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Leptokurtic stock distributions : implications for option valuation

Chan, Howard Wei-hong - 1992

Persistent link: https://www.econbiz.de/10000873201

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

When banks choose similar investment strategies, the financial system becomes vulnerable to common shocks. Banks decide about their investment strategy ex-ante based on a private belief about the state of the world and a social belief formed from observing the actions of peers. When the social...

Persistent link: https://www.econbiz.de/10010405430

Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results

Kaufmann, Sylvia; Schumacher, Christian - 2012

This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...

Persistent link: https://www.econbiz.de/10009674269

The evolution of industry structure using computer simulation

McCloughan, Patrick - 1992

Persistent link: https://www.econbiz.de/10000945281

Fiscal and Monetary policies in an agent-based model

Pongpitch Amatyakul; Nutnicha Theppornpitak - 2022

Persistent link: https://www.econbiz.de/10013262823

Relevant market delineation and horizontal merger simulation : a unified approach

Fiuza, Eduardo P. S. - 2015

While often times the Hypothetical Monopolist Test (HMT) utilized in relevant market delineation is implemented with uniform price increases throughout all the goods in the candidate relevant market, since 1984 the versions of the U.S. Merger Guidelines have emphasized that these small but...

Persistent link: https://www.econbiz.de/10012053324

Space-varying regression models : specifications and simulation

Gamerman, Dani; Moreira, Ajax; Rue, Håvard - 2015

Space-varying regression models are generalizations of standard linear models where the regression coefficients are allowed to change in space. The spatial structure is specified by a multivariate extension of pairwise difference priors thus enabling incorporation of neighboring structures and...

Persistent link: https://www.econbiz.de/10012007896

Interbank risk assessment : a simulation approach

Jager, Maximilian; Siemsen, Thomas; Vilsmeier, Johannes - 2020

We introduce a novel simulation-based network approach, which provides full-edged distributions of potential interbank …

Persistent link: https://www.econbiz.de/10012201789

Energy taxes and employment : a do-it-yourself simulation model

Böhringer, Christoph - 2001

, interactive simulation model which is accessible under http://brw.zew.de. Users can specify their own green tax reforms or … specifications and explain some simulation calculations by means of examples. Some exercises for classroom use are available on the …, interactive simulation model which is accessible under http://¤ brw.zew.de. Users can specify their own green tax reforms or …

Persistent link: https://www.econbiz.de/10013428403

What drives market structure? : on the relation between firm demographic processes, firms' innovative behaviour and market structure

Fauchart, Emmanuelle - 2002

Persistent link: https://www.econbiz.de/10013428517

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