yonsei University, Yonsei Economics Research Institute.
- Patra, Sudip, 2019. "A quantum framework for economic science: New directions," Economics Discussion Papers 2019-20, Kiel Institute for the World Economy (IfW Kiel).
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, vol. 6(0), pages 480-485, September.
- 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: ," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics. 723, King Abdulaziz University, Islamic Economics Institute..
- 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, vol. 65(3), pages 269-281, September.
- Kirill Bukin & Mark Levin, 2018. "Formation of sects in a religious market," Russian Journal of Economics, ARPHA Platform, vol. 4(4), pages 386-396, December.
- P. Carr & A. Itkin, 2021.
"An Expanded Local Variance Gamma Model,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 949-987, April.
- Andrey Itkin, 2020. "An Expanded Local Variance Gamma Model," World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 5, pages 101-136, World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "An Expanded Local Variance Gamma model," Papers 1802.09611, arXiv.org, revised Dec 2018.
- 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, , vol. 32(2), pages 123-144, July.
- Miguel Alvarez Texocotitla & M. David Alvarez Hernandez & Shani Alvarez Hernandez, 2018. "Dimensional Analysis in Economics: A Study of the Neoclassical Economic Growth Model," Papers 1802.10528, arXiv.org.
- Andrey Itkin, 2020.
"Geometric Local Variance Gamma Model,"
World Scientific Book Chapters, in: Fitting Local Volatility Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models, chapter 6, pages 137-173,
World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Andrey Itkin, 2018. "Geometric Local Variance Gamma model," Papers 1809.07727, arXiv.org, revised Dec 2018.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2021.
"Challenges in approximating the Black and Scholes call formula with hyperbolic tangents,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 73-100, June.
- Michele Mininni & Giuseppe Orlando & Giovanni Taglialatela, 2018. "Challenges in approximating the Black and Scholes call formula with hyperbolic tangents," Papers 1810.04623, arXiv.org.
- 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, vol. 15(4), pages 899-942, October.
- Gosselin, Pierre & Lotz, Aïleen & Wambst, Marc, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," MPRA Paper 89488, University Library of Munich, Germany.
- Aileen Lotz & Pierre Gosselin & Marc Wambst, 2018. "A Path Integral Approach to Business Cycle Models with Large Number of Agents," Papers 1810.07178, arXiv.org.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021.
"Better to stay apart: asset commonality, bipartite network centrality, and investment strategies,"
Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
- Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2018. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Papers 1811.01624, arXiv.org.
- Volodymyr Onyshchenko & Olha Bondarevska, 2018. "Principles Of Assessing The Economic Security Of The Region," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(3).
- Halyna Fyliuk & Kateryna Akulenko, 2018. "Methodological Principles Of Evaluation Of Investment Attractiveness Of The Enterprise," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(5).
- Srini Vasan (Correspondence author) & Jack Baker & Ad¨¦lamar Alc¨¢ntara, 2018. "Use of Kernel Density and Raster Manipulation in GIS to Predict Population in New Mexico Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, vol. 14, pages 25-38, November.
- David M. Mandy, 2018. "Leading Principal Minors And Semidefiniteness," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1396-1398, April.
- Bondarev, Anton, 2018. "Robust policy schemes for R&D games with asymmetric information," Working papers 2018/01, Faculty of Business and Economics - University of Basel.
- 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, vol. 42(3), pages 363-389, July.
- Rafael Saulo Marques Ribeiro & Gilberto Tadeu Lima, 2017. "Government Expenditure Ceiling and Public Debt Dynamics in a Demand-led Macromodel," Working Papers, Department of Economics 2017_35, University of São Paulo (FEA-USP).
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2018. "Government expenditure ceiling and public debt dynamics in a demand-led macromodel," Textos para Discussão Cedeplar-UFMG 573, Cedeplar, Universidade Federal de Minas Gerais.
- Tatyana Kovalenko & Didier Sornette, 2018. "The Conjunction Fallacy in Quantum Decision Theory," Swiss Finance Institute Research Paper Series 18-15, Swiss Finance Institute, revised Mar 2018.
- Florencia Médici, 2018.
"Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 443-470, July.
- Florencia Médici, 2018. "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 470-443, July.
- Florencia Médici, 2018.
"Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 470-443, July.
- Florencia Médici, 2018. "Términos de intercambio, cuenta capital y el modelo de crecimiento restringido por la balanza de pagos: un análisis empírico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 443-470, July.
- María T. Bull & Eric Martínez Bustos & Claudia Carrasco Sagredo, 2018. "Propuesta metodológica para implementar la primera fase del modelo de gestión del cambio organizacional de Lewin," Estudios Gerenciales, Universidad Icesi, vol. 34(146), pages 88-98, February.
- Erick Translateur, 2018. "Predicción del mercado de TES en el corto plazo," Documentos de Trabajo 16556, Quantil.
- Jonathan James, 2018. "Estimation of Factor Structured Covariance Mixed Logit Models," Working Papers 1802, California Polytechnic State University, Department of Economics.
- Faik Bilgili, 2018. "Piyasa Ekonomisine Geçiþ Süreci ve Sonrasýnda Türkiye'de GINI Katsayýlarýnýn Analizi: Alternatif GINI Formülü Yaklaþýmý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 6(1), pages 36-58.
- Soares, Helena & Sequeira, Tiago Neves & Marques, Pedro Macias & Gomes, Orlando & Ferreira-Lopes, Alexandra, 2018.
"Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics,"
Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 614-632.
- Helena Soares & Tiago Neves Sequeira & Pedro Macias Marques & Orlando Gomes & Alexandra Ferreira-Lopes, 2012. "Social Infrastructure and the Preservation of Physical Capital: Equilibria and Transitional Dynamics," Working Papers Series 2 12-04, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Grassetti, Francesca & Mammana, Cristiana & Michetti, Elisabetta, 2018. "Substitutability between production factors and growth. An analysis using VES production functions," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 53-62.
- Mertens, Thomas M. & Judd, Kenneth L., 2018. "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 349-368.
- Jansen, Jeroen & Das, Sanjiv R. & Fabozzi, Frank J., 2018. "Local volatility and the recovery rate of credit default swaps," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 1-29.
- Halkos, George & Kitsos, Christos, 2018. "Uncertainty in environmental economics: The problem of entropy and model choice," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 127-140.
- Liu, Zhi & Kong, Xin-Bing & Jing, Bing-Yi, 2018. "Estimating the integrated volatility using high-frequency data with zero durations," Journal of Econometrics, Elsevier, vol. 204(1), pages 18-32.
- Clinet, Simon & Potiron, Yoann, 2018.
"Efficient asymptotic variance reduction when estimating volatility in high frequency data,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
- Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
- James, Jonathan, 2018. "Estimation of factor structured covariance mixed logit models," Journal of choice modelling, Elsevier, vol. 28(C), pages 41-55.
- Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018.
"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
- Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
- Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02621238, HAL.
- Marchioni, Andrea & Magni, Carlo Alberto, 2018.
"Investment decisions and sensitivity analysis: NPV-consistency of rates of return,"
European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
- Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," MPRA Paper 95266, University Library of Munich, Germany.
- Özmen, Ayşe & Yılmaz, Yavuz & Weber, Gerhard-Wilhelm, 2018. "Natural gas consumption forecast with MARS and CMARS models for residential users," Energy Economics, Elsevier, vol. 70(C), pages 357-381.
- Wang, Minggang & Tian, Lixin & Zhou, Peng, 2018. "A novel approach for oil price forecasting based on data fluctuation network," Energy Economics, Elsevier, vol. 71(C), pages 201-212.
- Caunhye, Aakil M. & Cardin, Michel-Alexandre, 2018. "Towards more resilient integrated power grid capacity expansion: A robust optimization approach with operational flexibility," Energy Economics, Elsevier, vol. 72(C), pages 20-34.
- He, Weijun & Wang, Bo & Danish, & Wang, Zhaohua, 2018. "Will regional economic integration influence carbon dioxide marginal abatement costs? Evidence from Chinese panel data," Energy Economics, Elsevier, vol. 74(C), pages 263-274.
- Aristondo, Oihana & Onaindia, Eneritz, 2018. "Counting energy poverty in Spain between 2004 and 2015," Energy Policy, Elsevier, vol. 113(C), pages 420-429.
- Bondarev, Anton & Weigt, Hannes, 2018. "Sensitivity of energy system investments to policy regulation changes: Too many, too fast?," Energy Policy, Elsevier, vol. 119(C), pages 196-205.
- Aristondo, Oihana & Onaindia, Eneritz, 2018. "Inequality of energy poverty between groups in Spain," Energy, Elsevier, vol. 153(C), pages 431-442.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018.
"New bid-ask spread estimators from daily high and low prices,"
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- Marian Genčev & Denisa Musilová & Jan Široký, 2018. "Matematický model Giniho koeficientu a zhodnocení redistribuční funkce daňového systému České republiky [A Mathematical Model of the Gini Coefficient and Evaluation of the Redistribution Function o," Politická ekonomie, Prague University of Economics and Business, vol. 2018(6), pages 732-750.
- Nora Gavira Duron & Salvador Cruz Ake & Francisco Venegas Martinez, 2018. "Determinacion del capital economico requerido para cubrir el riesgo de desastres naturales en Veracruz, Mexico: Un enfoque de copulas arquimedianas," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 15(1), pages 7-29, Enero-Jun.
- Palma, José Gabriel, 2018. "Por qué la economía ortodoxa transfirió su obsesión por un concepto (mercado) a la de un ritual (matemáticas)," Estudios Nueva Economía, Estudios Nueva Economía, vol. 5(1), pages 7-20.
- Muriel Hernández, Beatriz & Herrera Jiménez, Alejandro, 2018.
"Cadenas Globales de Valor: el caso de Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 1-42, May.
- Beatriz Muriel Hernández & Alejandro Herrera J., 2017. "Cadenas Globales de Valor: El caso de Bolivia," Development Research Working Paper Series 08/2017, Institute for Advanced Development Studies.
- Bukin, Kirill A. (Букин, Кирилл А.) & Levin, Mark I. (Левин, Марк И.), 2018. "Competition in the Regulated Religious Market [Конкуренция На Регулируемом Рынке Религиозных Услуг]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 218-233, February.
- Varun Mahajan & D. K. Nauriyal & S. P. Singh, 2018. "Efficiency and Its Determinants: Panel Data Evidence from the Indian Pharmaceutical Industry," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(1), pages 19-40, February.
- Anca Tamas, 2018. "Correlation Investigation: The Cognitive Reflection Test and the Math National Evaluation scores," Proceedings of International Academic Conferences 7010076, International Institute of Social and Economic Sciences.
- Mejía Téllez, Juan De la Cruz, 2018. "Detecting random walk in stock market prices based on Markov chains: Examining The Mexican Stock Market Index / Detección de caminata aleatoria en precios bursátiles mediante cadenas de Markov: aplica," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 8(2), pages 183-204, julio-dic.
- Paul Malliet, 2018. "Les impacts de la fiscalité carbone sur les ménages : les Français pas tous égaux devant les coups de pompe," Sciences Po publications info:hdl:2441/1uns34715k8, Sciences Po.
- Luca Guerrini & Nicolò Pecora & Mauro Sodini, 2018. "Effects of fixed and continuously distributed delays in a monopoly model with constant price elasticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 239-257, November.
- George E. Halkos & Dimitra C. Kitsou, 2018. "Weighted location differential tax in environmental problems," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(1), pages 1-15, January.
- Jochen Jungeilges & Tatyana Ryazanova, 2018. "Output volatility and savings in a stochastic Goodwin economy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(3), pages 355-380, December.
- Hoi Quoc Le & Thi Minh Nguyen, 2018. "Behaviors in the market for safe vegetables under information asymmetry: modeling approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(3), pages 381-392, December.
- Dirk Becherer & Todor Bilarev & Peter Frentrup, 2018. "Optimal liquidation under stochastic liquidity," Finance and Stochastics, Springer, vol. 22(1), pages 39-68, January.
- Fred Espen Benth & Paul Krühner, 2018. "Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models," Finance and Stochastics, Springer, vol. 22(2), pages 327-366, April.
- Stefan Gerhold & Paul Krühner, 2018. "Dynamic trading under integer constraints," Finance and Stochastics, Springer, vol. 22(4), pages 919-957, October.
- Massimo Marinacci & Federico Severino, 2018. "Weak time-derivatives and no-arbitrage pricing," Finance and Stochastics, Springer, vol. 22(4), pages 1007-1036, October.
- M. L. Bertotti & G. Modanese, 2018. "Mathematical models describing the effects of different tax evasion behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 351-363, July.
- Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018.
"A proposal to extend expected utility in a quantum probabilistic framework,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
- Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2016. "A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework," Papers 1612.08583, arXiv.org.
- Naouel Chtioui & Mohamed Ayadi, 2018. "Rank-based poverty measures and poverty ordering with an application to Tunisia," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(2), pages 117-139, July.
- Tilo Bellof & Carsten S. Wehn, 2018. "On the Treatment of Model Risk in the Internal Capital Adequacy Assessment Process," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-1.
- Rui de S. Camposinhos & M. Rosário Oliveira, 2018. "Real estate and matricial analysis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 7(2), pages 1-1.
- Rimvydas Labanauskis & Aurelija Kasparavičiūtė & Vida Davidavičienė & Dovilė Deltuvienė, 2018. "Towards quality assurance of the study process using the Multi-Criteria Decision-Making Method," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 799-819, December.
- Mawuli Segnon & Mark Trede, 2018.
"Forecasting market risk of portfolios: copula-Markov switching multifractal approach,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
- Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
- Nicholas Burgess, 2018. "Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(2), pages 87-103.
- Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018.
"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
- Thi Huong Trinh & Michel Simioni & Christine Thomas-Agnan, 2017. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02787147, HAL.
- Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers 18-910, Toulouse School of Economics (TSE).
- Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Post-Print hal-02621238, HAL.
- Do Thi Thuy, Thuy & Nguyen, Quang Dung & Nguyen Van, Huy & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Measuring the progress of the timeliness childhood immunization compliance in Vietnam between 2006-2014: A decomposition analysis," TSE Working Papers 18-920, Toulouse School of Economics (TSE).
- Beal, Ty & Le Danh, Tuyen & Nguyen, Duy Son & Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018. "Macronutrient balances and body mass index: a new insight using compositional data analysis with a total at various quantile orders," TSE Working Papers 18-921, Toulouse School of Economics (TSE).
- W. Erwin Diewert, 2022.
"Duality in Production,"
Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 3, pages 57-168,
Springer.
- Diewert, Erwin, 2018. "Duality in Production," Microeconomics.ca working papers erwin_diewert-2018-2, Vancouver School of Economics, revised 06 Feb 2018.
- Klaus Neusser, 2018. "The New Keynesian Model with Stochastically Varying Policies," Diskussionsschriften dp1801, Universitaet Bern, Departement Volkswirtschaft.
- Yury B. Melnikov & Yelena A. Onokhina & Sergey A. Shitikov, 2018. "Improving the Adequacy of Economic Models," Journal of New Economy, Ural State University of Economics, vol. 19(1), pages 94-106, February.
- Vladimir N. Kononov & Yevgenia S. Zambrzhitskaya & Maksim V. Kharchenko, 2018. "The Life Cycle of an Industrial Technology as an Object of Modelling and Control," Journal of New Economy, Ural State University of Economics, vol. 19(3), pages 137-150, June.
- Faďoš Marina & Bohdalová Mária, 2018. "Calculation Method of the Proposed Unemployment Gender Inequality Indicator," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 269-281, September.
- Kacprzak Dariusz, 2018. "Solving Systems of Linear Equations under Conditions of Uncertainty on the Example of the Leontief Model," Central European Economic Journal, Sciendo, vol. 5(1), pages 244-259, January.
- Moravcikova Dominika & Krizanova Anna & Svabova Lucia, 2018. "Evaluation of the Effectiveness of Selected Slovak Brands on the Principle of DEA Models with the Possibility to Optimise them," Economics and Culture, Sciendo, vol. 15(1), pages 22-34, June.
- Mushkudiani Nino, 2018. "Development of Electronic Payments in Georgia," Economics and Culture, Sciendo, vol. 15(2), pages 64-74, December.
- Giovanni Lombardo & Harald Uhlig, 2018.
"A Theory Of Pruning,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
- Lombardo, Giovanni & Uhlig, Harald, 2014. "A theory of pruning," Working Paper Series 1696, European Central Bank.
- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hongzhong Zhang, 2018. "Stochastic Drawdowns," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10078, October.
- Zhang Hongzhong, 2018. "Introduction," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Drawdowns Preceding Drawups in a Finite Time-Horizon," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 2, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Drawdowns and the Speed of Market Crashes," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 3, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Frequency of Drawdowns in a Brownian Motion Model," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 4, pages 59-80, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Occupation Times Related to Drawdowns," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 5, pages 81-97, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Duration of Drawdowns Under Lévy Models," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 6, pages 99-129, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Maximum Drawdown Insurance Using Options," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 7, pages 133-173, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Fair Premiums of Drawdown Insurances," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 8, pages 175-201, World Scientific Publishing Co. Pte. Ltd..
- Zhang Hongzhong, 2018. "Optimal Trading with a Trailing Stop," World Scientific Book Chapters, in: Stochastic Drawdowns, chapter 9, pages 203-223, World Scientific Publishing Co. Pte. Ltd..
- Gualandi, Stefano & Toscani, Giuseppe, 2018. "Pareto tails in socio-economic phenomena: A kinetic description," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-17.
- Härdle, Wolfgang Karl & Chen, Shi & Liang, Chong & Schienle, Melanie, 2018. "Time-varying Limit Order Book Networks," IRTG 1792 Discussion Papers 2018-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2017
- Jarmila Horváthová & Martina Mokrišová, 2017. "Innovative Approaches And Their Application In Measuring Business Performance," CBU International Conference Proceedings, ISE Research Institute, vol. 5(0), pages 178-183, September.
- Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019.
"A non-structural investigation of VIX risk neutral density,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 1-20.
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2017. "A Non-Structural Investigation of VIX Risk Neutral Density," CREATES Research Papers 2017-15, Department of Economics and Business Economics, Aarhus University.
