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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

Volatility models : from GARCH to multi-horizon cascades

Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - 2011

Persistent link: https://www.econbiz.de/10009716088

Volatility models : from GARCH to multi-horizon cascades

Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - In: Financial markets and the global recession, (pp. 103-159). 2010

Persistent link: https://www.econbiz.de/10009614252

Volatility Models : From GARCH to Multi-Horizon Cascades

Subbotin, Alexander - 2009

We overview different methods of modeling volatility of stock prices and exchange rates, focusing on their ability to reproduce the empirical properties in the corresponding time series. The properties of price fluctuations vary across the time scales of observation. The adequacy of different...

Persistent link: https://www.econbiz.de/10013158884

Stochastic methods in economics and finance

Malliaris, Anastasios G. - 1982

Persistent link: https://www.econbiz.de/10013394292

Prospect theory and stochastic multicriteria acceptability analysis (SMAA)

Lahdelma, Risto; Salminen, Pekka - In: Omega : the international journal of management science 37 (2009) 5, pp. 961-971

Persistent link: https://www.econbiz.de/10003861896

Stochastic modelling and industrial networks : complementary views of organisational buyer behavior

McCabe, Jim; Stern, Philip - In: Journal of the Academy of Marketing Science 37 (2009) 2, pp. 204-214

Persistent link: https://www.econbiz.de/10003851359

Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework

Wang, Chou-wen; Yang, Sharon S. - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 1027-1056

Persistent link: https://www.econbiz.de/10010235570

Modelowanie niestacjonarnych procesów ekonomicznych : studium metodologiczne

Piłatowska, Mariola - 2003

Persistent link: https://www.econbiz.de/10002094524

Uncertainty Quantification and Stochastic Modelling with EXCEL

Cursi, Eduardo Souza de - 2022 - 1st ed. 2022.

-- Chapter 7: Random Differential Equations -- Chapter 8: UQ in Game Theory -- Chapter 9: Optimization under uncertainty … nonlinear programming, Lagrange multipliers (for sensitivity), multi objective optimization, and Game Theory, as well as linear …

Persistent link: https://www.econbiz.de/10012814837

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