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Fed and ECB : their target interest rates and their efficiency

Kallianiotis, Ioannis N. - In: The international journal of finance 27 (2015) 1, pp. 126-157

Persistent link: https://www.econbiz.de/10011691258

Innovation and marketing activity of high technology companies in business management

Aniskin, Yuriy Petrovich; Moiseeva, Nina Konstantinovna; … - In: International journal of economics and financial issues … 5 (2015) 3, pp. 25-33

Persistent link: https://www.econbiz.de/10011691598

A theory of regular Markov perfect equilibria in dynamic stochastic games : genericity, stability, and purification

Doraszelski, Ulrich; Escobar, Juan - In: Theoretical economics : TE ; an open access journal in … 5 (2010) 3, pp. 369-402

This paper studies generic properties of Markov perfect equilibria in dynamic stochastic games. We show that almost all dynamic stochastic games have a finite number of locally isolated Markov perfect equilibria. These equilibria are essential and strongly stable. Moreover, they all admit...

Persistent link: https://www.econbiz.de/10011695306

Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus

Shimizu, Yasutaka; Zhang, Zhimin - In: Insurance / Mathematics & economics 74 (2017), pp. 84-98

Persistent link: https://www.econbiz.de/10011712403

Freight derivatives pricing for decoupled mean-reverting diffusion and jumps

Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, … - In: Transportation research / E : an international journal 108 (2017), pp. 80-96

Persistent link: https://www.econbiz.de/10011781992

A class of random field memory models for mortality forecasting

Doukhan, P.; Pommeret, D.; Rynkiewicz, J.; Salhi, Y. - In: Insurance / Mathematics & economics 77 (2017), pp. 97-110

Persistent link: https://www.econbiz.de/10011783924

Quantal response and nonequilibrium beliefs explain overbidding in maximum-value auctions

Camerer, Colin; Nunnari, Salvatore; Palfrey, Thomas R. - In: Games and economic behavior 98 (2016), pp. 243-263

Persistent link: https://www.econbiz.de/10011771444

Nonparametric estimation of the finite time ruin probability in the classical risk model

Zhang, Zhimin - In: Scandinavian actuarial journal (2017) 5, pp. 452-469

Persistent link: https://www.econbiz.de/10011772222

On some new dependence models derived from multivariate collective models in insurance applications

Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa - In: Scandinavian actuarial journal (2017) 8, pp. 730-750

Persistent link: https://www.econbiz.de/10011848626

Estimating and forecasting generalized fractional long memory stochastic volatility models

Peiris, Shelton; Asai, Manabu; McAleer, Michael - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-16

corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample …

Persistent link: https://www.econbiz.de/10011854876