- Shenglang Yang & Yixiao Zhou, 2017. "Determinants and impacts of intangible investment: Evidence from Chinese private manufacturing firms," ANU Working Papers in Economics and Econometrics 2017-649, Australian National University, College of Business and Economics, School of Economics.
- Muriel Hernández, Beatriz & Herrera Jiménez, Alejandro, 2018.
"Cadenas Globales de Valor: el caso de Bolivia,"
Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 29, pages 1-42, May.
- Beatriz Muriel Hernández & Alejandro Herrera J., 2017. "Cadenas Globales de Valor: El caso de Bolivia," Development Research Working Paper Series 08/2017, Institute for Advanced Development Studies.
- Stelios Arvanitis, 2017. "Non-Emptyness of Stochastic Dominance Effiicient Sets via Stochastic Spanning," Working Papers 201710, Athens University Of Economics and Business, Department of Economics.
- Ion Pohoata & Gabriel Cariman & Vladimir-Mihai Crupenschi, 2017. "Demographic Optimum in the Context of Migration. The German Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 654-654, August.
- Tekiner KAYA & Burak ERTOK, 2017. "2008 Küresel Kri̇z Süreci̇nde Türki̇ye Bankacilik Sektörü Etki̇nli̇k Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 2(2), pages 162-197.
- Youssef Lamrani Alaoui & Mohamed Tkiouat, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 459-471, December.
- Youssef Lamrani Alaoui & Mohamed Tkiouat, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(4), pages 459-471, December.
- Giorgio Fabbri & Francesco Russo, 2017.
"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
LIDAM Discussion Papers IRES
2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Fabbri, G. & Russo, F., 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," Working Papers 2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Clinet, Simon & Potiron, Yoann, 2018.
"Efficient asymptotic variance reduction when estimating volatility in high frequency data,"
Journal of Econometrics, Elsevier, vol. 206(1), pages 103-142.
- Simon Clinet & Yoann Potiron, 2017. "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers 1701.01185, arXiv.org, revised Jun 2018.
- Charles-Albert Lehalle & Eyal Neuman, 2019.
"Incorporating signals into optimal trading,"
Finance and Stochastics, Springer, vol. 23(2), pages 275-311, April.
- Charles-Albert Lehalle & Eyal Neuman, 2017. "Incorporating Signals into Optimal Trading," Papers 1704.00847, arXiv.org, revised Jun 2018.
- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "On the existence of sure profits via flash strategies," Papers 1708.03099, arXiv.org, revised Jul 2019.
- 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, vol. 209(2), pages 289-337.
- Simon Clinet & Yoann Potiron, 2017. "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers 1709.02502, arXiv.org, revised Feb 2019.
- Tetyana Calinescu & Olena Zelenko, 2017. "Development Of Scenarios For Democratic Transformations Of Socio-Economic Relations In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(3).
- Viktoriia Druzhynina & Ganna Likhonosova, 2017. "Strategic Imperatives Ensuring Population Welfare Under Transformation Exclusion Conditions," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(5).
- Sara Cecchetti & Marco Taboga, 2017. "Assessing the risks of asset overvaluation: models and challenges," Temi di discussione (Economic working papers) 1114, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti, 2017. "A quantitative analysis of risk premia in the corporate bond market," Temi di discussione (Economic working papers) 1141, Bank of Italy, Economic Research and International Relations Area.
- Hector M. Zarate-Solano & Daniel R. Zapata-Sanabria, 2017. "Clustering and forecasting inflation expectations using the World Economic Survey: the case of the 2014 oil price shock on inflation targeting countries," Borradores de Economia 993, Banco de la Republica de Colombia.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017.
"The implied volatility of forward starting options: ATM short-time level, skew and curvature,"
Economics Working Papers
1568, Department of Economics and Business, Universitat Pompeu Fabra.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017. "The Implied Volatility of Forward Starting Options: ATM Short-Time Level, Skew and Curvature," Working Papers 988, Barcelona School of Economics.
- Elisa Luciano & Luca Regis & Elena Vigna, 2017.
"Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 961-986, September.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," ICER Working Papers 04-2012, ICER - International Centre for Economic Research.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
- BRATIAN Vasile, 2017. "Options Evaluation Using Monte Carlo Simulation," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(4), pages 30-42, November.
- BRATIAN Vasile, 2017. "Portfolio Optimization - Application Of Sharpe Model Using Lagrange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 8-21, December.
- Bondarev, Anton & Weigt, Hannes, 2017. "Sensitivity of energy system investments to policy regulation changes: Application of the blue sky catastrophe," Working papers 2017/08, Faculty of Business and Economics - University of Basel.
- Bondarev, Anton & Krysiak, Frank C., 2017. "Dynamic heterogeneous R&D with cross-technologies interactions," Working papers 2017/13, Faculty of Business and Economics - University of Basel.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017.
"The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU),"
CERDI Working papers
halshs-01535104, HAL.
- Maïmouna DIAKITE & Jean-François BRUN & Souleymane DIARRA & Nasser ARY TANIMOUNE, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," Working Papers 201712, CERDI.
- Maïmouna Diakite & Jean-François Brun & Souleymane Diarra & Nasser Ary Tanimoune, 2017. "The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU)," Working Papers halshs-01535104, HAL.
- Damian Smug & Peter Ashwin & Didier Sornette, 2017. "Predicting Financial Market Crashes Using Ghost Singularities," Swiss Finance Institute Research Paper Series 17-23, Swiss Finance Institute.
- Dr. Thannaletchimy Thanagopal & Félix Housset, 2017. "A quality-adjusted AIDS model in the study of French imports," International Economics, CEPII research center, issue 151, pages 85-99.
- Mawuli Segnon & Mark Trede, 2018.
"Forecasting market risk of portfolios: copula-Markov switching multifractal approach,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
- Mawuli Segnon & Mark Trede, 2017. "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers 6617, Center for Quantitative Economics (CQE), University of Muenster.
- Pierre Bernhard & Marc Deschamps, 2017. "Kalman on dynamics and contro, Linear System Theory, Optimal Control, and Filter," Working Papers 2017-10, CRESE.
- Fabbri, G. & Russo, F., 2017.
"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
Working Papers
2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," LIDAM Discussion Papers IRES 2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Vytautas PALEVIČIUS & Henrikas SIVILEVIČIUS & Askoldas PODVIEZKO & Aušrinė GRIŠKEVIČIŪTĖ - GEČIENĖ & Tomas KARPAVIČIUS, 2017. "Evaluation of Park and Ride Facilities at Communication Corridors in a Middle-Sized City," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 231-248.
- Santoyo Federico GONZÁLEZ & Romero Beatriz FLORES & Ana María GIL LAFUENTE & Juan FLORES J., 2017. "Fuzzy Logic in the Design of Public Policies: Application of Law," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(2), pages 281-290.
- Cristinca FULGA, 2017. "Integrated Decision Support System for Portfolio Selection with Enhanced Behavioral Content," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 127-142.
- Dilbagh PANCHAL & Prasenjit CHATTERJEE & Rajendra Kumar SHUKLA & Tanupriya CHOUDHURY & Jolanta TAMOSAITIENE, 2017. "Integrated Fuzzy AHP-Codas Framework for Maintenance Decision in Urea Fertilizer Industry," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 179-196.
- Dragisa STANUJKIC & Darjan KARABASEVIC & Edmundas Kazimieras ZAVADSKAS, 2017. "A New Approach for Selecting Alternatives Based on the Adapted Weighted Sum and the SWARA Methods: A Case of Personnel Selection," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 39-56.
- Manuel E. SANSALVADOR & José M. BROTONS, 2017. "The Application of OWAs in Expertise Processes: The Development of a Model for the Quantification of Hidden Quality Costs," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 73-90.
- Das, Bikramjit & Kratz, Marie, 2017. "Diversification benefits under multivariate second order regular variation," ESSEC Working Papers WP1706, ESSEC Research Center, ESSEC Business School.
- Cadena, Meitner & Kratz, Marie & Omey, Edward, 2017. "New results on the order of functions at infinity," ESSEC Working Papers WP1708, ESSEC Research Center, ESSEC Business School.
- Tomas Konecny & Jakub Seidler & Aelta Belyaeva & Konstantin Belyaev, 2017.
"The Time Dimension of the Links Between Loss Given Default and the Macroeconomy,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(6), pages 462-491, October.
- Seidler, Jakub & Konečný, Tomáš & Belyaeva, Aelita & Belyaev, Konstantin, 2017. "The time dimension of the links between loss given default and the macroeconomy," Working Paper Series 2037, European Central Bank.
- Tobback, Ellen & Nardelli, Stefano & Martens, David, 2017. "Between hawks and doves: measuring central bank communication," Working Paper Series 2085, European Central Bank.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018.
"Dynamic directed random matching,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
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"Longevity, age-structure, and optimal schooling,"
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"Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014,"
Economics & Human Biology, Elsevier, vol. 31(C), pages 259-275.
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"The Degree Measure as Utility Function over Positions in Networks,"
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"A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents,"
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"The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU),"
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- Harin, Alexander, 2017. "About the minimal magnitudes of measurement’s forbidden zones. Version 1," MPRA Paper 78796, University Library of Munich, Germany.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018.
"New bid-ask spread estimators from daily high and low prices,"
International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
- Chtioui, Naouel & Ayadi, Mohamed, 2017. "Multidimensional Rank Based Poverty Measures A Case Study: Tunisia," MPRA Paper 79142, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2017.
"A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents,"
Working Papers
hal-01549586, HAL.
- Gosselin, Pierre & Lotz, Aïleen & Wambst, Marc, 2017. "A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents," MPRA Paper 79488, University Library of Munich, Germany.
- Yang, Bill Huajian, 2017. "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper 79934, University Library of Munich, Germany.
- Sokolovskyi, Dmytro, 2017. "Informal and formal meaning of the norm and the institution," MPRA Paper 80355, University Library of Munich, Germany.
- Sokolovskyi, Dmytro, 2017. "Evaluations of endogenous efficiency of the norm," MPRA Paper 80356, University Library of Munich, Germany.
- Bilgili, Faik, 2017. "Piyasa ekonomisine geçiş süreci ve sonrasında Türkiye'de GINI katsayılarının analizi: Alternatif GINI formülü yaklaşımı [During and after the process of transition to market economy, an analysis of," MPRA Paper 81043, University Library of Munich, Germany.
- O'Callaghan, Patrick, 2017. "Axioms for Measuring without mixing apples and Oranges," MPRA Paper 81196, University Library of Munich, Germany.
- Bell, Peter, 2017. "Application of the Net Present Value Profile to Anaconda Mining," MPRA Paper 81197, University Library of Munich, Germany.
- Bell, Peter, 2017. "Example of a Rising NPV Profile for a Mining Project," MPRA Paper 81353, University Library of Munich, Germany.
- Shaar, Karam, 2017.
"Reconciling International Trade Data,"
MPRA Paper
81572, University Library of Munich, Germany.
- Shaar, Karam, 2019. "Reconciling International Trade Data," EconStor Preprints 206629, ZBW - Leibniz Information Centre for Economics.
- Tahiri, Noor Rahman, 2017. "Impact of Foreign Direct Investment on Economic of Afghanistan," MPRA Paper 82264, University Library of Munich, Germany, revised 29 Oct 2017.
- Limani, Jeta & Bettinger, Régis & Dacorogna, Michel M, 2017. "On the diversification benefit of reinsurance portfolios," MPRA Paper 82466, University Library of Munich, Germany.
- Yang, Yingrui, 2017. "Sub-economic impulse and consciousness with quantum chromodynamic modeling," MPRA Paper 82921, University Library of Munich, Germany.
- Harin, Alexander, 2017. "Behavioral economics and auto-images of distributions of random variables," MPRA Paper 83025, University Library of Munich, Germany.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Пигнастый, Олег & Ходусов, Валерий, 2017. "Диффузионное Описание Производственного Процесса [Diffusion description of the production process]," MPRA Paper 89250, University Library of Munich, Germany, revised 01 Nov 2017.
- Pihnastyi, Oleh, 2017. "The model of the production process of the party of the subjects of labour," MPRA Paper 89605, University Library of Munich, Germany, revised 23 Mar 2017.
- Tomáš Cipra & Radek Hendrych, 2017. "Some Forms of Risk Regulation in Solvency II," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(6), pages 722-743.
- George Daniel Mateescu, 2017. "Regression on intervals," Working Papers of Institute for Economic Forecasting 170901, Institute for Economic Forecasting.
- Palazzo, Anna Maria, & Fantaccione, Roberto, 2017. "The inefficiency of the immigration-based demographic equilibrium," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 13(1), pages 52-58, JUNE.
- Gavira Durón, Nora & Aguilar Galindo, Julio Irving, 2017. "Métodos numéricos para cálculo de la prima de opciones asiáticas / Numerical Methods for Calculation of Asian Options Premium," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 7(1), pages 27-66, enero-jun.
- 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, vol. 42(3), pages 363-389, July.
- Rafael Saulo Marques Ribeiro & Gilberto Tadeu Lima, 2017. "Government Expenditure Ceiling and Public Debt Dynamics in a Demand-led Macromodel," Working Papers, Department of Economics 2017_35, University of São Paulo (FEA-USP).
- Rafael S. M. Ribeiro & Gilberto Tadeu Lima, 2018. "Government expenditure ceiling and public debt dynamics in a demand-led macromodel," Textos para Discussão Cedeplar-UFMG 573, Cedeplar, Universidade Federal de Minas Gerais.
- Alan T. Murray, 2017. "Regional analytics," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 59(1), pages 1-13, July.
- Massimiliano Giuli, 2017. "Cyclically monotone equilibrium problems and Ekeland’s principle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 231-242, November.
- Hocine Mokhtar-Kharroubi, 2017. "Convex and convex-like optimization over a range inclusion problem and first applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 277-299, November.
- M. Papi & L. Pontecorvi & C. Donatucci, 2017. "Weighted average price in the Heston stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 351-373, November.
- Philippe Bich & Rida Laraki, 2017. "Externalities in economies with endogenous sharing rules," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 127-137, October.
- D. Baños & T. Meyer-Brandis & F. Proske & S. Duedahl, 2017. "Computing deltas without derivatives," Finance and Stochastics, Springer, vol. 21(2), pages 509-549, April.
- Carole Bernard & Ludger Rüschendorf & Steven Vanduffel & Ruodu Wang, 2017. "Risk bounds for factor models," Finance and Stochastics, Springer, vol. 21(3), pages 631-659, July.
- Stefano Pagliarani & Andrea Pascucci, 2017. "The exact Taylor formula of the implied volatility," Finance and Stochastics, Springer, vol. 21(3), pages 661-718, July.
- Ying Jiao & Chunhua Ma & Simone Scotti, 2017. "Alpha-CIR model with branching processes in sovereign interest rate modeling," Finance and Stochastics, Springer, vol. 21(3), pages 789-813, July.
- Theodore Tsekeris, 2017. "Network analysis of inter-sectoral relationships and key sectors in the Greek economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 413-435, July.
- Florian Kreuchauff & Vladimir Korzinov, 2017. "A patent search strategy based on machine learning for the emerging field of service robotics," Scientometrics, Springer;Akadémiai Kiadó, vol. 111(2), pages 743-772, May.
- Mónica Sofía Gómez-Salcedo & Luis Armando Galvis-Aponte & Vicente Royuela, 2017. "Quality of Work Life in Colombia: A Multidimensional Fuzzy Indicator," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(3), pages 911-936, February.
- Elie Daher & Sylvain Kubicki & Annie Guerriero, 2017. "Data-driven development in the smart city: Generative design for refugee camps in Luxembourg," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 4(3), pages 364-379, March.
- Bich, Philippe & Laraki, Rida, 2017. "On the existence of approximate equilibria and sharing rule solutions in discontinuous games," Theoretical Economics, Econometric Society, vol. 12(1), January.
- René van den Brink & Agnieszka Rusinowska, 2017.
"The degree measure as utility function over positions in networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01592181, HAL.
- Rene (J.R.) van den Brink & Agnieszka Rusinowska, 2017. "The Degree Measure as Utility Function over Positions in Networks," Tinbergen Institute Discussion Papers 17-065/II, Tinbergen Institute.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Documents de travail du Centre d'Economie de la Sorbonne 17035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- René van den Brink & Agnieszka Rusinowska, 2017. "The degree measure as utility function over positions in networks," Post-Print halshs-01592181, HAL.
- Nathalie HILMI & Alain SAFA & Victor PLANAS-BIELSA & Yasser KADMIRI & Mine CINAR, 2017. "Ocean acidification in the Middle East and North African region," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 46, pages 43-57.
- Christensen, Finn, 2017.
"A necessary and sufficient condition for a unique maximum with an application to potential games,"
Economics Letters, Elsevier, vol. 161(C), pages 120-123.
- Finn Christensen, 2017. "A Necessary and Sufficient Condition for a Unique Maximum with an Application to Potential Games," Working Papers 2017-04, Towson University, Department of Economics, revised Oct 2017.
- Morais, Joanna & Trinh, Thi-Huong, 2017. "Impact of socioeconomic factors on nutritional diet in Vietnam from 2004 to 2014: new insights using compositional data analysis," TSE Working Papers 17-825, Toulouse School of Economics (TSE).
- Klaus Neusser, 2017. "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften dp1701, Universitaet Bern, Departement Volkswirtschaft.
- Jaime Tinto Arandes & Kléber Antonio Luna Altamirano & William Henry Sarmiento Espinoza & Diego Patricio Cisneros Quintanilla, 2017. "STIM12 creativity model for the design lady shoes under the approach of fuzzy subsets," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 42(44), pages 129-152, july-dece.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017.
"The Implied Volatility of Forward Starting Options: ATM Short-Time Level, Skew and Curvature,"
Working Papers
988, Barcelona School of Economics.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017. "The implied volatility of forward starting options: ATM short-time level, skew and curvature," Economics Working Papers 1568, Department of Economics and Business, Universitat Pompeu Fabra.
- Vsevolod Andreev, 2017. "Territorial Distribution of the Population in the Russian Federation," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 803-811.
- Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
- Alaoui Youssef Lamrani & Tkiouat Mohamed, 2017. "Managing Operational Risk Related to Microfinance Lending Process using Fuzzy Inference System based on the FMEA Method: Moroccan Case Study," Scientific Annals of Economics and Business, Sciendo, vol. 64(4), pages 459-471, December.
