Contact information of Tinbergen Institute
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tin:wpaper. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tinbergen Office +31 (0)10-4088900 (email available below). General contact details of provider: https://edirc.repec.org/data/tinbenl.html .
Content
2013
- 13-174/VII Paid to Quit
by Robert Dur & Heiner Schmittdiel
- 13-173/III Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc
by Chia-Lin Chang & Michael McAleer
- 13-172/VIII Digital Infrastructure and Physical Proximity
by Emmanouil Tranos & Peter Nijkamp
- 13-171/VIII Spatial Heterogeneity in Hedonic House Price Models: The Case of Austria
by Marco Helbich & Wolfgang Brunauer & Eric Vaz & Peter Nijkamp
- 13-170/V Health and Inequality
by Owen O'Donnell & Eddy Van Doorslaer & Tom Van Ourti
- 13-169/VII Do Polls create Momentum in Political Competition?
by Philipp Denter & Dana Sisak
- 13-168/III A Capital Adequacy Buffer Model
by David Allen & Michael McAleer
- 13-166/VIII Regional Inequality and Human Capital Quality: The Impact of Technology on the Arrival Rate of Employment Offers
by Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp
- 13-165/VIII Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction Model
by Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp
- 13-164/VIII Describing the Relationships between Tourist Satisfaction and Destination Loyalty in a Segmented and Digitalized Market
by Bart Neuts & João Romão & Eveline van Leeuwen & Peter Nijkamp
- 13-163/VIII Biodiversity Prospecting over Time and under Uncertainty: A Theory of Sorts
by Amitrajeet A. Batabyal & Peter Nijkamp
- 13-162/VIII Preference Elicitation in Generalized Data Envelopment Analysis - In Search of a New Energy Balance in Japan
by Soushi Suzuki & Peter Nijkamp & Piet Rietveld
- 13-161/VIII A Structural Equations Model for Assessing the Economic Performance of High-Tech Ethnic Entrepreneurs
by Mediha Sahin & Alina Todiras & Peter Nijkamp & Bart Neuts & Christiaan Behrens
- 13-160/VIII Accessibility of Cities in the Digital Economy
by Emmanouil Tranos & Aura Reggiani & Peter Nijkamp
- 13-159/VIII Do Floods have Permanent Effects? Evidence from the Netherlands
by Trond G. Husby & Henri L.F. de Groot & Marjan W. Hofkes & Martijn I. Dröes
- 13-158/VIII Substitution between Cars within the Household
by Bruno De Borger & Ismir Mulalic & Jan Rouwendal
- 13-157/II International Environmental Agreements for River Sharing Problems
by Harold Houba & Gerard van der Laan & Yuyu Zeng
- 13-155/III A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data
by Charles S. Bos & Pawel Janus
- 13-151/III A Note on an Estimation Problem in Models with Adaptive Learning
by Norbert Christopeit & Michael Massmann
- 13-150/VI Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis
by Roel Beetsma & Massimo Giuliodori & Frank de Jong & Daniel Widijanto
- 13-149/VI Participation Constraints in Pension Systems
by Roel Beetsma & Ward Romp
- 13-148/VIII Space and Knowledge Spillovers in European Regions
by Andrea Caragliu & Peter Nijkamp
- 13-147/VIII Assessment of Local Key Sectors in a Triple-Layer Spatial System
by Eveline van Leeuwen & Yoshifumi Ishikawa & Peter Nijkamp
- 13-146/VIII Crowding Externalities from Tourist Use of Urban Space
by Bart Neuts & Peter Nijkamp & Eveline van Leeuwen
- 13-145/VIII Modelling Tourism Development and Long-run Economic Growth in Aruba
by Jorge Ridderstaat & Robertico Croes & Peter Nijkamp
- 13-144/VIII Homeownership, Unemployment and Commuting Distances
by Yuval Kantor & Peter Nijkamp & Jan Rouwendal
- 13-143/V The Wear and Tear on Health: What is the Role of Occupation?
