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structure and of the definition of the two game theoretical stability notions involved - namely, core stabiilty and internal …
Persistent link: https://www.econbiz.de/10004984873
the quota, and with respect to several measures of voting power. We use simulation to test this conjecture. It is …
Persistent link: https://www.econbiz.de/10005004019
structure and of the definition of the two game theoretical stability notions involved namely, core stability and internal …
Persistent link: https://www.econbiz.de/10005008179
We investigate aspects of institutional change in an evolutionary game-theoretic framework, in principle focusing on problems of coordination in groups when new solutions to a problem become available. In an evolutionary game with an underlying dilemma structure, we let a number of new...
Persistent link: https://www.econbiz.de/10010685666
, the Voter emanates a risk to break down negotiations. The result of the simulation provides an evidence for the claim that …
Persistent link: https://www.econbiz.de/10008565133
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011301159
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10010324653
assumptions on the underlying statistical distributions, a variety of analytical methods and simulation-based methods are … distribution specifications or historical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation … simulation context.<BR> This paper tries to fill this gap by investigating these VaR concepts in a general distribution …
Persistent link: https://www.econbiz.de/10005144576
simulation methodology that allows the stochastic and deterministic properties of prices, as well as most model parameters, to be …
Persistent link: https://www.econbiz.de/10008727346
In this paper we present simulations of economic performance of the Polish economy based on a quarterly econometric model. The model consists of 22 stochastic equations, which link the financial market with the real economy. The purpose of the research is to present effects of changes to...
Persistent link: https://www.econbiz.de/10005766248