- Kutu Adebayo Augustine & Ngalawa Harold, 2017. "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 35-55, December.
- Eryk Kopczyński & Dorota Celińska, 2017. "Hyperbolic grids and discrete random graphs," Working Papers 2017-20, Faculty of Economic Sciences, University of Warsaw.
- Mathieu Le Bellac & Arnaud Viricel, 2017. "Deep Dive into Financial Models:Modeling Risk and Uncertainty," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10093, February.
- Luca Spadafora & Gennady P Berman, 2017. "Theoretical Foundations for Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10326, February.
- Tim J. Boonen & Montserrat Guillén & Miguel Santolino, 2017. "Forecasting compositional risk allocations," Working Papers XREAP2017-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2017.
- Iritié, B. G. Jean Jacques, 2017. "Innovation clusters effects on adoption of a general purpose technology under uncertainty," EconStor Preprints 180668, ZBW - Leibniz Information Centre for Economics.
- Dannenberg, Alia Asha & Estola, Matti & Dannenberg, Anna, 2017. "A dynamic theory of economics: What are the market forces?," Economics Discussion Papers 2017-110, Kiel Institute for the World Economy (IfW Kiel).
- Gualandi, Stefano & Toscani, Giuseppe, 2017. "Pareto tails in socio-economic phenomena: A kinetic description," Economics Discussion Papers 2017-111, Kiel Institute for the World Economy (IfW Kiel).
2016
- Andrea Barletta & Paolo Santucci de Magistris & Francesco Violante, 2016. "Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach," CREATES Research Papers 2016-20, Department of Economics and Business Economics, Aarhus University.
- Salgueiro Perobelli, Fernando & de Almeida Vale, Vinícius & Mesquita Belgo, Túlio & Lanziotti, Felipe, 2016. "Avaliação Espacial Das Fontes De Crescimento De Um Conjunto De Commodities Agrícolas Brasileiras Exportáveis Entre 2003-2013," Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 14(1-2-3), pages 1-38.
- Tisdell, Clem, 2016. "Financial Implications of Seasonal Variability in Demand for Tourism Services (A Draft)," Economic Theory, Applications and Issues Working Papers 243922, University of Queensland, School of Economics.
- Tisdell, Clem, 2016. "Financial Implications of Seasonal Variability in Demand for Tourism Services (Final Draft)," Economic Theory, Applications and Issues Working Papers 244574, University of Queensland, School of Economics.
- Zsuzsanna Katalin Szabó & Lucian Chiriac, 2016. "Investigations Concerning E-Government Adoption in Transition Economies," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(1), pages 57-78, March.
- Iñigo Aranzábal Martín & Carlos Carredano & Hugo Alexer Pérez Vicente, 2016. "Study of welfare indicators by federal entity in Mexico using principal component analysis," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., vol. 16(1), pages 25-45, June.
- Gamze Özel & Rıdvan Ceylan, 2016. "Investigating The Factors Which Are Effective On Ice Cream Consumption Of Consumers," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(2), pages 147-158, December.
- George H.M. Cunha & Michel A.C. Oliveira & Michel A.C. Oliveira & Wilfredo Sosa, 2016. "Remarks on Fenchel-Moreau conjugate in the setting of consumer theory," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(2), pages 176-184.
- Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018.
"A proposal to extend expected utility in a quantum probabilistic framework,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
- Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2016. "A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework," Papers 1612.08583, arXiv.org.
- Tonci Svilokos, 2016. "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
- BRATIAN Vasile, 2016. "Brownian Movement Of Stock Quotes Of The Companies Listed On The Bucharest Stock Exchange And Probability Ranges," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(1), pages 7-20, June.
- Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
- Oscar Claveria & Enric Monte & Salvador Torra, 2016. "A self-organizing map analysis of survey-based agents? expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, CEPII research center, issue 146, pages 40-58.
- Hernando Quevedo & María N. Quevedo, 2016. "Income distribution in the Colombian economy from an econophysics perspective," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 35(69), pages 691-707, April.
- Zhengyuan Gao & Christian M. Hafner, 2019.
"Looking Backward and Looking Forward,"
Econometrics, MDPI, vol. 7(2), pages 1-24, June.
- GAO, Zhengyuan & HAFNER, Christian, 2016. "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE 2016014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhengyuan Gao & Christian M. Hafner, 2019. "Looking backward and looking forward," LIDAM Reprints CORE 3024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gao, Zhengyuan & Hafner, Christian, 2019. "Looking Backward and Looking Forward," LIDAM Reprints ISBA 2019057, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Nicolò Pecora & Alessandro Spelta, 2016. "Discovering SIFIs in interbank communities," DISCE - Working Papers del Dipartimento di Economia e Finanza def037, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Alessandro Spelta, 2016. "Stock prices prediction via tensor decomposition and links forecast," DISCE - Working Papers del Dipartimento di Economia e Finanza def041, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016. "VaR as the CVaR sensitivity : applications in risk optimization," INDEM - Working Paper Business Economic Series id-16-01, Instituto para el Desarrollo Empresarial (INDEM).
- Balbás, Beatriz & Balbás, Raquel, 2016. "VaR as the CVaR sensitivity : applications in risk optimization," IC3JM - Estudios = Working Papers id-16-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Post-Print halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," PSE-Ecole d'économie de Paris (Postprint) halshs-01249514, HAL.
- Dietrich, Franz & List, Christian, 2016. "Reason-based choice and context-dependence: an explanatory framework," LSE Research Online Documents on Economics 64219, London School of Economics and Political Science, LSE Library.
- Abbas Sheikh Aboumasoudi & Saeed Mirzamohammadi Ahmad Makui & Ahmad Makui & Jolanta Tamošaitienė, 2016. "Development of Network-Ranking Model to Create the Best Production Line Value Chain: A Case Study in Textile Industry," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 215-234.
- Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Maghsoud AMIRI & Jurgita ANTUCHEVICIENE, 2016. "A New Method Of Assessment Based On Fuzzy Ranking And Aggregated Weights (Afraw) For Mcdm Problems Under Type-2 Fuzzy Environment," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 39-68.
- Kyoung-Sook Moon & Yunju Jeong & Hongjoong Kim, 2016. "An Efficient Binomial Method for Pricing Asian Options," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(2), pages 151-164.
- Mehdi KESHAVARZ GHORABAEE & Edmundas Kazimieras ZAVADSKAS & Zenonas TURSKIS & Jurgita ANTUCHEVICIENE, 2016. "A New Combinative Distance-Based Assessment(Codas) Method For Multi-Criteria Decision-Making," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 25-44.
- Cătălina-Lucia COCIANU & Hakob GRIGORYAN, 2016. "Machine Learning Techniques For Stock Market Prediction.Acase Study Of Omv Petrom," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 63-82.
- Joan Carles FERRER-COMALAT & Salvador LINARES-MUSTAROS & Dolors COROMINAS-COLL, 2016. "A Model For Optimal Investment Project Choice Using Fuzzy Probability," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 187-203.
- Nehla, Debbabi & Marie, Kratz & Mamadou , Mboup, 2016. "A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance," ESSEC Working Papers WP1619, ESSEC Research Center, ESSEC Business School.
- Farida F. Galimulina & Alexey I. Shinkevich & Irina P. Komissarova & Albina N. Mayorova & Irina A. Astafyeva & Natalia V. Klimova & Karina R. Nabiullina & Irina V. Zhukovskaya, 2016. "Technology Platforms as an Efficient Tool to Modernize Russia's Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 163-168.
- Hathroubi, Salem & Aloui, Chaker, 2016. "On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets," Economic Modelling, Elsevier, vol. 59(C), pages 32-45.
- Mykland, Per A. & Zhang, Lan, 2016. "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, vol. 194(2), pages 242-262.
- Ji, Qiang & Fan, Ying, 2016. "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, vol. 53(C), pages 90-100.
- Gündüz, Güngör & Gündüz, Yalin, 2016. "A thermodynamical view on asset pricing," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 310-327.
- Shi, Guangping & Liu, Xiaoxing & Tang, Pan, 2016. "Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme," Finance Research Letters, Elsevier, vol. 16(C), pages 220-229.
- Han, Heejae & Jeon, Junkee & Kang, Myungjoo, 2016. "Closed form valuation of American chained knock-in options," Finance Research Letters, Elsevier, vol. 17(C), pages 176-185.
- Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
- Energy Sonono, Masimba & Phillip Mashele, Hopolang, 2016. "Estimation of bid-ask prices for options on LIBOR based instruments," Finance Research Letters, Elsevier, vol. 19(C), pages 33-41.
- Xiao, Shuang & Ma, Shihua, 2016. "Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani," Finance Research Letters, Elsevier, vol. 19(C), pages 67-74.
- Belles-Sampera, Jaume & Guillen, Montserrat & Santolino, Miguel, 2016. "What attitudes to risk underlie distortion risk measure choices?," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 101-109.
- Cui, Zhenyu & Nguyen, Duy, 2016. "Omega diffusion risk model with surplus-dependent tax and capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 150-161.
- Furman, Edward & Kuznetsov, Alexey & Su, Jianxi & Zitikis, Ričardas, 2016. "Tail dependence of the Gaussian copula revisited," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 97-103.
- Zhu, Jinxia & Yang, Hailiang, 2016. "Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 259-271.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
- Biagini, Francesca & Zhang, Yinglin, 2016. "Polynomial diffusion models for life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 114-129.
- Claveria, Oscar & Monte, Enric & Torra, Salvador, 2016. "A self-organizing map analysis of survey-based agents׳ expectations before impending shocks for model selection: The case of the 2008 financial crisis," International Economics, Elsevier, vol. 146(C), pages 40-58.
- Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016. "Discerning information from trade data," Journal of Financial Economics, Elsevier, vol. 120(2), pages 269-285.
- Hilbert, Martin, 2016. "Formal definitions of information and knowledge and their role in growth through structural change," Structural Change and Economic Dynamics, Elsevier, vol. 38(C), pages 69-82.
- Ziemba, William, 2016. "A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing," LSE Research Online Documents on Economics 119002, London School of Economics and Political Science, LSE Library.
- Reiner Franke & Boyan Yanovski, 2016. "On the long-run equilibrium value of Tobin’s average Q," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 13(1), pages 103-113, April.
- J.C. Ferrer Comalat & S. Linares Mustarós & D. Corominas Coll, 2016. "A Formalization Of The Theory Of Expertons. Theoretical Foundations, Properties And Development Of Software For Its Calculation," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 23-39, May.
- A. Syed & I. Beg & A. Khalid, 2016. "Aggregation Methods For Fuzzy Judgments," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 3-21, May.
- O. Kurama & P. Luukka & M. Collan, 2016. "Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 93-109, November.
- O. Kurama & P. Luukka & M. Collan, 2016. "Similarity Classifier With Weighted Ordered Weighted Averaging Operator," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(2), pages 93-109, November.
- Francesca Biagini & Andreas Groll & Jan Widenmann, 2016. "Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains," Risks, MDPI, vol. 4(3), pages 1-26, July.
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
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"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
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- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016.
"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
Documents de travail du Centre d'Economie de la Sorbonne
16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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"Longevity, age-structure, and optimal schooling,"
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- Herbertsson, Alexander & Frey, Rüdiger, 2016. "Cds Index Options Under Incomplete Information," Working Papers in Economics 685, University of Gothenburg, Department of Economics.
- John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016. "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
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"Weak time-derivatives and no-arbitrage pricing,"
Finance and Stochastics, Springer, vol. 22(4), pages 1007-1036, October.
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"Robust comparative statics for non-monotone shocks in large aggregative games,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
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- Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás, 2016. "A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről [The scope for analysis of world trade through network theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 79-98.
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- Ron W. NIELSEN, 2016. "Interpretations of Hyperbolic Growth," Journal of Economics and Political Economy, KSP Journals, vol. 3(4), pages 594-626, December.
- Ron W. NIELSEN, 2016. "Mathematical Analysis of Income Per Capita in the United Kingdom," Turkish Economic Review, KSP Journals, vol. 3(4), pages 551-561, December.
- Ron W. NIELSEN, 2016. "The Law of Growth," Journal of Economic and Social Thought, KSP Journals, vol. 3(4), pages 481-489, December.
- Javier E. CONTRERAS-REYES, 2016. "Credit Allocation Based on Journal Impact Factor and Co-authorship Contribution," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(2), pages 111-118, June.
- Ron W. NIELSEN, 2016. "Puzzling Properties of the Historical Growth Rate of Income Per Capita Explained," Journal of Economics Library, KSP Journals, vol. 3(2), pages 241-256, June.
- Ron W. NIELSEN, 2016. "Mechanism of Hyperbolic Growth Explained," Journal of Economics Library, KSP Journals, vol. 3(4), pages 603-620, December.
- Domingo Alberto Tarzia, 2016. "Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 4(2), pages 31-45, April.
- V. Alpagut Yavuz, 2016. "An Analysis of Job Change Decision Using a Hybrid Mcdm Method: A Comparative Analysis," International Journal of Business and Social Research, LAR Center Press, vol. 6(3), pages 60-75, March.
- Fausto, Cavalli, 2016. "A model of monopoly with lags in the planning and production activity," Working Papers 326, University of Milano-Bicocca, Department of Economics, revised 07 Feb 2016.
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- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016.
"Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model,"
Post-Print
halshs-01278126, HAL.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne 16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
- Dominique Guegan & Bertrand K. Hassani, 2016. "Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regul," Documents de travail du Centre d'Economie de la Sorbonne 16066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bertrand K. Hassani, 2016. "Bringing the Customer Black to the Foreground: The End of Conduct Risk?," Documents de travail du Centre d'Economie de la Sorbonne 16067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
- Пигнастый, Олег, 2016. "Проектирование Технологических Траекторий Производства Изделий В Фазовом Пространстве Состояний [Designing technological trajectories of production in the phase space of states]," MPRA Paper 112765, University Library of Munich, Germany, revised 10 Feb 2016.
- Пигнастый, Олег & Pihnastyi, Oleh, 2016. "Балансовые Уравнения Двухуровневой Модели Описания Производственной Поточной Линии [Equation of balance for the two-level description of the manufacturing production line]," MPRA Paper 112901, University Library of Munich, Germany.
- Li, Hui, 2016. "A true measure of dependence," MPRA Paper 69735, University Library of Munich, Germany.
- O'Callaghan, Patrick, 2016. "Parametric continuity from preferences when the topology is weak and actions are discrete," MPRA Paper 72356, University Library of Munich, Germany.
- Pennoni, Fulvia & Romeo, Isabella, 2016. "Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison," MPRA Paper 72939, University Library of Munich, Germany.
- Glötzl, Erhard, 2016. "Continuous time, continuous decision space prisoner’s dilemma: A bridge between game theory and economic GCD-models," MPRA Paper 72965, University Library of Munich, Germany.
- Fusari, Angelo, 2016. "A New Economics for Modern Dynamic Economies," MPRA Paper 74008, University Library of Munich, Germany, revised 2016.
- Lozano, Sebastián & Villa, Gabriel, 2016. "Data Envelopment Analysis of systems with multiple modes of functioning," MPRA Paper 76076, University Library of Munich, Germany.
- Bobrikov, Vladimir & Nenova, Elena & Ignatov, Dmitry I., 2016. "What is a Fair Value of Your Recommendation List?," MPRA Paper 77604, University Library of Munich, Germany.
- Coleman, Charles, 2016. "A SAS® Macro for the Generalized RAS Algorithm," MPRA Paper 77651, University Library of Munich, Germany, revised 19 Mar 2017.
- Abueg, Luisito, 2016. "A historical walkthrough with L’Hospital, from indeterminates to applied problems in mathematics," MPRA Paper 79011, University Library of Munich, Germany, revised Apr 2016.
- Vorobyev, Oleg Yu., 2016. "An element-set labelling a Cartesian product by measurable binary relations which leads to postulates of the theory of experience and chance as a theory of co~events," MPRA Paper 81891, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Postulating the theory of experience and chance as a theory of co~events (co~beings)," MPRA Paper 81892, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "The theory of dual co~event means," MPRA Paper 81893, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Triangle room paradox of negative probabilities of events," MPRA Paper 81894, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "The bet on a bald," MPRA Paper 81895, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2016. "Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences," MPRA Paper 81897, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali, 2016. "Analyse des données : Résumé de cours avec exercices d’application [Data analysis: course summary with case studies]," MPRA Paper 82947, University Library of Munich, Germany, revised 03 May 2016.
- Olkhov, Victor, 2016. "Finance, risk and economic space," MPRA Paper 87172, University Library of Munich, Germany.
- Olkhov, Victor, 2016. "On Hidden Problems of Option Pricing," MPRA Paper 87173, University Library of Munich, Germany.
- Pihnastyi, Oleh & Bondarenko, Kristina, 2016. "About the problem of selecting models for production line," MPRA Paper 91235, University Library of Munich, Germany, revised 07 Jan 2018.
- Pihnastyi, Oleh & Korsun, Roman, 2016. "The construction a kinetic equation of the production process," MPRA Paper 92073, University Library of Munich, Germany, revised 19 Mar 2016.
- Пигнастый, Олег, 2016. "Анализ Принципов И Методов Построения Систем Управления Производственным Процессом [Analysis Of The Principles And Methods Of Construction Control Systems Of Technological Process]," MPRA Paper 92908, University Library of Munich, Germany, revised 10 Jan 2016.
- Jaroslav Sixta & Kristýna Vltavská, 2016. "Změny v měření ekonomiky a dopady do odhadu produktivity [Changes in the Measuring of Economy and Its Impact on Productivity Estimation]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(3), pages 351-368.
- Martina Šimková & Jaroslav Sixta & Jitka Langhamrová, 2016. "Penzijní závazky stárnoucí populace České republiky [Pension Liabilities to Ageing Population of the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(5), pages 591-607.
- Luboš Marek & Stanislava Hronová & Richard Hindls, 2016. "Příspěvek k časnějším odhadům hodnot čtvrtletních národních účtů [Contribution to the Earlier Estimations of Quarterly National Accounts]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(6), pages 633-650.
- Zuzanna Wośko, 2016. "Credit Risk of FX Loans in Poland. Debt Service Burden and the Effect of Neutralization of Currency Depreciation by Foreign Interest Rates," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 43-59, March.
