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Simulation of financial institutions activity in transitional economies

Rumyantsev, Mikhail I. - Volkswirtschaftliche Fakultät, … - 2011

The paper reviews the concepts of system dynamics and its applications to the simulation modeling of financial …

Persistent link: https://www.econbiz.de/10009370823

Marginal Likelihood for Markov-switching and Change-point Garch Models

Luc, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K. - School of Economics and Management, University of Aarhus - 2011

GARCH volatility models with fixed parameters are too restrictive for long time series due to breaks in the volatility process. Flexible alternatives are Markov-switching GARCH and change-point GARCH models. They require estimation by MCMC methods due to the path dependence problem. An unsolved...

Persistent link: https://www.econbiz.de/10009371456

Impacts of RFID technologies on supply chains: a simulation study of a three-level supply chain subject to shrinkage and delivery errors

Sarac, Aysegul; Absi, Nabil; Dauzère-Pérès, Stéphane - In: European Journal of Industrial Engineering 9 (2015) 1, pp. 27-52

(such as thefts, misplacements or unavailable items for sale, etc.), and delivery errors. We develop a simulation study to … enabled by RFID technologies. This paper provides also a general approach to help decision makers using simulation approaches …

Persistent link: https://www.econbiz.de/10011207820