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Special Issue: New advances in financial economics : heterogeneity and simulation
Cincotti, Silvano (contributor); Lux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003755510
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The interplay between two stock markets and a related foreign exchange market : a simulation approach
Corona, Erika; Ecca, Sabrina; Marchesi, Michele; Setzu, … - In: Computational economics 32 (2008) 1/2, pp. 99-119
Persistent link: https://www.econbiz.de/10003755569
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E&F Chaos : a user friendly software package for nonlinear economic dynamics
Diks, Cees G. H.; Hommes, Cars H.; Panchenko, Valentyn; … - In: Computational economics 32 (2008) 1/2, pp. 221-244
Persistent link: https://www.econbiz.de/10003755617
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Network formation under cumulative advantage : evidence from the Cambridge High-Tech Cluster
Gnutzmann, Hinnerk - In: Computational economics 32 (2008) 4, pp. 407-413
Persistent link: https://www.econbiz.de/10003811619
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Network formation in the political blogosphere : an application of agent based simulation and e-research tools
Ackland, Robert; Shorish, Jamsheed - In: Computational economics 34 (2009) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10003894941
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A class of evolutionary models for participation games with negative feedback
Dindo, Pietro; Tuinstra, Jan - In: Computational economics 37 (2011) 3, pp. 267-300
Persistent link: https://www.econbiz.de/10008902923
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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf - In: Computational economics 31 (2008) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
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The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes : evidence from Monte Carlo simulations and applications
Maki, Daiki - In: Computational economics 31 (2008) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10003612217
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Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Binsbergen, Jules H. van; Brandt, Michael W. - In: Computational economics 29 (2007) 3/4, pp. 355-367
Persistent link: https://www.econbiz.de/10003493819