- Çakır, Engin & Özdemir, Muhsin, 2016. "Application of Fuzzy Multi-Criteria Decision Making Methods on Six Sigma Projects Selection," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(2), pages 167-201, April.
- Salimian, Salah & Shahbazi, Kiumars, 2016. "Dealerships Location Choice in the Spokes Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(3), pages 69-92, November.
- Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.
- Sorin Gabriel Badea & Florin Radu, 2016. "Theoretical Assessment of Effects on Taxation and Tax System on Property Market," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(2), pages 53-60, August.
- Sorin Gabriel Badea & Florin Radu, 2016. "Balanced economic growth," Social-Economic Debates, Association for Entreprenorial Spirit Promotion, vol. 5(2), pages 67-75, August.
- Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016. "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 83-114, enero-jun.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Network Visibility and Strategic Networking Leads to the Emergence of Certain Network Characteristics: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016130, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2016. "How Strategic Networking Impacts the Networking Outcome: A Complex Adaptive System Approach," TEMEP Discussion Papers 2016131, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Aug 2016.
- Liang Hong, 2016. "On the choice between two delta-hedging strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 69-80, April.
- Fabio Antonelli & Carlo Mancini, 2016. "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 293-310, November.
- Joshin Murai, 2016. "A model of transaction signs with order splitting and public information," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 469-480, December.
- Koji Kuroda, 2016. "Investment time horizon and multifractality of stock price process," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 481-496, December.
- Mahelet G. Fikru & Matt Insall, 2016. "Is it more profitable to acquire cleaner or dirtier firms?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(4), pages 443-457, October.
- Philip Brookins & Dmitry Ryvkin, 2016.
"Equilibrium existence in group contests,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 265-276, October.
- Philip Brookins & Dmitry Ryvkin, 2014. "Equilibrium existence in group contests," Working Papers wp2014_12_02, Department of Economics, Florida State University.
- Farhad Hüsseinov, 2016. "Separation of several convex sets," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 351-354, October.
- Magdalena Olczyk, 2016. "A systematic retrieval of international competitiveness literature: a bibliometric study," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 429-457, December.
- Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
- Aurélien Alfonsi & Pierre Blanc, 2016. "Dynamic optimal execution in a mixed-market-impact Hawkes price model," Finance and Stochastics, Springer, vol. 20(1), pages 183-218, January.
- Eyal Neuman & Alexander Schied, 2016. "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, vol. 20(2), pages 495-509, April.
- Anton Bondarev, 2016. "Intensity of R&D competition and the generation of innovations in heterogeneous setting," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 621-653, July.
- Endre Boros & Khaled Elbassioni & Vladimir Gurvich & Kazuhisa Makino & Vladimir Oudalov, 2016. "Sufficient conditions for the existence of Nash equilibria in bimatrix games in terms of forbidden $$2 \times 2$$ 2 × 2 subgames," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(4), pages 1111-1131, November.
- Mariano Luque & Salvador Pérez-Moreno & Beatriz Rodríguez, 2016. "Measuring Human Development: A Multi-criteria Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(3), pages 713-733, February.
- Yinghao LUO & Mingmin LUO, 2016.
"Discrete Time Or Continuous Time, That Is The Question: The Case Of Samuelson’S Multiplier-Accelerator Model,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 7(2), pages 155-159.
- Luo, Yinghao, 1998. "Discrete Time or Continuous Time, That is the Question: the Case of Samuelson’s Multiplier-Accelerator Model," MPRA Paper 74493, University Library of Munich, Germany.
- Hasan Ersel, 2016. "BELİTSEL YAKLAŞIM, İKTİSAT VE Von NEUMANN’IN KAYGILARI," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 5(1), pages 1-24, January.
- Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
- David M. Mandy, 2016.
"Verifying Curvature of Profit and Cost/Expenditure Functions,"
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1611, Department of Economics, University of Missouri, revised 17 Apr 2017.
- David M. Mandy, 2017. "Verifying Curvature of Profit and Cost/Expenditure Functions," Working Papers 1705, Department of Economics, University of Missouri.
- David M. Mandy, 2016.
"Verifying Curvature of Profit and Cost/Expenditure Functions,"
Working Papers
1611, Department of Economics, University of Missouri, revised 17 Apr 2017.
- David M. Mandy, 2017. "Verifying Curvature of Profit and Cost/Expenditure Functions," Working Papers 1705, Department of Economics, University of Missouri.
- Eufrosina Otlãcan, 2016. "Symmetry and Dynamism in Systems Theory," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), vol. 7(2), pages 9-17, August.
- Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
- Loreno Cecconi, 2016. "Modello Baumol–Oates in tempo discreto e tempo continuo: analisi deterministica e stocastica," Department of Economics University of Siena 734, Department of Economics, University of Siena.
- Roberto Marchionatti Author-Email: roberto.marchionatti@unito.it & Fiorenzo Mornati Author-Email: fiorenzo.mornati@unito.it, 2016.
"Economic Theories in Competition A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523, December.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," CESMEP Working Papers 201404, University of Turin.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201436, University of Turin.
- Roberto Marchionatti & Fiorenzo Mornati, 2016.
"Economic Theories in Competition - A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," CESMEP Working Papers 201404, University of Turin.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201436, University of Turin.
- Cimmino, Francesco & Mastelic, Joelle & Genoud, Stephane, 2016. "Multi-Method Approach to Compare the Socio-Demographic Typology of Residents and Clusters of Electricity Load Curves in a Swiss Sustainable Neighbourhood," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016, pages 310-314, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Covei, Dragos-Patru & Gheorghe-Ivanescu, Ioan, 2016. "A profit-maximization model for a company that sells an arbitrary number of products," Economics Discussion Papers 2016-1, Kiel Institute for the World Economy (IfW Kiel).
- Ben-Haim, Yakov & Demertzis, Maria, 2016.
"Decision making in times of Knightian uncertainty: An info-gap perspective,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
- Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW Kiel).
- Nöldeke, Georg & Peña, Jorge, 2016.
"The symmetric equilibria of symmetric voter participation games with complete information,"
Games and Economic Behavior, Elsevier, vol. 99(C), pages 71-81.
- Nöldeke, Georg & Peña, Jorge, 2015. "The symmetric equilibria of symmetric voter participation games with complete information," Working papers 2015/08, Faculty of Business and Economics - University of Basel.
- Nöldeke, Georg & Peña, Jorge, 2016. "The symmetric equilibria of symmetric voter participation games with complete information," VfS Annual Conference 2016 (Augsburg): Demographic Change 145647, Verein für Socialpolitik / German Economic Association.
- Nöldeke, Georg & Peña, Jorge, 2015. "The symmetric equilibria of symmetric voter participation games with complete information," CEPR Discussion Papers 10751, C.E.P.R. Discussion Papers.
- Christian Ewerhart, 2022.
"A “fractal” solution to the chopstick auction,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(4), pages 1025-1041, November.
- Christian Ewerhart, 2016. "A "fractal" solution to the chopstick auction," ECON - Working Papers 229, Department of Economics - University of Zurich, revised Apr 2017.
2015
- Li, Xiaofei & Escalante, Cesar L. & Dodson, Charles B., 2015. "A Credit Migration Analysis of the Financial Vitality of Female and Racial Minority Borrowers of the Farm Service Agency under Recessionary Conditions," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205038, Agricultural and Applied Economics Association.
- Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 144th Seminar, February 9-13, 2015, Innsbruck-Igls, Austria 206210, European Association of Agricultural Economists.
- Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
- Wailes, Eric J. & Chavez, Eddie C., 2015. "International Rice Outlook, Baseline Projections 2014-2024," Staff Papers 199846, University of Arkansas, Department of Agricultural Economics and Agribusiness.
- Antonin Macé, 2015. "Voting with Evaluations: When Should We Sum? What Should We Sum?," AMSE Working Papers 1544, Aix-Marseille School of Economics, France, revised 29 Oct 2015.
- Timur Keskintürk & Eyüp Çetin, 2015. "A Genetic Algorithm Metaheuristic For The Weapon-Target Based Media Allocation Problem," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 1-6, June.
- Murat Atan & Sibel Atan & Şenol Altan, 2015. "An Efficiency Planning in Supply Chain Management with Mathematical Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 15-24, June.
- Hatice Çiçek & Sinan Saraçlı, 2015. "Performance Of Shannon's Maximum Entropy Distribution Under Some Restrictions: An Application On Turkey's Annual Temperatures," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 7-14, June.
- Murat Oturakçı & Cansu Dağsuyu & Ali Kokangül, 2015. "A New Approach to Fine Kinney Method and an Implementation Study," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(2), pages 83-92, December.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Regional Forecasting with Support Vector Regressions: The Case of Spain”,"
IREA Working Papers
201507, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," AQR Working Papers 201506, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”,"
IREA Working Papers
201511, University of Barcelona, Research Institute of Applied Economics, revised Mar 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
- Daniel Mónica Sofía Gómez & Javier Luis Armando Galvis-Aponte & Vicente Royuela, 2015.
"“Calidad de vida laboral en Colombia: un índice multidimensional difuso”,"
IREA Working Papers
201528, University of Barcelona, Research Institute of Applied Economics, revised Dec 2015.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "“Calidad de vida laboral en Colombia: un índice multidimensional difuso”," AQR Working Papers 201513, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2016.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Andrés Fernando Carreño & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de trabajo sobre Economía Regional y Urbana 230, Banco de la Republica de Colombia.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de Trabajo Sobre Economía Regional y Urbana 14180, Banco de la República, Economía Regional.
- Bonollo, Michele & Di Persio, Luca & Oliva, Immacolata, 2020.
"A quantization approach to the counterparty credit exposure estimation,"
International Review of Economics & Finance, Elsevier, vol. 70(C), pages 335-356.
- M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015. "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers 1503.01754, arXiv.org.
- Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D., 2021.
"The intrafirm complexity of systemically important financial institutions,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
- Raphael Douady & Antoine Kornprobst, 2018.
"An Empirical Approach To Financial Crisis Indicators Based On Random Matrices,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
- Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
- Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03265045, HAL.
- Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Post-Print hal-03265045, HAL.
- Ajevskis, Viktors, 2015.
"An exchange rate target zone model with a terminal condition and mean-reverting fundamentals,"
MPRA Paper
65078, University Library of Munich, Germany.
- Viktors Ajevskis, 2015. "An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals," Papers 1506.04880, arXiv.org.
- Potiron, Yoann & Mykland, Per A., 2017.
"Estimation of integrated quadratic covariation with endogenous sampling times,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 20-41.
- Yoann Potiron & Per Mykland, 2015. "Estimation of integrated quadratic covariation with endogenous sampling times," Papers 1507.01033, arXiv.org, revised Nov 2016.
- Maryna Shumaieva, 2015. "Strategy Features Of Informatisation Society In The Countries Of The World," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 1(1).
- Ahmet Ozcam, 2015. "The Laffer Effect in a Product's Market in the Case of a Specific Tax," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 85-99, February.
- Daniel Mónica Sofía Gómez & Javier Luis Armando Galvis-Aponte & Vicente Royuela, 2015.
"“Calidad de vida laboral en Colombia: un índice multidimensional difuso”,"
IREA Working Papers
201528, University of Barcelona, Research Institute of Applied Economics, revised Dec 2015.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Andrés Fernando Carreño & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de trabajo sobre Economía Regional y Urbana 230, Banco de la Republica de Colombia.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "“Calidad de vida laboral en Colombia: un índice multidimensional difuso”," AQR Working Papers 201513, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2016.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de Trabajo Sobre Economía Regional y Urbana 14180, Banco de la República, Economía Regional.
- Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.
- Richard W. Evans & Kerk L. Phillips, 2018.
"Advantages of an Ellipse when Modeling Leisure Utility,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 513-533, March.
- Richard W. Evans & Kerk L. Phillips, 2015. "Advantages of an Ellipse when Modeling Leisure Utility," BYU Macroeconomics and Computational Laboratory Working Paper Series 2015-01, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Paul Schneider & Fabio Trojani, 2015. "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series 15-60, Swiss Finance Institute.
- Oana Cristina POPOVICI, 2015. "Investigating The Relation Between Innovation And Fdi In The Eu Member States," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 61-68, April.
- Daniel Mónica Sofía Gómez & Javier Luis Armando Galvis-Aponte & Vicente Royuela, 2015.
"“Calidad de vida laboral en Colombia: un índice multidimensional difuso”,"
IREA Working Papers
201528, University of Barcelona, Research Institute of Applied Economics, revised Dec 2015.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de Trabajo Sobre Economía Regional y Urbana 14180, Banco de la República, Economía Regional.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Andrés Fernando Carreño & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de trabajo sobre Economía Regional y Urbana 230, Banco de la Republica de Colombia.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "“Calidad de vida laboral en Colombia: un índice multidimensional difuso”," AQR Working Papers 201513, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2016.
- Patricia González G, 2015. "Propuesta de un modelo para medir activos intangibles en empresas de software a partir de una herramienta multicriterio," Estudios Gerenciales, Universidad Icesi, April.
- Pablo Morales, Jorge Finke, 2015. "Small-World Networks of corruption," Revista CIFE, Universidad Santo Tomás, August.
- Javier Perez Capdevilla, 2015. "La mixtura de conjuntos difusos y sus aplicaciones en la administración," Revista Panorama Económico 15328, Universidad de Cartagena.
- Luis Armando Galvis-Aponte, 2015. "La eficiencia del gasto público en educación en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 9(2), pages 75-97, December.
- Juan Guillermo Bedoya Ospina & Juan Camilo Galvis Ciro, 2015. "Una aplicación de la teoría fuzzy al análisis de la pobreza en Antioquia," Ensayos de Economía 14630, Universidad Nacional de Colombia Sede Medellín.
- Þebnem KOLTAN YILMAZ & M. Mustafa YÜCEL, 2015. "Concrete strength control charts pattern recognition based on Linear Vector Quantization neural networks," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, vol. 2(2), pages 1-15, October.
- Rolf Färe & Shawna Grosskopf & Robin C. Sickles & Chenjun Shang, 2019.
"Pricing Characteristics: An Application of Shephard’s Dual Lemma,"
World Scientific Book Chapters, in: Pricing Non-marketed Goods using Distance Functions, chapter 8, pages 63-86,
World Scientific Publishing Co. Pte. Ltd..
- Fare, Rolf & Grosskopf, Shawna & Shang, Chenjun & Sickles, Robin, 2015. "Pricing Characteristics: An Application of Shepard's Dual Lemma," Working Papers 15-013, Rice University, Department of Economics.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018.
"Dynamic directed random matching,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
- Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015. "Dynamic Directed Random Matching," Research Papers 3359, Stanford University, Graduate School of Business.
- Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
- Olga Muftahova & Andrey Nechaev & Oksana Antipina, 2015. "The Use of Financial and Credit Tools to Minimize the Risks in the Organization of Production," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 1060-1065.
- Kim, Jerim & Kim, Jeongsim & Joo Yoo, Hyun & Kim, Bara, 2015. "Pricing external barrier options in a regime-switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 123-143.
- Colwell, David B. & Feldman, David & Hu, Wei, 2015. "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 161-191.
- Ma, Jingtang & Deng, Dongya & Lai, Yongzeng, 2015. "Explicit approximate analytic formulas for timer option pricing with stochastic interest rates," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 1-21.
- Sánchez-Pérez, J. & Plata-Pérez, L. & Accinelli-Gamba, E., 2015. "Characterization of linear symmetric solutions for allocation problems," Economics Letters, Elsevier, vol. 130(C), pages 9-12.
- Kock, Anders Bredahl & Callot, Laurent, 2015.
"Oracle inequalities for high dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
- Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
- Brockwell, Peter J. & Lindner, Alexander, 2015. "Prediction of Lévy-driven CARMA processes," Journal of Econometrics, Elsevier, vol. 189(2), pages 263-271.
- Afanasyev, Dmitriy O. & Fedorova, Elena A. & Popov, Viktor U., 2015.
"Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis,"
Energy Economics, Elsevier, vol. 51(C), pages 215-226.
- Afanasyev, Dmitriy & Fedorova, Elena & Popov, Viktor, 2014. "Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis," MPRA Paper 58827, University Library of Munich, Germany.
- Khalili-Damghani, Kaveh & Tavana, Madjid & Santos-Arteaga, Francisco J. & Mohtasham, Sima, 2015. "A dynamic multi-stage data envelopment analysis model with application to energy consumption in the cotton industry," Energy Economics, Elsevier, vol. 51(C), pages 320-328.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015.
"Hedging strategies in energy markets: The case of electricity retailers,"
Energy Economics, Elsevier, vol. 51(C), pages 503-509.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: the case of electricity retailers," LSE Research Online Documents on Economics 82976, London School of Economics and Political Science, LSE Library.
- Hu, Jun & Kanniainen, Juho, 2015. "Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics," Finance Research Letters, Elsevier, vol. 14(C), pages 1-10.
- Ballestra, Luca Vincenzo & Cecere, Liliana, 2015. "Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley," Finance Research Letters, Elsevier, vol. 14(C), pages 45-55.
- Ezzati, Sattar & Najafi, Akbar & Yaghini, Masoud & Hashemi, Amir Ala & Bettinger, Pete, 2015. "An optimization model to solve skidding problem in steep slope terrain," Journal of Forest Economics, Elsevier, vol. 21(4), pages 250-268.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015.
"Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization,"
Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 47-60.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014. "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers 1406.6902, arXiv.org.
- Ghossoub, Mario, 2015.
"Vigilant measures of risk and the demand for contingent claims,"
Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 27-35.
- Mario Ghossoub, 2012. "Vigilant Measures of Risk and the Demand for Contingent Claims," Discussion Papers 1555, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2015. "Geometric stopping of a random walk and its applications to valuing equity-linked death benefits," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 313-325.
- Brookins, Philip & Lightle, John P. & Ryvkin, Dmitry, 2015.
"Optimal sorting in group contests with complementarities,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 311-323.
- Philip Brookins & John Lightle & Dmitry Ryvkin, 2014. "Optimal sorting in group contests with complementarities," Working Papers wp2014_09_01, Department of Economics, Florida State University.
- Weng, Xi, 2015. "Dynamic pricing in the presence of individual learning," Journal of Economic Theory, Elsevier, vol. 155(C), pages 262-299.
- Eeckhout, Jan & Weng, Xi, 2015. "Common value experimentation," Journal of Economic Theory, Elsevier, vol. 160(C), pages 317-339.
