Content
January 2020, Volume 55, Issue 1
- 87-117 Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares
by Murat Midiliç - 119-141 A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model
by Ahmad Golbabai & Omid Nikan - 143-184 Entropy and Efficiency of the ETF Market
by Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi - 185-210 Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility
by Jeonggyu Huh & Jaegi Jeon & Yong-Ki Ma - 211-230 Modeling Technique Based on the Ranges of Values: Implementation Using Conventional Regression Method
by Arthur Yosef & Eli Shnaider - 231-251 Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method
by Xingyu Yang & Jin’an He & Hong Lin & Yong Zhang - 253-301 Liquidity in Financial Networks
by Hitoshi Hayakawa - 303-326 Comments on “Opinion Dynamics Driven by Various Ways of Averaging”
by Youzong Xu & Yunfei Cao - 327-334 Reply on Comments on “Opinion Dynamics Driven by Various Ways of Averaging” by Youzong Xu and Yunfei Cao
by Ulrich Krause - 335-348 Bankruptcy Prediction Using Logit and Genetic Algorithm Models: A Comparative Analysis
by Leila Bateni & Farshid Asghari - 349-381 A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm
by Luís Lobato Macedo & Pedro Godinho & Maria João Alves
December 2019, Volume 54, Issue 4
- 1263-1285 Analysis of China’s Regional Eco-efficiency: A DEA Two-stage Network Approach with Equitable Efficiency Decomposition
by Junfei Chu & Jie Wu & Qingyuan Zhu & Qingxian An & Beibei Xiong - 1287-1302 Environmental Performance and Benchmarking Information for Coal-Fired Power Plants in China: A DEA Approach
by Xiaohong Liu & Qingyuan Zhu & Junfei Chu & Xiang Ji & Xingchen Li - 1303-1318 The Co-movement Between Chinese Oil Market and Other Main International Oil Markets: A DCC-MGARCH Approach
by Malin Song & Kuangnan Fang & Jing Zhang & Jianbin Wu - 1319-1342 Hidden Carbon Emissions, Industrial Clusters, and Structure Optimization in China
by Shu-Hong Wang & Ma-Lin Song & Tao Yu - 1343-1358 Measuring the Efficiency of Two-Stage Production Process in the Presence of Undesirable Outputs
by Yalei Fei & Gongbing Bi & Wen Song & Yan Luo - 1359-1377 An Outlook on the Biomass Energy Development Out to 2100 in China
by Zhihui Li & Xiangzheng Deng & Xi Chu & Gui Jin & Wei Qi - 1379-1390 The Usage Analysis and Policy Choice of CNG Taxis Based on a Multi-stage Dynamic Game Model
by Xiaoyao Xie & Yuhong Wang & Xiaozhong Li - 1391-1421 Revealing Energy Over-Consumption and Pollutant Over-Emission Behind GDP: A New Multi-criteria Sustainable Measure
by Xiang Ji & Jiasen Sun & Qunwei Wang & Qianqian Yuan - 1423-1441 Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China
by Liangliang Liu & Donghong Ding & Jun He - 1443-1471 Diversification Measures and the Optimal Number of Stocks in a Portfolio: An Information Theoretic Explanation
by Adeola Oyenubi - 1473-1489 Buying on Margin and Short Selling in an Artificial Double Auction Market
by Xuan Zhou & Honggang Li - 1491-1503 Effect of Information Exchange in a Social Network on Investment
by Ho Fai Ma & Ka Wai Cheung & Ga Ching Lui & Degang Wu & Kwok Yip Szeto - 1505-1537 Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective
by Aki-Hiro Sato & Paolo Tasca & Takashi Isogai - 1539-1539 Retraction Note to: Analyses of Economic Development Based on Different Factors
by Goran Maksimović & Srđan Jović & David Jovović & Marina Jovović
October 2019, Volume 54, Issue 3
- 845-875 Introduction to Network Modeling Using Exponential Random Graph Models (ERGM): Theory and an Application Using R-Project
by Johannes Pol - 877-891 A Reformulation-Based Simplicial Homotopy Method for Approximating Perfect Equilibria
