Narrow search
Showing 1 - 10 of 61
Cover Image
Increment variance reduction techniques with an application to multi-name credit derivatives
Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Computational economics 55 (2020) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
Cover Image
Identification of social interaction effects in financial data
Jang, Tae-Seok - In: Computational economics 45 (2015) 2, pp. 207-238
Persistent link: https://www.econbiz.de/10011325722
Cover Image
Sticky information models in Dynare
Verona, Fabio; Wolters, Maik H. - In: Computational economics 43 (2014) 3, pp. 357-370
Persistent link: https://www.econbiz.de/10010258796
Cover Image
Efficient sampling and meta-modeling for computational economic models
Salle, Isabelle; Yıldızoğlu, Murat - In: Computational economics 44 (2014) 4, pp. 507-536
Persistent link: https://www.econbiz.de/10010489857
Cover Image
Deviation-based model risk measures
Berkhouch, Mohammed; Müller, Fernanda Maria; Lakhnati, … - In: Computational economics 59 (2022) 2, pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Cover Image
A regression-based calibration method for agent-based models
Chen, Siyan; Desiderio, Saul - In: Computational economics 59 (2022) 2, pp. 687-700
Persistent link: https://www.econbiz.de/10013169034
Cover Image
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo; Račev, Svetlozar T.; … - In: Computational economics 51 (2018) 3, pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Cover Image
A practical approach to testing calibration strategies
Cao, Yongquan; Gordon, Grey - In: Computational economics 53 (2019) 3, pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Cover Image
Surrogate modelling in (and of) agent-based models : a prospectus
Hoog, Sander van der - In: Computational economics 53 (2019) 3, pp. 1245-1263
Persistent link: https://www.econbiz.de/10012135128
Cover Image
Asset returns under model uncertainty : evidence from the Euro area, the US and the UK
Sousa, João M.; Sousa, Ricardo M. - In: Computational economics 54 (2019) 1, pp. 139-176
Persistent link: https://www.econbiz.de/10012134108