- Schneider, Paul, 2015.
"Generalized risk premia,"
Journal of Financial Economics, Elsevier, vol. 116(3), pages 487-504.
- Paul SCHNEIDER, 2014. "Generalized Risk Premia," Swiss Finance Institute Research Paper Series 14-29, Swiss Finance Institute.
- Bedoui, Rihab & Hamdi, Haykel, 2015. "Option-implied risk aversion estimation," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 142-152.
- David Quiroz & Luis Arce, 2015. "Mathematical Formalization of the Economic Social Communitarian Productive Model," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 1(1), pages 1-31, October.
- David Quiroz & Luis Arce, 2015. "Formalización Matemática del Modelo Económico Social Comunitario Productivo," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 1(1), pages 81-120, Octubre.
- David Quiroz & Luis Alberto Arce Catacora, 2015. "Mathematic Formalization Of The Economic Social Communitarian Productive Model," Cuadernos de Investigación Económica Boliviana 2015-3, Ministerio de Economía y Finanzas Públicas de Bolivia.
- Reiner Franke, 2015. "An examination of Professor Shaikh's proposal to tame Harrodian instability," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 12(1), pages 7-19, April.
- Mohsen Ghobadi, Mitra Torabi, 2015. "Investment Rankings Based On Technical Analysis By Fuzzy Mcdm In Tehran Stock Exchange," Ekonomika, Journal for Economic Theory and Practice and Social Issues 2015-02, „Ekonomika“ Society of Economists, Niš (Serbia).
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2014.
"Optimal Boundary Surface for Irreversible Investment with Stochastic Costs,"
Papers
1406.4297, arXiv.org, revised Jan 2017.
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2015. "Optimal boundary surface for irreversible investment with stochastic costs," Working Papers - Mathematical Economics 2015-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- G.N. Botzoris & K. Papadopoulos & B.K. Papadopoulos, 2015. "A Method For The Evaluation And Selection Of An Appropriate Fuzzy Implication By Using Statistical Data," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 19-29, November.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jörn Altmann, 2015.
"Driving Forces of CO 2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector,"
Sustainability, MDPI, vol. 7(12), pages 1-22, December.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015. "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers 2015128, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Dec 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Documents de travail du Centre d'Economie de la Sorbonne
15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Kornprobst & Raphaël Douady, 2015.
"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
Post-Print
halshs-01169307, HAL.
- Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
- Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Documents de travail du Centre d'Economie de la Sorbonne
15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Samuel BATES & Valérie ANGEON, 2015.
"Promoting The Sustainable Development Of Small Island Developing States: Insights From Vulnerability And Resilience Analysis,"
Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 15-29.
- Samuel Bates & Valérie Angeon, 2015. "Promoting The Sustainable Development Of Small Island Developing States: Insights From Vulnerability And Resilience Analysis," Post-Print hal-02136557, HAL.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015.
"Hedging strategies in energy markets: The case of electricity retailers,"
Energy Economics, Elsevier, vol. 51(C), pages 503-509.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
- Raphael Homayoun Boroumand & Stephane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print hal-02874999, HAL.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: the case of electricity retailers," LSE Research Online Documents on Economics 82976, London School of Economics and Political Science, LSE Library.
- Poitras, Geoffrey & Heaney, John, 2015.
"Classical Ergodicity and Modern Portfolio Theory,"
MPRA Paper
113952, University Library of Munich, Germany.
- Geoffrey Poitras & John Heaney, 2015. "Classical Ergodicity and Modern Portfolio Theory," Post-Print hal-03680380, HAL.
- Antoine Kornprobst & Raphaël Douady, 2015.
"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169307, HAL.
- Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
- Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015.
"Hedging strategies in energy markets: The case of electricity retailers,"
Energy Economics, Elsevier, vol. 51(C), pages 503-509.
- Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015. "Hedging strategies in energy markets: the case of electricity retailers," LSE Research Online Documents on Economics 82976, London School of Economics and Political Science, LSE Library.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
- Hansen, Bjørn Gunnar & Li, Yushu, 2015. "Future world market prices of milk and feed looking into the crystal ball," Discussion Papers 2015/17, Norwegian School of Economics, Department of Business and Management Science.
- Li, Gang & 李, 綱, 2015. "The Production Possibility Frontier under Strong Input-generated Externalities," CCES Discussion Paper Series 57, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University.
- Prabir C. Bhattacharya, 2015. "A Model of Optimal Development," Heriot-Watt University Economics Discussion Papers 1504, Department of Economics, School of Management and Languages, Heriot Watt University.
- Prabir C. Bhattacharya, 2015. "A Model of Optimal Development: Further Results," Heriot-Watt University Economics Discussion Papers 1504a, Department of Economics, School of Management and Languages, Heriot Watt University.
- Mustafa Omar Mohammed & Fauziah Md Taib, 2015. "Developing Islamic Banking Performance Measures Based On Maqasid Al-Shari’Ah Framework: Cases Of 24 Selected Banks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 1(1), pages 1-23, August.
- Mustafa Omar Mohammed & Fauziah Md Taib, 2015. "Developing Islamic Banking Performance Measures Based On Maqasid Al-Shari’Ah Framework: Cases Of 24 Selected Banks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 1(1), pages 55-78, August.
- Matache Liviu & Zecheru Teodora & Rotariu Traian & Tiganescu Viorel & Enache Constantin, 2015. "A gas-dynamic method for solving the fundamental problem of interior ballistic," Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT), Institute for World Economy, Romanian Academy, vol. 8.
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- Griselda Dávila Aragón & Fernando Cruz Aranda & Agustín I. Cabrera Llanos & Francisco Ortiz Arango, 2015. "Análisis de la Productividad Mediante Redes Bayesianas en una Pyme Desarrollada de Tecnología," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 10(1), pages 61-71, Enero-Jun.
- Elena-Teodora NECULA, 2015. "The Estimates of Restoration Interventions regarding the Wooden Churches in the Buzãu County," Romanian Journal of Economics, Institute of National Economy, vol. 41(2(50)), pages 173-189, december.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Regional Forecasting with Support Vector Regressions: The Case of Spain”,"
AQR Working Papers
201506, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," IREA Working Papers 201507, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015.
"Calidad de vida laboral en Colombia: un índice multidimensional difuso,"
Documentos de Trabajo Sobre Economía Regional y Urbana
14180, Banco de la República, Economía Regional.
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- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Andrés Fernando Carreño & Vicente Royuela, 2015. "Calidad de vida laboral en Colombia: un índice multidimensional difuso," Documentos de trabajo sobre Economía Regional y Urbana 230, Banco de la Republica de Colombia.
- Mónica Sofía Gómez & Luis Armando Galvis-Aponte & Vicente Royuela, 2015. "“Calidad de vida laboral en Colombia: un índice multidimensional difuso”," AQR Working Papers 201513, University of Barcelona, Regional Quantitative Analysis Group, revised Apr 2016.
- Barnett, William A. & Chen, Guo, 2015.
"Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Donald Brown & Rustam Ibragimov & Johan Walden, 2015. "Bounds for path-dependent options," Annals of Finance, Springer, vol. 11(3), pages 433-451, November.
- Sylvain Barde, 2015. "Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 337-358, February.
- Camacho, Carmen & Kamihigashi, Takashi & Sağlam, Çağrı, 2018.
"Robust comparative statics for non-monotone shocks in large aggregative games,"
Journal of Economic Theory, Elsevier, vol. 174(C), pages 288-299.
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- Carmen Camacho & Takashi Kamihigashi & Çağrı Sağlam, 2017. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2017-34, Research Institute for Economics & Business Administration, Kobe University.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," PSE-Ecole d'économie de Paris (Postprint) halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2018. "Robust comparative statics of non-monotone shocks in large aggregative games," Post-Print halshs-01883907, HAL.
- Carmen Camacho & Takashi Kamihigashi & Cagri Saglam, 2016. "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Discussion Paper Series DP2016-02, Research Institute for Economics & Business Administration, Kobe University.
- Neulinger, Ágnes & Radó, Márta, 2015. "Családi életciklusok szerint eltérő fogyasztási minták elemzése [Analysis of differing consumption patterns according to household life cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 415-437.
- Amer Tabakovic, 2015. "On the Characterization of Steady-States in Three-Dimensional Discrete Dynamical Systems," DEM Discussion Paper Series 15-16, Department of Economics at the University of Luxembourg.
- Gianluca Cassese, 2015. "Conglomerability and representations," Working Papers 318, University of Milano-Bicocca, Department of Economics, revised 16 Dec 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Post-Print
hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015.
"Comonotonic Monte Carlo and its applications in option pricing and quantification of risk,"
Documents de travail du Centre d'Economie de la Sorbonne
15015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne 15015r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2015.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159741, HAL.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print hal-01159741, HAL.
- Antoine Kornprobst & Raphaël Douady, 2015.
"A Pratical Approach to Financial Crisis Indicators Based on Random Matrices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169307, HAL.
- Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
- Philippe Bich & Rida Laraki, 2015. "Abstract Economies with Endogenous Sharing Rules," Documents de travail du Centre d'Economie de la Sorbonne 15058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2016.
- Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Mark Setterfield, 2015. "Heterodox economics, social ontology, and the use of mathematics," Working Papers 1503, New School for Social Research, Department of Economics, revised May 2015.
- Barnett, William A. & Chen, Guo, 2015.
"Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- Yingying Li & Per A. Mykland, 2015. "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 478-504.
- Geoffrey Poitras & John Heaney, 2015.
"Classical Ergodicity and Modern Portfolio Theory,"
Post-Print
hal-03680380, HAL.
- Poitras, Geoffrey & Heaney, John, 2015. "Classical Ergodicity and Modern Portfolio Theory," MPRA Paper 113952, University Library of Munich, Germany.
- Kim, Minseong, 2015. "Dimensional Analysis of Production and Utility Functions in Economics," MPRA Paper 61147, University Library of Munich, Germany.
- Zhou, Richard, 2015. "Modeling Path Dependent Counterparty Credit Risk," MPRA Paper 61354, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew, 2015. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015," MPRA Paper 62118, University Library of Munich, Germany.
- Bell, Peter N, 2015. "Mineral exploration as a game of chance," MPRA Paper 62159, University Library of Munich, Germany.
- Il'ina, Nadezhda & Menyaylo, Yuliya, 2015. "Системы Массового Обслуживания На Примере Модели Супермаркета [Queuing system on the model of the supermarket]," MPRA Paper 64014, University Library of Munich, Germany.
- Burmistrova, Natalya & Kireeva, Elena & Stelmakhov, Daniil, 2015. "Математическая Модель Коэффициента Эластичности В Анализе Ценовой Политики [Mathematical model of the coefficient of elasticity in the analysis of pricing policy]," MPRA Paper 64064, University Library of Munich, Germany.
- Il'ina, Nadezhda & Bahaev, Andrey, 2015. "Модели Управления Запасами В Экономике [Models of the inventory management in the economy]," MPRA Paper 64065, University Library of Munich, Germany.
- Aleksenko, Natalia & Kovcheg, Anastasiya & Kosykh, Victoriya, 2015. "Эконометрическое Моделирование Финансового Рынка [Econometric modelling of financial market]," MPRA Paper 64082, University Library of Munich, Germany.
- Aleksenko, Natalia & Eprikov, Ivan & Khorzova, Yana, 2015. "Непрерывное Начисление Процентов. Эквивалентные Ставки [Continuous accrued interest. Equivalent rates]," MPRA Paper 64083, University Library of Munich, Germany.
- Aleksenko, Natalia & Hlyanova, Yulia, 2015. "Исследование Эффективности Производства С Помощью Производной [Investigation of production efficiency through derivative]," MPRA Paper 64084, University Library of Munich, Germany.
- Aleksenko, Natalia & Lapina, Alena & Prosolova, Anastasiya, 2015. "Расчет потребительских кредитов с использованием Excel [Calculation of consumer loans with the use of Excel]," MPRA Paper 64085, University Library of Munich, Germany.
- Albers, Scott, 2015.
"An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox,"
MPRA Paper
64618, University Library of Munich, Germany.
- 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 93632, University Library of Munich, Germany.
- Dietrich, Franz & List, Christian, 2016.
"Reason-Based Choice And Context-Dependence: An Explanatory Framework,"
Economics and Philosophy, Cambridge University Press, vol. 32(2), pages 175-229, July.
- Dietrich, Franz & List, Christian, 2015. "Reason-based choice and context-dependence: An explanatory framework," MPRA Paper 64666, University Library of Munich, Germany.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," PSE-Ecole d'économie de Paris (Postprint) halshs-01249514, HAL.
- Franz Dietrich & Christian List, 2016. "Reason-based choice and context-dependence: An explanatory framework," Post-Print halshs-01249514, HAL.
- Dietrich, Franz & List, Christian, 2016. "Reason-based choice and context-dependence: an explanatory framework," LSE Research Online Documents on Economics 64219, London School of Economics and Political Science, LSE Library.
- Harin, Alexander, 2015. "Is Prelec’s function discontinuous at p = 1? (for the Einhorn Award of SJDM)," MPRA Paper 64672, University Library of Munich, Germany.
- Liu, Fengquan, 2015. "The Whole Economy Approach of the Input-Output Model," MPRA Paper 64746, University Library of Munich, Germany.
- Yang, Yingrui, 2015.
"Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma,"
MPRA Paper
65274, University Library of Munich, Germany, revised Jun 2015.
- Yang, Yingrui, 2015. "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper 65015, University Library of Munich, Germany, revised 11 Jun 2015.
- Viktors Ajevskis, 2015.
"An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals,"
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- Ajevskis, Viktors, 2015. "An exchange rate target zone model with a terminal condition and mean-reverting fundamentals," MPRA Paper 65078, University Library of Munich, Germany.
- Yang, Yingrui, 2015.
"Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma,"
MPRA Paper
65015, University Library of Munich, Germany, revised 11 Jun 2015.
- Yang, Yingrui, 2015. "Gauge field theory of market dynamics: Toward a solution of the "man vs. men" dilemma," MPRA Paper 65274, University Library of Munich, Germany, revised Jun 2015.
- Situngkir, Hokky, 2015. "Indonesia embraces the Data Science," MPRA Paper 66048, University Library of Munich, Germany.
- Glötzl, Erhard, 2015. "Why and How to overcome General Equilibrium Theory," MPRA Paper 66265, University Library of Munich, Germany.
- Li, Hua & Bai, Zhi Dong & Wong, Wing Keung, 2015. "High dimensional Global Minimum Variance Portfolio," MPRA Paper 66284, University Library of Munich, Germany.
- Cornillier, Fabien & Charles, Vincent, 2015. "Measuring the attractiveness of academic journals: A direct influence aggregation model," MPRA Paper 66556, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function in economics," MPRA Paper 66577, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015.
"Quantum macroeconomics theory,"
MPRA Paper
65442, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum microeconomics theory," MPRA Paper 66983, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65566, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Multivector strategy vs quantum strategy by Apple Inc," MPRA Paper 68515, University Library of Munich, Germany.
- KIKOMBA KAHUNGU, Michaël & OKITONYUMBE Y.F, Joseph & MABELA MAKENGO MATENDO, Rostin & NKUSU NDONGALA, Alexandre & M. NGOIE, Ruffin-Benoît & MAKENGO MBAMBALU, Fréderic, 2015. "Simultaneous optimization: sectorization and congolese air traffic assignment by the method of preferential reference of dominance," MPRA Paper 68562, University Library of Munich, Germany, revised Nov 2015.
- Gharyeni, Abdellatif, 2015. "Dette Extérieure, Croissance Économique et Crises dans Les Pays En Développement : Un Bref Aperçu Théorique, Historique et Statistique [External Debt, Economic Growth and Crisis in Developing Count," MPRA Paper 69244, University Library of Munich, Germany, revised 04 Feb 2106.
- Vlad, Mihaela Cristina & Nitu, Mihaela, 2015. "Designing a mathematical model to optimize the size activities in the production plan for SC RENTEA SRL," MPRA Paper 69380, University Library of Munich, Germany.
- Giandomenico, Rossano, 2015. "Financial Methods: A Quantitative Approach," MPRA Paper 71919, University Library of Munich, Germany.
- Wieland, Thomas, 2015. "Nahversorgung im Kontext raumökonomischer Entwicklungen im Lebensmitteleinzelhandel: Konzeption und Durchführung einer GIS-gestützten Analyse der Strukturen des Lebensmitteleinzelhandels und der Nahve," MPRA Paper 77145, University Library of Munich, Germany.
- Coleman, Charles, 2015. "SAS® Macros for Constraining Arrays of Numbers," MPRA Paper 77650, University Library of Munich, Germany.
- Пигнастый, Олег & Заруба, Виктор & Ходусов, Валерий, 2015. "Моделирование Движения Предмета Труда По Технологическому Маршруту В Двухкоординатном Описании [Simulation of the motion of the subject of labour on a technological route in the description of the ," MPRA Paper 93150, University Library of Munich, Germany, revised 14 Nov 2015.
- Пигнастый, Олег, 2015. "Обзор Моделей Управляемых Производственных Процессов Поточных Линий Производственных Систем [Overview of models of controlled production processes of production line production lines]," MPRA Paper 93413, University Library of Munich, Germany, revised 04 Mar 2015.
- Пигнастый, Олег, 2015. "О Выводе Кинетического Уравнения Производственного Процесса [Derivation of kinetic equations of the production process]," MPRA Paper 93529, University Library of Munich, Germany, revised 07 Aug 2015.
- Пигнастый, Олег & Ходусов, Валерий, 2015. "Использование Кинетической Теории Для Исследования Колебаний Потоковых Параметров Производственной Линии [Using the kinetic theory for the study of vibrations streaming parameters of the production," MPRA Paper 93657, University Library of Munich, Germany, revised 09 Jun 2015.
- Pavel Sirůček, 2015. "Half-Forgotten Personalities of Economic Thought - A. A. Cournot [Polozapomenuté postavy ekonomického myšlení - A. A. Cournot]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(3), pages 67-75.
- Kristýna Vltavská & Jaroslav Sixta, 2015. "A Historical View on the Development of Czech Economy from 1970," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(1), pages 105-122.
- Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 485-502.
- Agnieszka Lipieta, 2015. "Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(4), pages 187-204, December.