by Yin Chen & Chuangyin Dang - 893-903 Individual Satisfaction and Economic Growth in an Agent-Based Economy
by João Silvestre & Tanya Araújo & Miguel St. Aubyn - 905-931 Physician Emigration: Should they Stay or Should they Go? A Policy Analysis
by Mário Amorim-Lopes & Álvaro Almeida & Bernardo Almada-Lobo - 933-955 Computing the Bargaining Approach for Equalizing the Ratios of Maximal Gains in Continuous-Time Markov Chains Games
by Kristal K. Trejo & Julio B. Clempner & Alexander S. Poznyak - 957-1003 Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment
by Aryo Sasongko & Cynthia Afriani Utama & Buddi Wibowo & Zaäfri Ananto Husodo - 1005-1025 Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis
by George Halkos & Mike G. Tsionas - 1027-1042 An Evolutionary Game Approach in International Environmental Agreements with R&D Investments
by Giovanni Villani & Marta Biancardi - 1043-1063 Machine Learning and Sampling Scheme: An Empirical Study of Money Laundering Detection
by Yan Zhang & Peter Trubey - 1065-1084 On the Convergence of the Generalized Ibn Ezra Value
by Louis Mesnard - 1085-1111 A Spectral Approach to Pricing of Arbitrage-Free SABR Discrete Barrier Options
by Nawdha Thakoor & Désiré Yannick Tangman & Muddun Bhuruth - 1113-1155 Price Convergence under a Probabilistic Double Auction
by Xiaojing Xu & Jinpeng Ma & Xiaoping Xie - 1157-1177 Uniqueness and Multiple Trajectories for the Case of Lucas Model
by C. Chilarescu & I. Viasu - 1179-1211 On the Numerical Solution of Mertonian Control Problems: A Survey of the Markov Chain Approximation Method for the Working Economist
by Simon Ellersgaard - 1213-1229 Modeling Credit Risk with Hidden Markov Default Intensity
by Feng-Hui Yu & Jiejun Lu & Jia-Wen Gu & Wai-Ki Ching - 1231-1261 Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach
by Raphaele Chappe & Willi Semmler
August 2019, Volume 54, Issue 2
- 477-505 Solving Transfer Pricing Involving Collaborative and Non-cooperative Equilibria in Nash and Stackelberg Games: Centralized–Decentralized Decision Making
by Julio B. Clempner & Alexander S. Poznyak - 507-534 Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
by Nader Naifar & Shawkat Hammoudeh & Aviral Kumar Tiwari - 535-549 Computational Approach for the Firm’s Cost Minimization Problem Using the Selective Infimal Convolution Operator
by L. Bayón & P. Fortuny Ayuso & R. García-Rubio & J. M. Grau & M. M. Ruiz - 551-573 How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach
by Thomas Dimpfl & Tobias Langen - 575-611 How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model
by Wei Zhao & Yi Lu & Genfu Feng - 613-624 Computing the Substantial-Gain–Loss-Ratio
by Jan Voelzke & Sebastian Mentemeier - 625-645 Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data
by Kazuhiko Kakamu & Haruhisa Nishino - 647-667 Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches
by Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina - 669-704 Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market
by Guanqing Liu - 705-728 Option Implied Risk-Neutral Density Estimation: A Robust and Flexible Method
by Arindam Kundu & Sumit Kumar & Nutan Kumar Tomar - 729-761 A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising
by Fan He & Xuansen He - 763-782 Approximating the Solution of Stochastic Optimal Control Problems and the Merton’s Portfolio Selection Model
by Behzad Kafash - 783-807 Exploring House Price Dynamics: An Agent-Based Simulation with Behavioral Heterogeneity
by Tolga A. Ozbakan & Serdar Kale & Irem Dikmen - 809-844 Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data
by Yi-Ting Chen & Wan-Ni Lai & Edward W. Sun
June 2019, Volume 54, Issue 1
