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Warrant pricing under GARCH diffusion model
Wu, Xin-yu; Ma, Chao-qun; Wang, Shouyang - In: Economic modelling 29 (2012) 6, pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
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Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
Vouldis, Angelos T.; Michaelides, Panayotis G.; … - In: Economic modelling 27 (2010) 3, pp. 697-704
Persistent link: https://www.econbiz.de/10003995578
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu; Sun, Qi; Xiao, Wei-lin - In: Economic modelling 40 (2014), pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
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Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu; Xiao, Wei-lin; Zhang, Xi-li; Niu, Pan-qiang - In: Economic modelling 36 (2014), pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
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Testing for the New Keynesian Phillips Curve : additional international evidence
Jondeau, Eric; Le Bihan, Hervé - In: Economic modelling 22 (2005) 3, pp. 521-550
Persistent link: https://www.econbiz.de/10002770207
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On ridge estimators for the negative binomial regression model
Månsson, Kristofer - In: Economic modelling 29 (2012) 2, pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
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Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia; Musso, Patrick; Nesta, Lionel - In: Economic modelling 98 (2021), pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
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Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653