- Barnett, William A. & Chen, Guo, 2015.
"Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- Bukin, Kirill (Букин, Кирилл), 2015. "Diffusion of innovation: a model of evolutionary processes [Диффузия Инноваций: Модель Эволюционных Процессов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 133-143.
- Levin, Mark (Левин, Марк) & Matrosova, Kseniya (Матросова, Ксения), 2015. "Innovation management based concidering advertising and complementarity of public and private levels of technology [Управление Инновациями С Учетом Рекламы И Комплементарности Общественного И Частн," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 109-132.
- Mateescu, George Daniel, 2015. "Analiza Datelor Statistice Prin Serii Fourier," Studii Economice 151025, Institutul National de Cercetari Economice (INCE).
- Schatteles, Tiberiu, 2015. "Studiul economiei, sinteza unei aventuri," Studii Economice 151211, Institutul National de Cercetari Economice (INCE).
- R. REYTIER & A. Blanes & Q. Gaucher & S. Thiam & P. Debled, 2015. "Behavior of Covariance Matrices with Equi-Correlation Approach," Proceedings of International Academic Conferences 2805027, International Institute of Social and Economic Sciences.
- Concepción González-Concepción & María Candelaria Gil-Fariña & Celina Pestano-Gabino, 2015. "A dynamic analysis of relevant variables in the Spanish economy using decomposition data series with Daubechies wavelets," Proceedings of International Academic Conferences 3104993, International Institute of Social and Economic Sciences.
- Katarzyna Mroczek & Andrzej Nowosad & Tomasz Tokarski, 2015. "Oddziaływanie efektu grawitacyjnego na zróżnicowanie wydajności pracy w krajach bałkańskich," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 15-53.
- Katarzyna Filipowicz & Tomasz Tokarski & Mariusz Trojak, 2015. "Złote reguły akumulacji kapitału w grawitacyjnym modelu wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 27-47.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jörn Altmann, 2015.
"Driving Forces of CO 2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector,"
Sustainability, MDPI, vol. 7(12), pages 1-22, December.
- Yeongjun Yeo & Dongnyok Shim & Jeong-Dong Lee & Jorn Altmann, 2015. "Driving Forces of CO2 Emissions in Emerging Countries: LMDI Decomposition Analysis on China and India’s Residential Sector," TEMEP Discussion Papers 2015128, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Dec 2015.
- K. Velupillai, 2015. "de Finetti’s theory of probability and its Jaynesian critique," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 32(1), pages 85-95, April.
- Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015.
"Optimal output for the regret-averse competitive firm under price uncertainty,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
- Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
- Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015. "Static hedging under maturity mismatch," Finance and Stochastics, Springer, vol. 19(3), pages 509-539, July.
- Roman Ivanov, 2015. "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, vol. 19(4), pages 979-993, October.
- Hideaki Aoyama & Hiroshi Iyetomi & Hiroshi Yoshikawa, 2015. "Equilibrium distribution of labor productivity: a theoretical model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 57-66, April.
- Somayeh Koohborfardhaghighi & Jörn Altmann, 2015.
"A Network Formation Model for Social Object Networks,"
Springer Books, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang (ed.), Liss 2014, edition 127, pages 615-625,
Springer.
- Somayeh Koohborfardhaghighi & Jorn Altmann, 2014. "A Network Formation Model for Social Object Networks," TEMEP Discussion Papers 2014113, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2014.
- Andreas Ortmann & Leonidas Spiliopoulos, 2017.
"The beauty of simplicity? (Simple) heuristics and the opportunities yet to be realized,"
Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 7, pages 119-136,
Edward Elgar Publishing.
- Andreas Ortmann & Leonidas Spiliopoulos, 2015. "The beauty of simplicity? (Simple) heuristics and the opportunities yet to be realized," Discussion Papers 2015-25, School of Economics, The University of New South Wales.
- De Borger, Bruno & Mulalic, Ismir & Rouwendal, Jan, 2016.
"Measuring the rebound effect with micro data: A first difference approach,"
Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 1-17.
- Bruno de Borger & Ismir Mulalic & Jan Rouwendal, 2015. "Measuring the Rebound Effect with Micro Data," Tinbergen Institute Discussion Papers 15-039/VIII, Tinbergen Institute.
- Samuel BATES & Valérie ANGEON, 2015. "Promoting The Sustainable Development Of Small Island Developing States: Insights From Vulnerability And Resilience Analysis," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 15-29.
- Andrés Fernández Díaz, 2015. "Chaos and Fractal Impact on Economics [El impacto en la ciencia económica de la teoría del caos y de los fractales: Teoría y aplicaciones]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 15-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Turkeli, Serdar & Kemp, Rene, 2015. "Effective research and innovation (R&I) policy in the EU-28: A causal and configurational analysis of political governance determinants," MERIT Working Papers 2015-023, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Loreno Cecconi, 2015. "Using Pollutant and not-Pollutant Capital into a dynamic analysis of Environment-Economic integrated models: a critical approach," Department of Economics University of Siena 713, Department of Economics, University of Siena.
- John Bryant, 2015. "Entropy Man," Books, Economic Consultancy, Vocat International, edition 0, number em2015, July.
- John Bryant, 2015. "Entropy Man, Chapter 1 Setting the Entropy Scene," Working Papers em201501, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 2 A Short History of Human Development," Working Papers em201502, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 3 Connecting to Economic Value," Working Papers em201503, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 4 Economic Stocks and Flows," Working Papers em201504, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 5 Production and Consumption," Working Papers em201505, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 6 Money," Working Papers em201506, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 7 Labour and Unemployment," Working Papers em201507, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 8 Resource Dynamics and the Economy," Working Papers em201508, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 9 Non-renewable Resources," Working Papers em201509, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 10 Renewable Resources," Working Papers em201510, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 11 The Atmosphere, Oceans and Cryosphere," Working Papers em201511, Economic Consultancy, Vocat International.
- John Bryant, 2015. "Entropy Man, Chapter 12 Economics, Entropy and a Sustainable World," Working Papers em201512, Economic Consultancy, Vocat International.
- Piasecki Krzysztof & Siwek Joanna, 2015. "Behavioural Present Value Defined as Fuzzy Number – a New Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 15(2), pages 27-41, December.
- Tomasz Kopczewski, 2015. "Think not calculate! Implementation of Felix Klein postulates in economic education with CAS software," Working Papers 2015-38, Faculty of Economic Sciences, University of Warsaw.
- Minqiang Li & Fabio Mercurio, 2015.
"Analytic Approximation of Finite‐Maturity Timer Option Prices,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(3), pages 245-273, March.
- Li, Minqiang, 2014. "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper 54597, University Library of Munich, Germany.
- Minqiang Li, 2015.
"Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(6), pages 582-595, June.
- Li, Minqiang, 2014. "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper 54595, University Library of Munich, Germany.
- Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2015. "Revisiting variance gamma pricing: An application to S&P500 index options," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-24.
- Ryle S. Perera, 2015. "Dynamic asset allocation for a bank under CRRA and HARA framework," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-19.
- Gunter H Meyer, 2015. "The Time-Discrete Method of Lines for Options and Bonds:A PDE Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9292, October.
- Kian Guan Lim, 2015. "Probability and Finance Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9437, February.
- Susheng Wang, 2015. "Math in Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9536, February.
- Gunter H. Meyer, 2015. "Comments on the Pricing Equations in Finance," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 1, pages 1-56, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "The Method of Lines (MOL) for the Diffusion Equation," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 2, pages 57-74, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "The Riccati Transformation Method for Linear Two Point Boundary Value Problems," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 3, pages 75-92, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "European Options," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 4, pages 93-115, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "American Puts and Calls," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 5, pages 117-151, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "Bonds and Options for One-Factor Interest Rate Models," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 6, pages 153-179, World Scientific Publishing Co. Pte. Ltd..
- Gunter H. Meyer, 2015. "Two-Dimensional Diffusion Problems in Finance," World Scientific Book Chapters, in: THE TIME-DISCRETE METHOD OF LINES FOR OPTIONS AND BONDS A PDE Approach, chapter 7, pages 181-259, World Scientific Publishing Co. Pte. Ltd..
- Franke, Rainer & Yanovski, Boyan, 2015. "On the long-run equilibrium value of Tobin's average Q," FinMaP-Working Papers 49, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Ben-Haim, Yakov & Demertzis, Maria, 2016.
"Decision making in times of Knightian uncertainty: An info-gap perspective,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-30.
- Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW Kiel).
- Kreuchauff, Florian & Korzinov, Vladimir, 2015. "A patent search strategy based on machine learning for the emerging field of service robotics," Working Paper Series in Economics 71, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
2014
- Luciana C. Fiorini & José A. Rodrigues-Neto, 2014. "Self-Consistency and Common Prior in Non-Partitional Knowledge Models," ANU Working Papers in Economics and Econometrics 2014-621, Australian National University, College of Business and Economics, School of Economics.
- Ragona, Maddalena & Albertazzi, Sergio & Nicolli, Francesco & Mazzanti, Massimiliano & Montini, Anna & Vitali, Giuliano & Canavari, Maurizio, 2014. "Alternative subsidy scenarios for different agricultural practices: A sustainability assessment using fuzzy multi-criteria analysis," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173095, Italian Association of Agricultural and Applied Economics (AIEAA).
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015.
"From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 921-930.
- Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014. "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series EERI RP 2014/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Working Papers of LICOS - Centre for Institutions and Economic Performance 516223, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
- Pavel Ciaian & d'Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," JRC Research Reports JRC95503, Joint Research Centre.
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d'Artis, 2014. "From rise in B to fall in C? Global environmental impacts of biofuels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182804, European Association of Agricultural Economists.
- Bonneuil, Noël & Boucekkine, Raouf, 2017.
"Longevity, age-structure, and optimal schooling,"
Journal of Economic Behavior & Organization, Elsevier, vol. 136(C), pages 63-75.
- Noël Bonneuil & Raouf Boucekkine, 2014. "Longevity, Age-Structure, and Optimal Schooling," AMSE Working Papers 1449, Aix-Marseille School of Economics, France.
- Noël Bonneuil & Raouf Boucekkine, 2017. "Longevity, age-structure, and optimal schooling," Post-Print hal-01590008, HAL.
- Noël Bonneuil & Raouf Boucekkine, 2016. "Longevity, Age-Structure, and Optimal Schooling," Working Papers halshs-01082317, HAL.
- Lucchetti, Riccardo & Pigini, Claudia, 2014.
"A simple and effective misspecification test for the double-hurdle model,"
Economics Letters, Elsevier, vol. 123(1), pages 75-78.
- Riccardo LUCCHETTI & Claudia PIGINI, 2014. "A simple and effective misspecification test for the double-hurdle model," Working Papers 397, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Roncalli, Thierry, 2013.
"Introduction to Risk Parity and Budgeting,"
MPRA Paper
47679, University Library of Munich, Germany.
- Thierry Roncalli, 2014. "Introduction to Risk Parity and Budgeting," Papers 1403.1889, arXiv.org.
- Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014.
"A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries,"
Papers
1405.2442, arXiv.org, revised Nov 2014.
- de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers 508, Center for Mathematical Economics, Bielefeld University.
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2014.
"Optimal Boundary Surface for Irreversible Investment with Stochastic Costs,"
Papers
1406.4297, arXiv.org, revised Jan 2017.
- Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2015. "Optimal boundary surface for irreversible investment with stochastic costs," Working Papers - Mathematical Economics 2015-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015.
"Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization,"
Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 47-60.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2014. "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Papers 1406.6902, arXiv.org.
- Anamaria Siclovan, 2014. "A Simple Model Used In Software Quality Evaluation For The Economic Applications," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
- Farzad Alavi Fard, 2014. "Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 33-48, November.
- Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2018.
"Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 339-378, March.
- Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014. "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers) 944, Bank of Italy, Economic Research and International Relations Area.
- Michele Leonardo Bianchi, 2014. "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers) 957, Bank of Italy, Economic Research and International Relations Area.
- Galvis-Aponte, Luis Armando, 2016.
"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
- Tiziano De Angelis & Giorgio Ferrari & John Moriarty, 2014.
"A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries,"
Papers
1405.2442, arXiv.org, revised Nov 2014.
- de Angelis, Tiziano & Ferrari, Giorgio & Moriarty, John, 2016. "A non convex singular stochastic control problem and its related optimal stopping boundaries," Center for Mathematical Economics Working Papers 508, Center for Mathematical Economics, Bielefeld University.
- de Angelis, Tiziano & Federico, Salvatore & Ferrari, Giorgio, 2016. "On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment," Center for Mathematical Economics Working Papers 509, Center for Mathematical Economics, Bielefeld University.
- Ferrari, Giorgio & Salminen, Paavo, 2016. "Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary," Center for Mathematical Economics Working Papers 530, Center for Mathematical Economics, Bielefeld University.
- Brezavšček Alenka & Baggia Alenka, 2014. "Optimization of a Call Centre Performance Using the Stochastic Queueing Models," Business Systems Research, Sciendo, vol. 5(3), pages 6-18, September.
- Diego G. Fernández, 2014. "Reducción del ruido y predicción de series temporales de alta frecuencia mediante sistemas dinámicos no lineales y técnicas neurales," Documentos de trabajo 2014001, Banco Central del Uruguay.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2014.
"Global analysis and indeterminacy in a two-sector growth model with human capital,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 10(4), pages 313-338, December.
- Antoci, Angelo & Galeotti, Marcello & Russu, Paolo, 2012. "Global analysis and indeterminacy in a two-sector growth model with human capital," MPRA Paper 39079, University Library of Munich, Germany.
- Angelo Antoci & Marcello Galeotti & Paolo Russu, 2012. "Global Analysis and Indeterminacy in a Two-sector Growth Model with Human Capital," Working Papers - Economics wp2012_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Lapatinas Athanasios, 2014. "Understanding Voting Behaviour in Complex Political Systems," Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 59-65, November.
- Pierpaolo D'Urso & Marta Disegna & Riccardo Massari & Linda Osti, 2014. "Fuzzy segmentation in postmodern consumers," BEMPS - Bozen Economics & Management Paper Series BEMPS20, Faculty of Economics and Management at the Free University of Bozen.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017.
"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
Sustainability, MDPI, vol. 9(10), pages 1-34, September.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
- Baltagi, Badi H. & Yen, Yin-Fang, 2014.
"Hospital treatment rates and spillover effects: Does ownership matter?,"
Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 193-202.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?," Center for Policy Research Working Papers 165, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?," CESifo Working Paper Series 4664, CESifo.
- Medel, Carlos A., 2014.
"The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples,"
MPRA Paper
53584, University Library of Munich, Germany.
- Carlos Medel, 2014. "The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples," Working Papers Central Bank of Chile 719, Central Bank of Chile.
- Anamaria ŞICLOVAN, 2014. "An Evaluation Of The Quality Of The Ums Application In The University Of Bacău," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 313-318, November.
- T. Gudaitis & A. Fiori Maccioni, 2014. "Optimal Individual Choice of Contribution to Second Pillar Pension System in Lithuania," Working Paper CRENoS 201402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Rafael Serrano, 2014. "Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors," Documentos de Trabajo 12233, Universidad del Rosario.
- Galvis-Aponte, Luis Armando, 2016.
"Eficiencia en el uso de los recursos del SGP : los casos de la salud y la educación,"
Chapters, in: Bonet-Morón, Jaime Alfredo & Galvis-Aponte, Luis Armando (ed.), Sistemas de transferencias subnacionales : lecciones para una reforma en Colombia, chapter 7, pages 163-191,
Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de trabajo sobre Economía Regional y Urbana 207, Banco de la Republica de Colombia.
- Luis Armando Galvis, 2014. "Eficiencia en el uso de los recursos del SGP: los casos de la salud y la educación," Documentos de Trabajo Sobre Economía Regional y Urbana 12064, Banco de la República, Economía Regional.
- Adel Alfonso Mendoza Mendoza & Tomás José Fontalvo Herrera & Delimiro Alberto Visbal Cadavid, 2014. "Optimización multiobjetivo en una cadena de suministro," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, December.
- Hodgson, Robert & Cao, Jing, 2014. "Criteria for Accrediting Expert Wine Judges," Journal of Wine Economics, Cambridge University Press, vol. 9(1), pages 62-74, May.
- Gahramanov, Emin & Tang, Xueli, 2014. "Career interruptions: a neglected aspect of a neoclassical model," Working Papers eco_2014_1, Deakin University, Department of Economics.
- Gahramanov, Emin & Tang, Xueli, 2014. "Impatient in experiments, but patient in simulations: a challenge to a neoclassical model," Working Papers eco_2014_2, Deakin University, Department of Economics.
- Giovanni Lombardo & Harald Uhlig, 2018.
"A Theory Of Pruning,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 1825-1836, November.
- Lombardo, Giovanni & Uhlig, Harald, 2014. "A theory of pruning," Working Paper Series 1696, European Central Bank.
- Bondarev, Anton, 2014.
"Endogenous specialization of heterogeneous innovative activities of firms under the technological spillovers,"
Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 235-249.
- Bondarev, Anton A., 2011. "Endogenous specialization of heterogeneous innovative activities of firms under technological spillovers," MPRA Paper 35424, University Library of Munich, Germany, revised 15 Dec 2011.
- Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
- Badescu, Alexandru & Elliott, Robert J. & Ortega, Juan-Pablo, 2014. "Quadratic hedging schemes for non-Gaussian GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 13-32.
- Tseng, Chao-Tang & Wu, Mei-Fang & Lin, Hong-Dar & Chiu, Yuan-Shyi Peter, 2014. "Solving a vendor–buyer integrated problem with rework and a specific multi-delivery policy by a two-phase algebraic approach," Economic Modelling, Elsevier, vol. 36(C), pages 30-36.
- Chiu, Yuan-Shyi Peter & Chang, Huei-Hsin, 2014. "Optimal run time for EPQ model with scrap, rework and stochastic breakdowns: A note," Economic Modelling, Elsevier, vol. 37(C), pages 143-148.
- Ciałowicz, Beata, 2014. "The phenomenon of equifinality in innovative development of the monetary private ownership economy —An axiomatic set-up," Economic Modelling, Elsevier, vol. 38(C), pages 1-5.