by Bastian Ravesteijn & Hans van Kippersluis & Eddy van Doorslaer
- 13-142/III Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
- 13-141/VIII From Islands to Hubs of Innovation: Connecting Innovative Regions
by Andrea Caragliu & Peter Nijkamp
- 13-140/VIII An Exploratory Landscape Metrics Approach to Agricultural Changes: Applications of Spatial Economic Consequences for the Algarve, Portugal
by Eric de Noronha Vaz & Teresa de Noronha & Peter Nijkamp
- 13-139/VIII Mobile Phone Data and Urban Analysis: An Exploratory Space – Time Study
by Emmanouil Tranos & John Steenbruggen & Peter Nijkamp
- 13-138/VIII Digital Destinations in the Tourist Sector: A Path Model for the Impact of e-Services on Tourist Expenditures in Amsterdam
by Bart Neuts & Joao Romao & Peter Nijkamp & Eveline van Leeuwen
- 13-137/VIII A Target-Oriented Data Envelopment Analysis for Energy-Environment Efficiency Improvement in Japan
by Soushi Suzuki & Peter Nijkamp & Piet Rietveld
- 13-136/VI Labour Market Effects of International Fragmentation of Production; Evidence from a Survey and Case Studies in the Dutch Industry
by Ebel Berghuis & Frank A.G. den Butter
- 13-135/VI Managing Transaction Costs in International Production; Evidence on Entrepreneurship from Case Studies in The Netherlands
by Ebel Berghuis & Frank A.G. den Butter
- 13-134/VIII Firm Formation and Agglomeration under Monopolistic Competition
by Stephan Brunow & Peter Nijkamp
- 13-133/VIII The Firms behind the Regions: Analysis of Regional Innovation Performance in Portugal by External Logistic Biplots
by Teresa de Noronha & Purificación Vicente Galindo & Peter Nijkamp & Eric de Noronha Vaz
- 13-132/III Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
by Hooi Hooi Lean & Michael McAleer
- 13-131/VII Aggressive Reporting and Probabilistic Auditing in a Principles-Based Environment
by Suzanne H. Bijkerk & Vladimir A. Karamychev & Otto H. Swank
- 13-130/VIII Modified Ramsey Discounting for Climate Change
by Richard S.J. Tol
- 13-129/V Self-employment and Health: Barriers or Benefits?
by Cornelius A. Rietveld & Hans van Kippersluis & A. Roy Thurik
- 13-128/III Market Integration Dynamics and Asymptotic Price Convergence in Distribution
by Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer
- 13-127/III Semiparametric Cross Entropy for Rare-Event Simulation
by Zdravko Botev & Ad Ridder & Leonardo Rojas-Nandayapa
- 13-125/II Expectations in Experiments
by Florian Wagener
- 13-124/VI Reconciling Consumption Inequality with Income Inequality
by Vadym Lepetyuk & Christian A. Stoltenberg
- 13-123/VIII Overreporting vs. Overreacting: Commuters' Perceptions of Travel Times
by Stefanie Peer & Jasper Knockaert & Paul Koster & Erik Verhoef
- 13-122/III Sequential Monte Carlo for Counting Vertex Covers in General Graphs
by Radislav Vaisman & Zdravko Botev & Ad Ridder
- 13-121/III Forecasting Earnings Forecasts
by Bert de Bruijn & Philip Hans Franses
- 13-120/VIII Coarse Tolling with Heterogeneous Preferences
by Vincent A.C. van den Berg
- 13-119/V The Causal Effect of Retirement on Mortality - Evidence from Targeted Incentives to retire early
by Hans Bloemen & Stefan Hochguertel & Jochem Zweerink
- 13-118/III The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
- 13-117/VIII Tender Auctions with Existing Operators Bidding
by Vincent A.C. van den Berg
- 13-116/VIII Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba
by Jorge Ridderstaat & Peter Nijkamp
- 13-115/VIII Dynamics in Aceh and North Sumatera after the Twin Disasters: An Investigation into the Relevance of the Locational Fundamental Theory
by Aloysius Gunadi Brata & Henri L.F. de Groot & Piet Rietveld
- 13-114/III Volatility Smirk as an Externality of Agency Conflict and Growing Debt
by Marcin Jaskowski & Michael McAleer
- 13-113/III Predicting Covariance Matrices with Financial Conditions Indexes
by Anne Opschoor & Dick van Dijk & Michel van der Wel
- 13-112/I Superstars need Social Benefits: An Experiment on Network Formation
by Boris van Leeuwen & Theo Offerman & Arthur Schram
- 13-111/III Estimating Structural Parameters in Regression Models with Adaptive Learning
by Norbert Christopeit & Michael Massmann
- 13-110/VIII Socio-cultural Diversity and Urban Buzz
by Daniel Arribas-Bel & Karima Kourtit & Peter Nijkamp
- 13-109/VIII Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange
by Daniel Traian Pele & Miruna Mazurencu-Marinescu & Peter Nijkamp
- 13-108/VIII A Multi-Actor Multi-Criteria Analysis of the Performance of Global Cities
by Karima Kourtit & Cathy Macharis & Peter Nijkamp
- 13-107/VIII Modelling R&D and Innovation Support Systems – Analysis of Regional Cluster Structures in Innovation in Portugal
by Teresa de Noronha Vaz & Purificación Vicente Galindo & Peter Nijkamp
- 13-106/VIII The Creative Urban Diaspora Economy: A Disparity Analysis among Migrant Entrepreneurs
by Karima Kourtit & Peter Nijkamp & Daniel Arribas-Bel
- 13-105/VIII A Stepwise Efficiency Improvement DEA Model for Airport Management with a Fixed Runway Capacity