- 1-3 Introduction to Advanced Statistical Analyses for Computational Economics and Finance
by Fredj Jawadi - 5-5 Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance
by Fredj Jawadi - 7-43 Forecasting Corporate Bankruptcy Using Accrual-Based Models
by Philippe Jardin & David Veganzones & Eric Séverin - 45-75 Testing for Periodic Integration with a Changing Mean
by Tomás Barrio & Mariam Camarero & Cecilio Tamarit - 77-98 Performances of Model Selection Criteria When Variables are Ill Conditioned
by Peter S. Karlsson & Lars Behrenz & Ghazi Shukur - 99-112 Fast and Adaptive Cointegration Based Model for Forecasting High Frequency Financial Time Series
by Paola Arce & Jonathan Antognini & Werner Kristjanpoller & Luis Salinas - 113-137 Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration
by J. Hoyo & G. Llorente & C. Rivero - 139-176 Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK
by João M. Sousa & Ricardo M. Sousa - 177-198 Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model
by Ruey Yau & C. James Hueng - 199-244 Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis
by Zeineb Affes & Rania Hentati-Kaffel - 245-266 Asset Market Volatility and New Keynesian Macroeconomics: A Game-Theoretic Approach
by Namun Cho & Tae-Seok Jang - 267-279 Low Complexity Algorithmic Trading by Feedforward Neural Networks
by J. Levendovszky & I. Reguly & A. Olah & A. Ceffer - 281-303 Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading
by Attila Ceffer & Janos Levendovszky & Norbert Fogarasi - 305-341 Agent-Based Modeling of a Non-tâtonnement Process for the Scarf Economy: The Role of Learning
by Shu-Heng Chen & Bin-Tzong Chie & Ying-Fang Kao & Ragupathy Venkatachalam - 343-366 Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing
by Ye Xiao & Xiaoqun Wang - 367-417 A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates
by Farid Mkaouar & Jean-Luc Prigent & Ilyes Abid - 419-454 Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism
by Enrique Martínez-García - 455-476 Forecasting Inflation Uncertainty in the United States and Euro Area
by Zied Ftiti & Fredj Jawadi
April 2019, Volume 53, Issue 4
- 1309-1335 An Integrated Approach to Forecasting Intermittent Demand for Electric Power Materials
by Aiping Jiang & Qiuguo Chi & Junjun Gao & Maoguo Wu - 1337-1351 Risk: An R Package for Financial Risk Measures
by Stephen Chan & Saralees Nadarajah - 1353-1375 An Optimal Mortgage Refinancing Strategy with Stochastic Interest Rate
by Xiaoxia Wu & Dejun Xie & David A. Edwards - 1377-1395 The Likelihood of the Consistency of Collective Rankings Under Preferences Aggregation with Four Alternatives Using Scoring Rules: A General Formula and the Optimal Decision Rule
by Eric Kamwa & Vincent Merlin - 1397-1401 Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18
by Xue-Zhong He - 1403-1419 Enhanced Predictive Models for Construction Costs: A Case Study of Turkish Mass Housing Sector
by Latif Onur Ugur & Recep Kanit & Hamit Erdal & Ersin Namli & Halil Ibrahim Erdal & Umut Naci Baykan & Mursel Erdal - 1421-1442 Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics
by Shunwei Zhu & Bo Wang - 1443-1449 Programming Language Choices for Algo Traders: The Case of Pairs Trading
by Pedro Vergel Eleuterio & Lovjit Thukral - 1451-1465 Internal and External Cartel Stability: Numerical Solutions
by Christos Papahristodoulou - 1467-1485 Monitoring the Impact of Economic Crisis on Crime in India Using Machine Learning
by Mamta Mittal & Lalit Mohan Goyal & Jasleen Kaur Sethi & D. Jude Hemanth - 1487-1508 Efficient Semi-Discretization Techniques for Pricing European and American Basket Options