- Chiu, Yuan-Shyi Peter & Chen, Yung-Chung & Lin, Hong-Dar & Chang, Huei-Hsin, 2014. "Combining an improved multi-delivery policy into a single-producer multi-retailer integrated inventory system with scrap in production," Economic Modelling, Elsevier, vol. 39(C), pages 163-167.
- Lucchetti, Riccardo & Pigini, Claudia, 2014.
"A simple and effective misspecification test for the double-hurdle model,"
Economics Letters, Elsevier, vol. 123(1), pages 75-78.
- Riccardo LUCCHETTI & Claudia PIGINI, 2014. "A simple and effective misspecification test for the double-hurdle model," Working Papers 397, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014.
"When to invest in carbon capture and storage technology: A mathematical model,"
Energy Economics, Elsevier, vol. 42(C), pages 219-225.
- Walsh, Darragh & O'Sullivan, Kevin & Lee, William & Devine, Mel, 2014. "When to Invest in Carbon Capture and Storage Technology: A Mathematical Model," Papers RB2014/1/4, Economic and Social Research Institute (ESRI).
- Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
- Kobari, L. & Jaimungal, S. & Lawryshyn, Y., 2014. "A real options model to evaluate the effect of environmental policies on the oil sands rate of expansion," Energy Economics, Elsevier, vol. 45(C), pages 155-165.
- Lin, Chien-Chih, 2014. "Estimation accuracy of high–low spread estimator," Finance Research Letters, Elsevier, vol. 11(1), pages 54-62.
- Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014. "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, vol. 11(2), pages 161-172.
- Leirvik, Thomas, 2014. "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, vol. 11(3), pages 231-237.
- Cole, John A. & Cadogan, Godfrey, 2014.
"Bankruptcy risk induced by career concerns of regulators,"
Finance Research Letters, Elsevier, vol. 11(3), pages 259-271.
- Godfrey Charles-Cadogan & John A. Cole, 2013. "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers 1312.7346, arXiv.org.
- He, Lixia & English, Burton C. & De La Torre Ugarte, Daniel G. & Hodges, Donald G., 2014. "Woody biomass potential for energy feedstock in United States," Journal of Forest Economics, Elsevier, vol. 20(2), pages 174-191.
- Hernandez, M. & Gómez, T. & Molina, J. & León, M.A. & Caballero, R., 2014. "Efficiency in forest management: A multiobjective harvest scheduling model," Journal of Forest Economics, Elsevier, vol. 20(3), pages 236-251.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014.
"A benchmark approach to risk-minimization under partial information,"
Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 129-146.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "A Benchmark Approach to Risk-Minimization under Partial Information," Papers 1307.6036, arXiv.org.
- Spreeuw, Jaap, 2014. "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 235-242.
- Baltagi, Badi H. & Yen, Yin-Fang, 2014.
"Hospital treatment rates and spillover effects: Does ownership matter?,"
Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 193-202.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?," CESifo Working Paper Series 4664, CESifo.
- Badi H. Baltagi & Yin-Fang Yen, 2014. "Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?," Center for Policy Research Working Papers 165, Center for Policy Research, Maxwell School, Syracuse University.
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"When to invest in carbon capture and storage technology: A mathematical model,"
Energy Economics, Elsevier, vol. 42(C), pages 219-225.
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"World welfare is rising: Estimation using nonparametric bounds on welfare measures,"
Journal of Public Economics, Elsevier, vol. 97(C), pages 176-195.
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"Optimal sorting in group contests with complementarities,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 311-323.
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"Equilibrium existence in group contests,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 265-276, October.
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"Real Term Structure and Inflation Compensation in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 1-42, March.
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"Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies,"
Journal of Regulatory Economics, Springer, vol. 46(1), pages 23-50, August.
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"Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100410, Verein für Socialpolitik / German Economic Association.
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- Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples,"
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"Does Anti-dumping Enforcement Generate Threat?,"
Foreign Trade Review, , vol. 49(1), pages 31-44, February.
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"Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(6), pages 582-595, June.
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"Analytic Approximation of Finite‐Maturity Timer Option Prices,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(3), pages 245-273, March.
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"Multivariate bubbles and antibubbles,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-7, August.
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"On Market Economies: How Controllable Constructs Become Complex,"
Expert Journal of Economics, Sprint Investify, vol. 2(3), pages 100-108.
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"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
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59770, University Library of Munich, Germany.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014.
"On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets,"
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- Aleksenko, Natalia & Il'ina, Nadezhda & Motrich, Victoriya, 2014. "Использование Инструментов Аналитической Геометрии Для Поиска Экстремума Производственной Функции [Use of tools of analytical geometry for search of an extremum of production function]," MPRA Paper 63605, University Library of Munich, Germany.
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- Пигнастый, Олег, 2014. "Использование Pde-Моделей Для Построения Единой Теории Производственных Линий [Using PDE-models for a unified theory of production lines]," MPRA Paper 94647, University Library of Munich, Germany, revised 06 Sep 2014.
- Пигнастый, Олег, 2014. "Основы Статистической Теории Построения Континуальных Моделей Производственных Линий [Fundamentals Of The Statistical Theory Of The Construction Of Continuum Models Of Production Lines]," MPRA Paper 95240, University Library of Munich, Germany, revised 20 Aug 2014.
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"Policy distortions and aggregate productivity with endogenous establishment-level productivity,"
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- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2022. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-741, University of Toronto, Department of Economics.
- Marina Mendes Tavares & Diego Restuccia & Jose-Maria Da-Rocha, 2014. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," 2014 Meeting Papers 1196, Society for Economic Dynamics.
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- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2017. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-579, University of Toronto, Department of Economics.
- Jose-Maria Da-Rocha & Marina Mendes Tavares & Diego Restuccia, 2016. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-558, University of Toronto, Department of Economics.
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- Jose-Maria Da-Rocha & Diego Restuccia & Marina M. Tavares, 2019. "Policy Distortions and Aggregate Productivity with Endogenous Establishment-Level Productivity," Working Papers tecipa-629, University of Toronto, Department of Economics.
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- Florin Marius Pavelescu, 2014. "Methodological considerations on the size of Coefficient of Intensity of Structural Changes (CISC)," Romanian Statistical Review, Romanian Statistical Review, vol. 62(2), pages 95-107, June.
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"Does Anti-dumping Enforcement Generate Threat?,"
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- George Djolov, 2014. "A Note on the Estimation of the Gini Index," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(3), pages 237-256, August.
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"Multivariate bubbles and antibubbles,"
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"Monotonic models and cycles,"
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"The Generalized Lognormal Distribution and the Stieltjes Moment Problem,"
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"Diffusion and spatial equilibrium of a social norm: voting participation in the United States, 1920–2008,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1769-1783, May.
- Coleman, Stephen, 2012. "Diffusion and Spatial Equilibrium of a Social Norm: Voting Participation in the United States, 1920-2008," MPRA Paper 43509, University Library of Munich, Germany.
- Leo Freyer, 2014. "Robust rankings," Scientometrics, Springer;Akadémiai Kiadó, vol. 100(2), pages 391-406, August.
- S. Varun Shrivats & Sujit Bhattacharya, 2014. "Forecasting the trend of international scientific collaboration," Scientometrics, Springer;Akadémiai Kiadó, vol. 101(3), pages 1941-1954, December.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017.
"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
Sustainability, MDPI, vol. 9(10), pages 1-34, September.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
- K.Vela Velupillai, 2014. "de Finetti's Theory of Probability and its Jaynesian Critique," ASSRU Discussion Papers 1406, ASSRU - Algorithmic Social Science Research Unit.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017.
"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
Sustainability, MDPI, vol. 9(10), pages 1-34, September.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
- Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K., 2017.
"Volatility Spillovers from Australia's major trading partners across the GFC,"
International Review of Economics & Finance, Elsevier, vol. 47(C), pages 159-175.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's Major Trading Partners across the GFC," Tinbergen Institute Discussion Papers 14-106/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Documentos de Trabajo del ICAE 2014-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Working Papers in Economics 14/23, University of Canterbury, Department of Economics and Finance.
- Roberto Marchionatti & Fiorenzo Mornati, 2016.
"Economic Theories in Competition - A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201436, University of Turin.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," CESMEP Working Papers 201404, University of Turin.
- Roberto Marchionatti & Fiorenzo Mornati, 2016.
"Economic Theories in Competition - A New Narrative of the Debate on the General Economic Equilibrium Theory in the 1930s,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(5), pages 503-523.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," CESMEP Working Papers 201404, University of Turin.
- Marchionatti, Roberto & Mornati, Fiorenzo, 2014. "Economic Theories in Competition. A New Narrative of the Debate on General Economic Equilibrium Theory in the 1930s," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201436, University of Turin.
- Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014. "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, vol. 13(2), pages 37-48, July.
- Al-Augby Salam & Majewski Sebastian & Majewska Agnieszka & Nermend Kesra, 2014. "A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 19-36, December.
- Olga Kiuila & Thomas F. Rutherford, 2014. "Economic modeling approaches: optimization versus equilibrium," Working Papers 2014-04, Faculty of Economic Sciences, University of Warsaw.
- Vasileios Angelis & Athanasios Angelis-Dimakis & Katerina Dimaki, 2014. "Identifying Clusters of Regions in the European South, based on their Economic, Social and Environmental Characteristics," ERSA conference papers ersa14p647, European Regional Science Association.
- Xuemin Ren & George X. Yuan & Lishang Jiang, 2014. "The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-23.
- Bin Li & Qihe Tang & Lihe Wang & Xiaowen Zhou, 2014. "Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 1-19.
- Shuntian Yao & Soon Beng Chew, 2014. "A Mathematical Model Of A Macro-Focused Labor Union," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-10.
- Shuntian Yao & Soon Beng Chew, 2014. "A Mathematical Model Of A Macro-Focused Labor Union," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 59(04), pages 1-10.
- Raymond Hon Fu Chan & Spike Tsz Ho Lee & Wing-Keung Wong, 2014. "Technical Analysis and Financial Asset Forecasting:From Simple Tools to Advanced Techniques," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8625, February.
- Mark H A Davis & Sébastien Lleo, 2014. "Risk-Sensitive Investment Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9026, October.
- Zhaodong Wang & Weian Zheng, 2014. "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, October.
- Olivier Le Courtois & Christian Walter, 2014.
"Extreme Financial Risks and Asset Allocation,"
World Scientific Books,
World Scientific Publishing Co. Pte. Ltd., number p907, October.
- Olivier Le Courtois & Christian Walter, 2014. "Extreme Financial Risks and Asset Allocation," Post-Print hal-02298199, HAL.
- Mark H. A. Davis & Sébastien Lleo, 2014. "The Merton Problem," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 1, pages 3-15, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Risk-Sensitive Asset Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 2, pages 17-40, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 3, pages 41-56, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Asset and Liability Management," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 4, pages 57-87, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Investment Constraints," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 5, pages 89-107, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Infinite Horizon Problems," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 6, pages 109-128, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Jumps in Asset Prices," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 7, pages 131-168, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "General Jump-Diffusion Setting," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 8, pages 169-205, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Fund Separation and Fractional Kelly Strategies," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 9, pages 207-226, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Managing Against a Benchmark: Jump-Diffusion Case," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 10, pages 227-260, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Asset and Liability Management: Jump-Diffusion Case," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 11, pages 261-304, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Factor and Securities Models," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 12, pages 307-315, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Case Studies," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 13, pages 317-347, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Numerical Methods," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 14, pages 349-365, World Scientific Publishing Co. Pte. Ltd..
- Mark H. A. Davis & Sébastien Lleo, 2014. "Factor Estimation: Filtering and Black-Litterman," World Scientific Book Chapters, in: RISK-SENSITIVE INVESTMENT MANAGEMENT, chapter 15, pages 367-383, World Scientific Publishing Co. Pte. Ltd..
- Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
- Bush, C. Anthony, 2014. "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers 2014-33, Kiel Institute for the World Economy (IfW Kiel).
- Bernd Hayo & Britta Niehof, 2014.
"Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model,"
MAGKS Papers on Economics
201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Niehof, Britta & Hayo, Bernd, 2014. "Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100410, Verein für Socialpolitik / German Economic Association.
- Böhm, Volker, 2014. "Rational Expectations and the Stability of Balanced Monetary Development," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100423, Verein für Socialpolitik / German Economic Association.
2013
- Amin W. Mugera, 2013.
"Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
- Mugera, Amin W., 2013. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-19.
- Mugera, Amin W., 2011. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103251, Agricultural and Applied Economics Association.
- Stergios Athanassoglou, 2013.
"Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote,"
Working Papers
2013.40, Fondazione Eni Enrico Mattei.
- Athanassoglou, Stergios, 2013. "Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote," Climate Change and Sustainable Development 150371, Fondazione Eni Enrico Mattei (FEEM).
- Daria Onori, 2013.
"Optimal Growth under Flow-Based Collaterals,"
Working Papers
halshs-00824672, HAL.
- Daria Onori, 2013. "Optimal Growth under Flow-Based Collaterals," AMSE Working Papers 1331, Aix-Marseille School of Economics, France, revised 21 May 2013.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2014.
"A benchmark approach to risk-minimization under partial information,"
Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 129-146.
- Claudia Ceci & Katia Colaneri & Alessandra Cretarola, 2013. "A Benchmark Approach to Risk-Minimization under Partial Information," Papers 1307.6036, arXiv.org.
- Cole, John A. & Cadogan, Godfrey, 2014.
"Bankruptcy risk induced by career concerns of regulators,"
Finance Research Letters, Elsevier, vol. 11(3), pages 259-271.
- Godfrey Charles-Cadogan & John A. Cole, 2013. "Bankruptcy Risk Induced by Career Concerns of Regulators," Papers 1312.7346, arXiv.org.
- Schennach, Susanne M., 2019.
"Convolution without independence,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 308-318.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers 46/13, Institute for Fiscal Studies.
- Michele Leonardo Bianchi & Svetlozar T. Rachev & Frank J. Fabozzi, 2013. "Tempered stable Ornstein-Uhlenbeck processes: a practical view," Temi di discussione (Economic working papers) 912, Bank of Italy, Economic Research and International Relations Area.
- Sara Cecchetti & Laura Sigalotti, 2013. "Forward-looking robust portfolio selection," Temi di discussione (Economic working papers) 913, Bank of Italy, Economic Research and International Relations Area.
- Marcello Pericoli, 2013. "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers) 927, Bank of Italy, Economic Research and International Relations Area.
- de Angelis, Tiziano & Ferrari, Giorgio, 2014. "A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis," Center for Mathematical Economics Working Papers 477, Center for Mathematical Economics, Bielefeld University.
- Herzberg, Frederik, 2014. "Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results," Center for Mathematical Economics Working Papers 488, Center for Mathematical Economics, Bielefeld University.
- Brezavšček Alenka, 2013. "A Simple Discrete Approximation for the Renewal Function," Business Systems Research, Sciendo, vol. 4(1), pages 65-75, March.
- Mugera, Amin W., 2013.
"Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 1-19.
- Amin W. Mugera, 2013. "Measuring technical efficiency of dairy farms with imprecise data: a fuzzy data envelopment analysis approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(4), pages 501-520, October.
- Mugera, Amin W., 2011. "Measuring Technical Efficiency of Dairy Farms with Imprecise Data: A Fuzzy Data Envelopment Analysis Approach," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103251, Agricultural and Applied Economics Association.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- BURTEA Elena & HURLOIU Iulian & MERUŢĂ Alexandrina, 2013. "Decision Importance For Customers Management," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(3), pages 30-37.
- Marie Vejsadová Dryjová, 2013. "The Possibilities of Difference Analysis Utilisation in Profit Rate Assessment," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 16(1), pages 45-54.
- Christian Kleiber, 2013.
"On moment indeterminacy of the Benini income distribution,"
Statistical Papers, Springer, vol. 54(4), pages 1121-1130, November.
- Kleiber, Christian, 2013. "On moment indeterminacy of the Benini income distribution," Working papers 2013/08, Faculty of Business and Economics - University of Basel.
- Pierpaolo D'Urso & Girish Prayag & Marta Disegna & Riccardo Massari, 2013. "Market Segmentation using Bagged Fuzzy C–Means (BFCM): Destination Image of Western Europe among Chinese Travellers," BEMPS - Bozen Economics & Management Paper Series BEMPS13, Faculty of Economics and Management at the Free University of Bozen.
- Marco Frittelli & Loriano Mancini & Ilaria Peri, 2013. "Scientific Research Measures," Swiss Finance Institute Research Paper Series 13-37, Swiss Finance Institute.
- A. Fiori Maccioni & A. Bitinas, 2013. "Lithuanian pension system's reforms following demographic and social transitions," Working Paper CRENoS 201315, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Juan C. Duque & Alejandro Betancourt & Freddy Marin, 2013. "An algorithmic approach for simulating realistic irregular lattices," Documentos de Trabajo de Valor Público 10937, Universidad EAFIT.
- David Hincapié Vélez, 2013. "¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?," Ensayos de Economía 12250, Universidad Nacional de Colombia Sede Medellín.
- Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.
- Ramona Mariana CALINICA, 2013. "Analysis of Overnight ROBOR Interbank Interest Rate Recorded in October 2008 Using a Correlational Mathematical Model," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 53-58.
- Gahramanov, Emin & Tang, Xueli, 2013. "Solving for the retirement age in a continuous-time model with endogenous labor supply," Working Papers eco_2013_5, Deakin University, Department of Economics.
- Peter Stephensen, 2012.
"SBAM: An Algorithm for Pair Matching,"
DREAM Working Paper Series
201201, Danish Rational Economic Agents Model, DREAM.
- Peter Stephensen & Tobias Markeprand, 2013. "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series 201303, Danish Rational Economic Agents Model, DREAM.
- Stephensen, Peter & Markeprand, Tobias, 2013. "SBAM: An algorithm for pair matching," MPRA Paper 59580, University Library of Munich, Germany.
- Arora, Nitin, 2013. "Does Catching-up or Innovations Drive Total Factor Productivity Growth in Indian Sugar Industry? A Non-Parametric Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 48(2), pages 351-380.
- Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009. "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series 1002, European Central Bank.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013.
"The bull and bear market model of Huang and Day: Some extensions and new results,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2351-2370.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012. "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series 89, Bamberg University, Bamberg Economic Research Group.
- Zhu, Song-Ping & Chen, Wen-Ting, 2013. "Pricing Parisian and Parasian options analytically," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 875-896.
