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ECONIS (ZBW)
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1
Modeling of the national economies in state-space : a fractional calculus approach
Škovránek, Tomáš
;
Podlubny, Igor
;
Petráš, Ivo
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1322-1327
Persistent link: https://www.econbiz.de/10009667366
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2
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
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3
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
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4
Realized volatility or price range : evidence from a discrete
simulation
of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
Saved in:
5
How important are automatic stabilisers in Europe? : A stochastic
simulation
assessment
Barrell, Ray
;
Pina, Álvaro Manuel
- In:
Economic modelling
21
(
2004
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001857814
Saved in:
6
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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7
Nonlinearities and divergences in the process of European financial integration
Răileanu-Szeles, Monica
;
Albu, Lucian-Liviu
- In:
Economic modelling
46
(
2015
),
pp. 416-425
Persistent link: https://www.econbiz.de/10011436698
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8
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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9
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
10
Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping
;
Xiong, Xiong
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Economic modelling
64
(
2017
),
pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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