by Fazlollah Soleymani - 1509-1546 Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework
by David Hudgins & Patrick M. Crowley - 1547-1563 A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles
by MeiChi Huang - 1565-1591 An Efficient Algorithm for Options Under Merton’s Jump-Diffusion Model on Nonuniform Grids
by Yingzi Chen & Wansheng Wang & Aiguo Xiao - 1593-1612 Developing a Risk-Based Approach for American Basket Option Pricing
by Ehsan Hajizadeh & Masoud Mahootchi - 1613-1632 On Jackknife-After-Bootstrap Method for Dependent Data
by Ufuk Beyaztas & Beste H. Beyaztas - 1633-1647 Entropy Pooling with Discrete Weights in a Time-Dependent Setting
by Martin Schans - 1649-1654 Solving Rational Expectations Models with Informational Subperiods: A Comment
by Frank Hespeler & Marco M. Sorge - 1655-1656 A Reply to Reaction on Kormilitsina (2013): “Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach”
by Anna Kormilitsina - 1657-1686 Possibilistic Moment Models for Multi-period Portfolio Selection with Fuzzy Returns
by Yong-Jun Liu & Wei-Guo Zhang - 1687-1710 Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach
by Nima Nonejad
March 2019, Volume 53, Issue 3
- 901-920 Indexing of Technical Change in Aggregated Data
by Sturla Furunes Kvamsdal - 921-950 Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model
by Anubha Goel & Aparna Mehra - 951-975 Evolutionary Dynamics of Price Dispersion with Market-Dependent Costs
by Francisco Álvarez & José-Manuel Rey & Raúl G. Sanchis - 977-990 Exact Expectations: Efficient Calculation of DSGE Models
by Fabian Goessling - 991-1017 Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
by Natalia Khorunzhina & Jean-François Richard - 1019-1031 Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction
by Vicente García & Ana I. Marqués & J. Salvador Sánchez & Humberto J. Ochoa-Domínguez - 1033-1069 Quantile Regression for Dynamic Panel Data Using Hausman–Taylor Instrumental Variables
by Li Tao & Yuanjie Zhang & Maozai Tian - 1071-1101 Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market
by Hossein Dastkhan & Naser Shams Gharneh - 1103-1109 RETRACTED ARTICLE: Analyses of Economic Development Based on Different Factors
by Goran Maksimović & Srđan Jović & David Jovović & Marina Jovović - 1111-1131 A Nonlinear Optimal Control Approach to Stabilization of Business Cycles of Finance Agents
by G. Rigatos & P. Siano & T. Ghosh - 1133-1151 Optimal Stop-Loss Reinsurance Under the VaR and CTE Risk Measures: Variable Transformation Method
by Junhong Du & Zhiming Li & Lijun Wu - 1153-1164 Bayesian Testing for Leverage Effect in Stochastic Volatility Models
by Jin-Yu Zhang & Zhong-Tian Chen & Yong Li - 1165-1182 A Practical Approach to Testing Calibration Strategies
by Yongquan Cao & Grey Gordon - 1183-1217 Systematic Sensitivity Analysis of the Full Economic Impacts of Sea Level Rise
by T. Chatzivasileiadis & F. Estrada & M. W. Hofkes & R. S. J. Tol - 1219-1243 A New Prediction Model Based on Cascade NN for Wind Power Prediction
by Amirhosein Torabi & Sayyed Ali Kiaian Mousavy & Vahideh Dashti & Mohammadhossein Saeedi & Nasser Yousefi - 1245-1263 Surrogate Modelling in (and of) Agent-Based Models: A Prospectus
by Sander Hoog - 1265-1277 Pricing Perpetual American Lookback Options Under Stochastic Volatility
by Min-Ku Lee - 1279-1308 Quanto Option Pricing with Lévy Models
by Hasan A. Fallahgoul & Young S. Kim & Frank J. Fabozzi & Jiho Park
February 2019, Volume 53, Issue 2
- 479-505 Opinion Formation with Imperfect Agents as an Evolutionary Process
by Matjaž Steinbacher & Mitja Steinbacher - 507-532 Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process
by Wenli Zhu & Xinfeng Ruan - 533-554 What Types are There?