by Soushi Suzuki & Peter Nijkamp
- 13-104/VIII The Rat Race between World Cities: In Search of Exceptional Places by Means of Super-Efficient Data Development Analysis
by Karima Kourtit & Peter Nijkamp & Soushi Suzuki
- 13-103/VIII Residents’ Appreciation of Cultural Heritage in Tourist Centres - A Micro-simulation Modelling Approach to Amsterdam
by Eveline van Leeuwen & Karima Kourtit & Peter Nijkamp
- 13-102/VIII The Spatial-Institutional Architecture of Firms’ Innovative Behaviour
by Eric de Noronha Vaz & Teresa de Noronha Vaz & Peter Nijkamp
- 13-101/VII Costly Location in Hotelling Duopoly
by Jeroen Hinloopen & Stephen Martin
- 13-100/VIII Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment
by M. Bockarjova & P. Rietveld & J.S.A. Knockaert
- 13-099/II Innovate or imitate? Behavioural Technological Change
by Cars Hommes & Paolo Zeppini
- 13-098/III International Technology Diffusion of Joint and Cross-border Patents
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
- 13-096/VII The Economics of First-Contract Mediation
by Sabien Dobbelaere & Roland Iwan Luttens
- 13-095/VII Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands
by Eric Bartelsman & Sabien Dobbelaere & Bettina Peters
- 13-094/VIII Resource Extraction in a Political Economy Framework
by Karolina Ryszka
- 13-093/II Order Monotonic Solutions for Generalized Characteristic Functions
by René van den Brink & Enrique González-Aranguena & Conrado Manuel & Mónica del Pozo
- 13-092/III Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth
- 13-091/VI Flexible Pension Take-up in Social Security
by Yvonne Adema & Jan Bonenkamp & Lex Meijdam
- 13-090/III Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
- 13-089/VIII Road Congestion and Incident Duration
by Martin W. Adler & Jos van Ommeren & Piet Rietveld
- 13-086/III Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj
- 13-085/III Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
- 13-084/VIII Towards a General Theory of Mixed Zones: The Role of Congestion
by Yuval Kantor & Piet Rietveld & Jos van Ommeren
- 13-083/VIII Congestible Goods and Hoarding: A Test based on Students' Use of University Computers
by Martijn B.W. Kobus & Jos N. van Ommeren & Hans R.A. Koster & Piet Rietveld
- 13-082/III A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles
by Bernd Heidergott & Warren Volk-Makarewicz
- 13-081/III Robust Ranking of Journal Quality: An Application to Economics
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
- 13-080/I The Structure of Firm-Specific Labour Unions
by Thorsten Upmann & Julia Müller
- 13-079/I Other-regarding Preferences, Group Identity and Political Participation: An Experiment
by Pedro Robalo & Arthur Schram & Joep Sonnemans
- 13-078/III Ten Things you should know about the Dynamic Conditional Correlation Representation
by Massimiliano Caporin & Michael McAleer
- 13-077/III Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
by Michael McAleer & John Suen & Wing Keung Wong
- 13-076/V Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions
by Titus J. Galama & Hans van Kippersluis
- 13-075/VIII Commuters' Preferences for Fast and Reliable Travel
by Paul Koster & Hans Koster
- 13-074/VIII Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics
by Thijs Dekker & Paul Koster & Roy Brouwer
- 13-073/III Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer
- 13-072/III Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
- 13-071/I Taking Punishment into Your Own Hands: An Experiment
by Peter Duersch & Julia Müller
- 13-070/III GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos
- 13-069/III Modelling and Simulation: An Overview
by Michael McAleer & Felix Chan & Les Oxley
- 13-068/III Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
by Eran Raviv & Kees E. Bouwman & Dick van Dijk
- 13-067/V Universal Coverage on a Budget: Impacts on Health Care Utilization and Out-Of-Pocket Expenditures in Thailand
by Supon Limwattananon & Sven Neelsen & Owen O'Donnell & Phusit Prakongsai & Viroj Tangcharoensathien & Eddy van Doorslaer
- 13-066/V The Impact of Scoring Weights on Price and Quality Outcomes: An Application to the Procurement of Welfare-to-Work Contracts
by Pierre Koning & Arthur van de Meerendonk
- 13-065/VII Using Preferred Outcome Distributions to estimate Value and Probability Weighting Functions in Decisions under Risk
by Bas Donkers & Carlos J.S. Lourenco & Benedict G.C. Dellaert & Daniel G. Goldstein
- 13-064/VI Optimal Fiscal Policy
by Jasper Lukkezen & Coen Teulings
- 13-062/III Solution-Driven Specification of DSGE Models
by Francisco Blasques
- 13-061/III Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk
- 13-060/III Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk
- 13-059/VIII Residential Parking Permits and Parking Supply
by Jos van Ommeren & Jesper de Groote & Giuliano Mingardo
- 13-058/IV Quantifying Productivity Gains from Foreign Investment
by Christian Fons-Rosen & Sebnem Kalemli-Ozcan & Bent E. Sorensen & Carolina Villegas-Sanchez & Vadym Volosovych