- Tacchella, A. & Cristelli, M. & Caldarelli, G. & Gabrielli, A. & Pietronero, L., 2013. "Economic complexity: Conceptual grounding of a new metrics for global competitiveness," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1683-1691.
- Lin, Shao-Bin & Chen, Chun-Da, 2013. "Applying the Model Order Reduction method to a European option pricing model," Economic Modelling, Elsevier, vol. 33(C), pages 533-536.
- Chiu, Singa Wang & Lin, Li-Wen & Chen, Kuang-Ku & Chou, Chung-Li, 2013. "Determining production–shipment policy for a vendor–buyer integrated system with rework and an amending multi-delivery schedule," Economic Modelling, Elsevier, vol. 33(C), pages 668-675.
- Chiu, Yuan-Shyi Peter & Huang, Chao-Chih & Wu, Mei-Fang & Chang, Huei-Hsin, 2013. "Joint determination of rotation cycle time and number of shipments for a multi-item EPQ model with random defective rate," Economic Modelling, Elsevier, vol. 35(C), pages 112-117.
- Chiu, Singa Wang & Chou, Chung-Li & Wu, Wen-Kuei, 2013. "Optimizing replenishment policy in an EPQ-based inventory model with nonconforming items and breakdown," Economic Modelling, Elsevier, vol. 35(C), pages 330-337.
- Chiu, Singa Wang & Pai, Fan-Yun & Wu, Wen Kuei, 2013. "Alternative approach to determine the common cycle time for a multi-item production system with discontinuous deliveries and failure in rework," Economic Modelling, Elsevier, vol. 35(C), pages 593-596.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2013.
"A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis,"
European Journal of Operational Research, Elsevier, vol. 225(1), pages 100-105.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2011. "A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis," MPRA Paper 30951, University Library of Munich, Germany.
- Méndez-Piñero, Mayra Ivelisse & Colón-Vázquez, Melitza, 2013. "Economic analysis of alternatives for optimizing energy use in manufacturing companies," Energy Economics, Elsevier, vol. 40(C), pages 146-154.
- Golbabai, A. & Ballestra, L.V. & Ahmadian, D., 2013. "Superconvergence of the finite element solutions of the Black–Scholes equation," Finance Research Letters, Elsevier, vol. 10(1), pages 17-26.
- Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013. "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, vol. 24(2), pages 114-118.
- Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013. "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 286-299.
- Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael, 2013. "Lifetime dependence modelling using a truncated multivariate gamma distribution," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 542-549.
- López-Díaz, María Concepción & López-Díaz, Miguel, 2013. "A note on the family of extremality stochastic orders," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 230-236.
- Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2013. "Valuing equity-linked death benefits in jump diffusion models," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 615-623.
- Maegebier, Alexander, 2013. "Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 802-811.
- Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013. "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 837-846.
- Fuh, Cheng-Der & Luo, Sheng-Feng & Yen, Ju-Fang, 2013. "Pricing discrete path-dependent options under a double exponential jump–diffusion model," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2702-2713.
- Giammarino, Flavia & Barrieu, Pauline, 2013.
"Indifference pricing with uncertainty averse preferences,"
Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.
- Giammarino, Flavia & Barrieu, Pauline, 2011. "Indifference pricing with uncertainty averse preferences," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.
- Pinkovskiy, Maxim L., 2013.
"World welfare is rising: Estimation using nonparametric bounds on welfare measures,"
Journal of Public Economics, Elsevier, vol. 97(C), pages 176-195.
- Maxim L. Pinkovskiy, 2014. "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports 662, Federal Reserve Bank of New York.
- Ayse YILDIZ & Muhammed DEVECI, 2013. "Bulanik VIKOR Yontemine Dayali Personel Secim Sureci," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(4), pages 427-436.
- Erkan KOSE & Hakan Soner APLAK & Mehmet KABAK, 2013. "Personel Secimi icin Gri Sistem Teori Tabanli Butunlesik Bir Yaklasim," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(4), pages 461-471.
- Komarova, Tatiana, 2013. "A new approach to identifying generalized competing risks models with application to second-price auctions," LSE Research Online Documents on Economics 50245, London School of Economics and Political Science, LSE Library.
- Escobedo Martínez, Ramón & Laruelle, Annick, 2013. "Emergence of Cooperation in Heterogeneous Population: A Discrete-Time Replicator Dynamics Analysis," IKERLANAK info:eu-repo/grantAgreeme, Universidad del País Vasco - Departamento de Fundamentos del Análisis Económico I.
- Balmaseda, Beatriz Irene. & Necoechea, Lizbeth., 2013. "Metodología de estimación del número de clientes del sistema bancario en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(320), pages 943-963, octubre-d.
- Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2013. "Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 45-95, Emerald Group Publishing Limited.
- Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos, 2013. "Forecasting Financial Indices: The Baltic Dry Indices," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), vol. 0(1), pages 109-130.
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- Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov, 2013. "Finding the Nearest Valid Covariance Matrix: An FX Market Case," EUSP Department of Economics Working Paper Series 2013/07, European University at St. Petersburg, Department of Economics.
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"Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework,"
Cahiers de recherche
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- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013.
"Life quantity, life quality and longevity: An intertemporal social evaluation framework,"
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P79, FERDI.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Jean-Yves Duclos & Bouba Housseini, 2013. "Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework," Cahiers de recherche 1315, CIRPEE.
- Hui He & Hao Zhang, 2013. "A Rapid Grid Search Method for Solving Dynamic Programming Problems in Economics," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 8(2), pages 260-271, June.
- Athanassoglou, Stergios, 2013.
"Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote,"
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- S.G. de-los-Cobos-Silva & A. Terceño-Gómez & M.A. Gutiérrez-Andrade & E.A. Rincón-García & P. Lara-Velázquez & M. Aguilar-Cornejo, 2013. "Particle Swarm Optimization: An Alternative For Parameter Estimation In Regression," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 19-32, November.
- G.N. Botzoris & B.K. Papadopoulos & D.S. Sfiris, 2013. "Modeling Queueing Systems Using Fuzzy Estimators," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 3-17, November.
- Alfredo Medio, 2013. "Simple and Complex Dynamics: A Hidden Parameter," GREDEG Working Papers 2013-27, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Gosselin, Pierre & Lotz, Aileen & Wambst, Marc, 2013.
"On apparent irrational behaviors : interacting structures and the mind,"
MPRA Paper
44421, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2013. "On Apparent Irrational Behaviors : Interacting Structures and the Mind," Working Papers hal-00851309, HAL.
- Daria Onori, 2013.
"Optimal Growth under Flow-Based Collaterals,"
AMSE Working Papers
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- Daria Onori, 2013. "Optimal Growth under Flow-Based Collaterals," Working Papers halshs-00824672, HAL.
- Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer, 2013. "Reference Dependent Preferences and the EPK Puzzle," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Luke Miller & Mark Bertus, 2013. "An Exposition On The Mathematics And Economics Of Option Pricing," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 5(1), pages 1-16.
- Linda Margarita Medina Herrera & Ernesto Armando Pacheco Velazquez, 2013. "Spectral Analysis And Networks In Financial Correlation Matrices, Analisis Espectral Y Redes En Matrices De Correlacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 6(6), pages 15-28.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efisiensi Bank Umum Syariah Menggunakan Pendekatan Two-Stage Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efisiensi Bank Umum Syariah Menggunakan Pendekatan Two-Stage Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 155-176, October.
- Sri Hermuningsih, 2013. "Profitability, Growth Opportunity, Capital Structure and The Firm Value," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efficiency of Islamic Banks Using Two Stage Approach of Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 1-22, October.
- Muhammad Faza Firdaus & Muhamad Nadratuzzaman Hosen, 2013. "Efficiency of Islamic Banks Using Two Stage Approach of Data Envelopment Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 16(2), pages 155-176, October.
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"Convolution without independence,"
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- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina, 2013. "Simulación estocástica de esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 51-66, Diciembre.
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- Guglielmo D’Amico, 2013. "A semi-Markov approach to the stock valuation problem," Annals of Finance, Springer, vol. 9(4), pages 589-610, November.
- Srikanth Iyer & Seema Nanda & Swapnil Kumar, 2013. "An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(3), pages 243-259, September.
- Bo Zhao & Stewart Hodges, 2013. "Parametric modeling of implied smile functions: a generalized SVI model," Review of Derivatives Research, Springer, vol. 16(1), pages 53-77, April.
- Andrey Itkin, 2013.
"New solvable stochastic volatility models for pricing volatility derivatives,"
Review of Derivatives Research, Springer, vol. 16(2), pages 111-134, July.
- Andrey Itkin, 2012. "New solvable stochastic volatility models for pricing volatility derivatives," Papers 1205.3550, arXiv.org, revised Jun 2012.
- Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2013. "Option pricing under non-normality: a comparative analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 273-292, February.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series 13-3, Department of Economics at the University of Luxembourg.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013.
"Life quantity, life quality and longevity: An intertemporal social evaluation framework,"
Working Papers
P79, FERDI.
- Jean-Yves Duclos & Bouba Housseini, 2013. "Life Quantity, Life Quality and Longevity : an Intertemporal Social Evaluation framework," Cahiers de recherche 1315, CIRPEE.
- Jean-Yves DUCLOS & Bouba HOUSSEINI, 2013. "Life quantity, life quality and longevity: An intertemporal social evaluation framework," Working Papers P79, FERDI.
- Karl Inderfurth & Gudrun Kiesmüller, 2013. "Exact and heuristic linear-inflation policies for an inventory model with random yield and arbitrary lead times," FEMM Working Papers 130007, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Bernd Hayo & Britta Niehof, 2013. "Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets," MAGKS Papers on Economics 201342, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Jafari Samimi, Ahmad & Tehranchian, Amirmansour & Balonejad, Rozbeh, 2013. "Optimal Control of the Import in Planning for Economic Growth (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(14), pages 69-86, March.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2013.
"Risk management and climate change,"
Nature Climate Change, Nature, vol. 3(5), pages 447-450, May.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2012. "Risk Management and Climate Change," NBER Working Papers 18607, National Bureau of Economic Research, Inc.
- Galina ULIAN & Iulia CAPRIAN, 2013. "The Problem Of Quantifying The Underground Economy: Applying The Method Of Metered Resources," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 25-30.
- Thomas Breuer & Martin Summer, 2013. "Stress Test Robustness: Recent Advances and Open Problems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 74-86.
- Buºu Mihail & Cioacã Sorin, 2013. "An Application of the Kalman Filter for Market Studies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 726-731, May.
- Tenorio Villal¢n, Angel F. & Martín Caraballo, Ana M. & Paralera Morales, Concepción & Contreras Rubio, Ignacio, 2013. "Ecuaciones diferenciales y en diferencias aplicadas a los conceptos económicos y financieros || Differential and Difference Equations Applied to Economic and Financial Concepts," 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, vol. 16(1), pages 165-199, December.
- Marc Boissaux & Jang Schiltz, 2013.
"Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control,"
Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 5, pages 106-128,
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- Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
- Hamrita Mohamed Essaied, 2013.
"Export-led growth in Tunisia: A wavelet filtering based analysis,"
Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 12-27, October.
- Hamrita, Mohamed Essaied, 2014. "Export-Led Growth in Tunisia: A wavelet filtering based analysis," MPRA Paper 52722, University Library of Munich, Germany.
- B S, Balakrishna, 2013. "On multi-particle Brownian survivals and the spherical Laplacian," MPRA Paper 43567, University Library of Munich, Germany.
- de Rigo, Daniele & Corti, Paolo & Caudullo, Giovanni & McInerney, Daniel & Di Leo, Margherita & San-Miguel-Ayanz, Jesús, 2013. "Toward open science at the European scale: geospatial semantic array programming for integrated environmental modelling," MPRA Paper 44194, University Library of Munich, Germany.
- de Rigo, Daniele, 2013.
"Software uncertainty in integrated environmental modelling: the role of semantics and open science,"
MPRA Paper
45960, University Library of Munich, Germany.
- de Rigo, Daniele, 2013. "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper 44201, University Library of Munich, Germany.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013.
"A note on almost stochastic dominance,"
Economics Letters, Elsevier, vol. 121(2), pages 252-256.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
- Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Theoretical," MPRA Paper 44416, University Library of Munich, Germany.
- Albers, Scott, 2013. "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper 44417, University Library of Munich, Germany.
- Pierre Gosselin & Aïleen Lotz & Marc Wambst, 2013.
"On Apparent Irrational Behaviors : Interacting Structures and the Mind,"
Working Papers
hal-00851309, HAL.
- Gosselin, Pierre & Lotz, Aileen & Wambst, Marc, 2013. "On apparent irrational behaviors : interacting structures and the mind," MPRA Paper 44421, University Library of Munich, Germany.
- Albers, Scott, 2013. "Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'," MPRA Paper 44594, University Library of Munich, Germany.
- Albers, Scott & Albers, Andrew L., 2013. "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper 44843, University Library of Munich, Germany.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2013.
"On the pricing and hedging of options for highly volatile periods,"
Papers
1304.4688, arXiv.org.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On the pricing and hedging of options for highly volatile periods," MPRA Paper 45272, University Library of Munich, Germany.
- O'Sullivan, John Linus, 2013. "Space and Time," MPRA Paper 45703, University Library of Munich, Germany, revised 25 Apr 2013.
- de Rigo, Daniele, 2013.
"Software uncertainty in integrated environmental modelling: the role of semantics and open science,"
MPRA Paper
44201, University Library of Munich, Germany.
- de Rigo, Daniele, 2013. "Software uncertainty in integrated environmental modelling: the role of semantics and open science," MPRA Paper 45960, University Library of Munich, Germany.
- Gagen, Michael, 2013. "Isomorphic Strategy Spaces in Game Theory," MPRA Paper 46176, University Library of Munich, Germany.
- Li, Minqiang & Mercurio, Fabio, 2013. "Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models," MPRA Paper 47465, University Library of Munich, Germany.
- Harin, Alexander, 2013. "A non-zero dispersion leads to the non-zero bias of mean," MPRA Paper 47559, University Library of Munich, Germany.
- Yashkir, Yuriy & Yashkir, Olga, 2013. "Overnight Index Rate: Model, Calibration, and Simulation," MPRA Paper 47574, University Library of Munich, Germany.
- Roncalli, Thierry, 2013.
"Introduction to Risk Parity and Budgeting,"
MPRA Paper
47679, University Library of Munich, Germany.
- Thierry Roncalli, 2014. "Introduction to Risk Parity and Budgeting," Papers 1403.1889, arXiv.org.
- Halkos, George, 2013. "Uncertainty in optimal pollution levels: Modeling the benefit area," MPRA Paper 47768, University Library of Munich, Germany.
- BILOA ESSIMI, Jean Aristide & CHAMENI NEMBUA, Celestin, 2013. "Estimation D’Une Ligne D’Affluence : Cas Du Cameroun [Affluence Line Estimation: Case Of Cameroon]," MPRA Paper 48095, University Library of Munich, Germany.
- Vorobyev, Oleg Yu., 2013. "In search of a primary source: remaking the paper (1975) where at the first time a definition of lattice (Vorob’ev) expectation of a random set was given," MPRA Paper 48102, University Library of Munich, Germany, revised 27 Apr 2013.
- Vorobyev, Oleg Yu., 2013. "Applicable eventology of safety: inconclusive totals," MPRA Paper 48103, University Library of Munich, Germany, revised 27 Apr 2013.
- Oikonomou, V.K. & Jost, J, 2013. "Periodic strategies and rationalizability in perfect information 2-Player strategic form games," MPRA Paper 48117, University Library of Munich, Germany.
- Beja Jr, Edsel, 2013. "Does economic prosperity bring about a happier society? Mathematical remarks on the Easterlin Paradox debate," MPRA Paper 48229, University Library of Munich, Germany.
- Lombardi, Michele & Yoshihara, Naoki, 2013.
"Natural Implementation with Partially Honest Agents in Economic Environments,"
Discussion Paper Series
592, Institute of Economic Research, Hitotsubashi University.
- Lombardi, Michele & Yoshihara, Naoki, 2013. "Natural implementation with partially honest agents in economic environments," MPRA Paper 48294, University Library of Munich, Germany.
- Muntean, Mihaela & Muntean, Cornelia & Cabau, Liviu Gabriel, 2013. "Evaluating Business Intelligence Initiatives With Respect To BI Governance," MPRA Paper 48486, University Library of Munich, Germany, revised 22 Apr 2013.
- Skribans, Valerijs & Lektauers, Arnis & Merkuryev, Yuri, 2013. "Third Generation University Strategic Planning Model Development," MPRA Paper 49168, University Library of Munich, Germany.
- Chun, So Yeon & Kleywegt, Anton J & Shapiro, Alexander, 2011.
"Revenue management in resource exchange seller alliances,"
MPRA Paper
34657, University Library of Munich, Germany.
- Chun, So Yeon & Kleywegt, Anton & Shapiro, Alexander, 2013. "Resource Exchange Seller Alliances," MPRA Paper 49759, University Library of Munich, Germany.
- Zinn, Jesse, 2013. "Modelling Biased Judgement with Weighted Updating," MPRA Paper 50310, University Library of Munich, Germany.
- Alcantud, José Carlos R. & Díaz, Susana, 2013. "Szpilrajn-type extensions of fuzzy quasiorderings," MPRA Paper 50547, University Library of Munich, Germany.
- Mohajan, Haradhan, 2013. "Schwarzschild Geometry from Exact Solution of Einstein Equation," MPRA Paper 50795, University Library of Munich, Germany, revised 16 Oct 2013.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
- Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015.
"Optimal output for the regret-averse competitive firm under price uncertainty,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
- Broll, Udo & Ergozue, Martin & Welzel, Peter & Wong, Wing-Keung, 2013. "Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty," MPRA Paper 51703, University Library of Munich, Germany.
- Espinosa, Alexandra M., 2013. "Dynamic conditions for smooth convergence in the Ricardo–Mill model under commitment of trade and continuum of goods," MPRA Paper 52181, University Library of Munich, Germany.
- Mohajan, Haradhan, 2013. "Scope of Raychaudhuri equation in cosmological gravitational focusing and space-time singularities," MPRA Paper 52544, University Library of Munich, Germany, revised 10 Dec 2013.
- Alcantud, José Carlos R., 2013. "Fuzzy sets from the ethics of social preferences,"