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~isPartOf:"Computing in Economics and Finance 2002"
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Computing in Economics and Finance 2002
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An empirical model of volatility of returns and option pricing
McCauley, J.L.
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Gunaratne, G.h.
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Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706586
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2
Fiscal Policy in a Stochastic Model of Endogenous Growth with Congestion
Ott, Ingrid
;
Soretz, Susanne
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005345467
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3
'Risky Habits' and the Marginal Propensity to Consume Out Of Permanent Income
Carroll, Christopher
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706581
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4
Stochastic Pollution and Environmental Care in an Endogenous Growth Model
Soretz, Susanne
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706608
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5
Ferebees Algorithm
Sieveking, Malte
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706659
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6
Real business cycle models, endogenous growth models and cyclical growth: A critical survey
Fiaschi, Davide
;
Sordi, Serena
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Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345400
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7
Path-Following Algorithm for Parametric Analysis of a Pension Reform
Khakimzhanov, Sabit T.
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005345417
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8
Smooth Iterative Projection Methods for Recursive Economies
Morand, Olivier
;
Reffett, Kevin
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005345419
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Contribution Levels and Discrete Public Goods: Strategic Learning of Boundedly Rational Agents
Clemens, Christiane
;
Riechmann, Thomas
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345427
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10
Portfolio Optimization: which alternatives to standard gaussian model?
Resta, Marina
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Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345450
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