- 13-057/III Analyzing Fixed-Event Forecast Revisions
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer
- 13-056/VIII The User Costs of Air Travel Delay Variability
by Paul Koster & Eric Pels & Erik Verhoef
- 13-055/III Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
- 13-054/III On the Phase Dependence in Time-Varying Correlations Between Time-Series
by Francisco Blasques
- 13-053/II Saving Private Pareto
by Harold Houba & Roland Iwan Luttens & Hans-Peter Weikard
- 13-051/II Asymmetric Nash Solutions in the River Sharing Problem
by Harold Houba & Gerard van der Laan & Yuyu Zeng
- 13-049/III Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
- 13-048/III Ten Things you should know about DCC
by Massimiliano Caporin & Michael McAleer
- 13-047/III GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
by David Ardia & Lennart Hoogerheide
- 13-046/I Democracy and Regulation: The Effects of Electoral Competition on Infrastructure Investments
by Arthur Schram & Aljaz Ule
- 13-045/II In Defense of Trusts: R&D Cooperation in Global Perspective
by Jeroen Hinloopen & Grega Smrkolj & Florian Wagener
- 13-044/V Education and Health: The Role of Cognitive Ability
by Govert Bijwaard & Hans van Kippersluis & Justus Veenman
- 13-043/I Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment
by Jona Linde & Joep Sonnemans & Jan Tuinstra
- 13-042/VIII From Mine to Coast: Transport Infrastructure and the Direction of Trade in Developing Countries
by Roberto Bonfatti & Steven Poelhekke
- 13-041/III Prediction Bias Correction for Dynamic Term Structure Models
by Eran Raviv
- 13-040/III Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 13-038/VII Employee Recognition and Performance: A Field Experiment
by Christiane Bradler & Robert Dur & Susanne Neckermann & Arjan Non
- 13-037/VII Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands
by Sabien Dobbelaere & Kozo Kiyota & Jacques Mairesse
- 13-036/III Robust Estimation and Forecasting of the Capital Asset Pricing Model
by Guorui Bian & Michael McAleer & Wing-Keung Wong
- 13-035/V Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors
by Hans van Kippersluis & Titus J. Galama
- 13-033/VIII Over- and Under-Bidding in Tendering
by Vincent van den Berg
- 13-031/VIII On Revenue Recycling and the Welfare Effects of Second-Best Congestion Pricing in a Monocentric City
by Ioannis Tikoudis & Erik T. Verhoef & Jos N. van Ommeren
- 13-030/I The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment
by Matthias Weber & Arthur Schram
- 13-029/III What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer
- 13-028/VIII Equilibrium at a Bottleneck when Long-Run and Short-Run Scheduling Preferences diverge
by Stefanie Peer & Erik T. Verhoef
- 13-027/VII Gaming in Combinatorial Clock Auctions
by Maarten Janssen & Vladimir Karamychev
- 13-025/III A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer
- 13-024/III Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
- 13-022/III Financial Dependence Analysis: Applications of Vine Copulae
by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
- 13-021/III Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer
- 13-020/III Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
by David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas
- 13-019/VIII Regulation of Road Accident Externalities when Insurance Companies have Market Power
by Maria Dementyeva & Paul R. Koster & Erik T. Verhoef
- 13-018/III A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
- 13-017/V Can Risk Adjustment prevent Risk Selection in a Competitive Long-Term Care Insurance Market?
by Piet Bakx & Erik Schut & Eddy van Doorslaer
- 13-016/II Individual Expectations and Aggregate Macro Behavior
by Tiziana Assenza & Peter Heemeijer & Cars Hommes & Domenico Massaro
- 13-015/II Behavioral Heterogeneity in U.S. Inflation Dynamics
by Adriana Cornea & Cars Hommes & Domenico Massaro
- 13-014/II Behavioral Learning Equilibria
by Cars Hommes & Mei Zhu
- 13-012/VII Mergers in Bidding Markets
by Maarten Janssen & Vladimir Karamychev
- 13-011/III Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
- 13-010/III Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
- 13-009/III Volatility Spillovers from the US to Australia and China across the GFC
by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh
- 13-008/III Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
- 13-007/III How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
- 13-006/III Statistical Modelling of Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
- 13-005/III Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
by Marcin Jaskowski & Michael McAleer
- 13-003/III Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer
- 13-002/III Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 13-001/III Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
by Simon A. Broda
- 12-095 not issued Nomen Nescio
by Nomen Nescio
2012
Printed from https://ideas.repec.org/s/tin/wpaper7.html