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Society for Computational Economics

Computing in Economics and Finance 2000

Contact information of Society for Computational Economics:
Postal: CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain
Fax: +34 93 542 17 46
Email:
Web page: http://enginy.upf.es/SCE/
More information through EDIRC

Editor:
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:sce:scecf0

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2000

109 Trading Risk In Mobile-Agent Computational Market
by Jonathan Bredin & David Kotz & Daniela Rus [Downloadable!]
107 Foreign Aid And The Business Cycle
by Michel A. Robe & Stephane Pallage [Downloadable!]
105 The Optimum Number Of Links For Internet Companies
by Ayla Ogus & Michael de la Maza & Deniz Yuret
104 Visual Econometrics: Teaching And Practicing Econometrics Using Vista
by Giovanni Baiocchi & Walter Distasso
101 On The Informational Content Of Asset Prices
by Demosthenes N Tambakis [Downloadable!]
99 Alternative Value-At-Risk Models For Options
by Alfred Lehar [Downloadable!]
98 Preference Relations In Ranking Multivalued Alternatives Using Stochastic Dominance: Case Of The Warsaw Stock Exchange
by Grazyna Trzpiot [Downloadable!]
97 A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes
by Giuseppe Storti & Alessandra Amendola [Downloadable!]
93 Monte Carlo Valuation Of American Options Through Computation Of The Optimal Exercise Frontier
by Fernando Zapatero & Alfredo Ibez
92 What Will Happen To Financial Markets When The Baby Boomers Retire?
by Robin Brooks [Downloadable!]
89 Sustainable Fiscal Policy: Numerical Computation Of Markov Equilibria In A Dynamic Game
by Sabit T. Khakimzhanov
85 Profitability And Market Stability: Fundamentals And Technical Trading Rules
by David Goldbaum [Downloadable!]
84 Patterns Of Consumption In Discrete Choice Models With Asymmetric Interactions
by Vassilis Koulovassilopoulos & G. Iori [Downloadable!]
82 An Evolutionary Model Of Debt
by Kislaya Prasad & Mary Burke
81 Experimentation And Learning In Rational Addiction Models With Multiple Addictive Goods
by Mark Coppejans, Mico Mrkaic & Holger Sieg [Downloadable!]
80 Modelling Expectations With Genefer- An Artificial Intelligence Approach
by Stefan Kooths & Eric Ringhut [Downloadable!]
79 Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation
by Montserrat Guillen & Jens Perch Nielsen & Catalina Bolance [Downloadable!]
77 Long Run Value At Risk
by C. Bruneau & M. El Archi & J.P. Nicola
73 The Macsim Project General Economic Description
by Jean Louis Brillet & Raymond Gambini & Patricia Augier & Gilbert Cette [Downloadable!]
71 Implementation Of Bootstrap Techniques For Econometric Forecasts: Illustrations In The Car Industry
by Sandrine Juan & Frdric Lantz [Downloadable!]
70 Mosi: An Account System For The Dutch Social Security
by Jan Leeuw, van der
69 Time Consistency Of Optimal Fiscal Policy In An Endogenous Growth Model
by Begoa Domnguez Manzano [Downloadable!]
68 Specification Testing Of Univariate Continuous-Time Interest Rate Models
by Renato G. Flres Jr. & Cristian Huse
67 Revisiting The Finite Mixture Of Gaussian Distributions With Applications To Futures Markets
by Chiraz Labidi & Thierry An
66 Local Durability And Long Run Habit Persistence: An Evaluation Of The U.S. Risk Premia
by Olivier Allais [Downloadable!]
Z65 Population Ageing In Canada: An Overlapping Generations Simulation Analysis
by Marcel Mrette
64 Fast Nonlinear Deterministic Forecasting Of Segmented Stock Indices Using Pattern Matching And Embedding Techniques
by Georgios N. Banavas & Sue Denham & Michael J. Denham [Downloadable!]
63 A Computational Approach On Neighbourhood Structures In The Simulation Of Dichotomous Development
by Marina Resta [Downloadable!]
61 Financial Time Series Forecasting By Neural Network Using Conjugate Gradient Learning Algorithm And Multiple Linear Regression Weight Initialization
by Chi-Cheong Chris Wong & Man-Chung Chan & Chi-Chung Lam [Downloadable!]
59 Understanding Bid-Ask Spreads Of Derivatives Under Uncertain Volatility And Transaction Costs
by Thierry An & Vincent Lacoste
58 Testing The Pricing-To-Market Hypothesis Case Of The Transportation Equipment Industry
by Maral Kichian & Linda Khalaf [Downloadable!]
57 The Economics Of Cattle Supply
by David M. Aadland [Downloadable!]
54 The Use Of Time And Financial Value In Project Decision Trees - A Specific Model And An Algorithm For Rolling Back The Trees
by Pedro Godhino & J.P. Costa [Downloadable!]
52 Inference Based On Resampling Techniques For Neural Networks In Regression Models
by Michele La Rocca & Francesco Giordano & Cira Perna [Downloadable!]
51 Optimal Buyer Negotiation Strategy On Agent Based Internet Markets
by Laurent Deveaux & Mathieu Latourette & Corina Paraschiv
42 On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors
by Cesar Revoredo [Downloadable!]
40 Non-Parametric Specification Tests For Conditional Duration Models
by Marcelo Fernandes & Joachim Grammig [Downloadable!]
37 A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy Variable
by Andres Romeu-Santana & Angel Marcos Vera-Hernndez
36 Simulation Analysis Of Regression Estimators Based On Coefficients Of Uncertainty
by Andrzej Grzybowski [Downloadable!]
33 A 2 Dimensional Pde For Discrete Asian Options
by Eric Benhamou & Alexandre Duguet [Downloadable!]
32 Social Dynamics And Interest Groups In A Model Of Spatial Competition
by Jan Tuinstra & Vjollca Sadiraj & Frans van Winden
31 An Exact Test For The Choice Of The Combination Of First Differences And Percentage Changes In Linear Models
by Wai Cheung Ip [Downloadable!]
27 Fiscal Policy And Budget Deficit Stability In A Continuous Time Stochastic Economy
by Joao L.M. Amador [Downloadable!]
24 A Comparison Of Discrete And Parametric Methods For Continuous-State Dynamic Programming Problems
by Hugo Benitez-Silva & John Rust & Gunter Hitsch & Giorgio Pauletto & George Hall [Downloadable!]
22 Competition And The Optimal Organizational Structure Of Multi-Unit Firms
by Joseph E. Harrington, Jr. & Myong-Hun Chang [Downloadable!]
20 Optgame 2.0: An Algorithm For Equilibrium Solutions Of N-Person Discrete-Time (Non-)Linear Dynamic Games
by Reinhard Neck & Doris A. Behrens [Downloadable!]
14 Worst-Case Design In Optimal Portfolios
by Berc Rustem
13 Hedging Portfolios Of Derivatives Securities With Maximin Strategies
by Alfredo Ibaez
8 Large Nonparametric Estimation Of Time Varying Characteristics Of Intertemporal Asset Pricing Models
by Peter Woehrmann & Willi Semmler & Martin Lettau
3 Employment And Welfare Effects Of A Two-Tier Unemployment Compensation System
by Burkhard Heer [Downloadable!]
175 Search In Artificial Labour Markets: A Simulation Study
by Magda Fontana, Massimo Daniele Sapienza

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This page was last updated on 2008-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.