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ECONIS (ZBW)
1,709
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1
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
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni
- In:
Economic modelling
52
(
2016
),
pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
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8
Measuring environmental performance with stochastic environmental DEA : the case of APEC economies
Jin, Jingliang
;
Zhou, Dequn
;
Zhou, Peng
- In:
Economic modelling
38
(
2014
),
pp. 80-86
Persistent link: https://www.econbiz.de/10010418162
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9
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert
;
Lapied, André
;
Roubaud, David
- In:
Economic modelling
38
(
2014
),
pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
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10
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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