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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
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5
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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6
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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7
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
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8
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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9
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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10
A real option
analysis
for stochastic disease control and vaccine stockpile policy : an application to H1N1 in Korea
Park, Hojeong
- In:
Economic modelling
53
(
2016
),
pp. 187-194
Persistent link: https://www.econbiz.de/10011640997
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