by Sam Cosaert - 555-586 Option Pricing Under a Stochastic Interest Rate and Volatility Model with Hidden Markovian Regime-Switching
by Dong-Mei Zhu & Jiejun Lu & Wai-Ki Ching & Tak-Kuen Siu - 587-616 Multi-scale Economic Dynamics: The Micro–Macro Wealth Dynamics and the Two-Level Imbalances of the Euro Crisis
by Hanchao Yang & Chenjie Shao & Khaldoun Khashanah - 617-632 Groupon and Groupon Now: Participating Firm’s Profitability Analysis
by Jenn-Bing Ong & Wee-Keong Ng & Artem Vorobev & Thanh-Nghia Ho - 633-655 Estimation of Overall Returns to Scale (RTS) of a Frontier Unit Using the Left and Right RTS
by Mostafa Omidi & Mohsen Rostamy-Malkhalifeh & Ali Payan & Farhad Hosseinzadeh Lotfi - 657-696 Identification in Models with Discrete Variables
by Lukáš Lafférs - 697-707 A Numerical Algorithm for the Coupled PDEs Control Problem
by Gonglin Yuan & Xiangrong Li - 709-742 Trade Costs and Endogenous Nontradability in a Model with Sectoral and Firm-Level Heterogeneity
by Manoj Atolia - 743-761 Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models
by Sepehr Ramyar & Farhad Kianfar - 763-782 Getting the Best of Both Worlds? Developing Complementary Equation-Based and Agent-Based Models
by Claudius Gräbner & Catherine S. E. Bale & Bernardo Alves Furtado & Brais Alvarez-Pereira & James E. Gentile & Heath Henderson & Francesca Lipari - 783-816 Tail-Related Risk Measurement and Forecasting in Equity Markets
by Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Christos Avdoulas - 817-831 An Artificial Neural Network-Based Approach to the Monetary Model of Exchange Rate
by Huseyin Ince & Ali Fehim Cebeci & Salih Zeki Imamoglu - 833-849 Evolutionary Computation for Macroeconomic Forecasting
by Oscar Claveria & Enric Monte & Salvador Torra - 851-872 Improving Financial Distress Prediction Using Financial Network-Based Information and GA-Based Gradient Boosting Method
by Jiaming Liu & Chong Wu & Yongli Li - 873-900 Experimental Analysis of Corporate Wage Negotiations Based on the Ultimatum Game: A New Approach Using a Combination of Laboratory and fMRI Experiments
by Hidetoshi Yamaji & Masatoshi Gotoh & Yoshinori Yamakawa
January 2019, Volume 53, Issue 1
- 1-26 Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve
by Paria Akbary & Mohammad Ghiasi & Mohammad Reza Rezaie Pourkheranjani & Hamidreza Alipour & Noradin Ghadimi - 27-50 Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach
by Miroljub Labus & Milica Labus - 51-83 Quantile-Based Inference for Tempered Stable Distributions
by Hasan A. Fallahgoul & David Veredas & Frank J. Fabozzi - 85-110 Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality
by Olivier Habimana - 111-124 A Hybrid Monte Carlo and Finite Difference Method for Option Pricing
by Darae Jeong & Minhyun Yoo & Changwoo Yoo & Junseok Kim - 125-140 A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle
by Gopal K. Basak & Mrinal K. Ghosh & Diganta Mukherjee - 141-168 Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances
by Christoph Strumann - 169-189 The Limit of Global Carbon Tax and its Climatic and Economic Effects
by Gaoxiang Gu & Zheng Wang - 191-205 A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing
by R. Kalantari & S. Shahmorad - 207-225 Observing Cascade Behavior Depending on the Network Topology and Transaction Costs
by Joohyun Kim & Ohsung Kwon & Duk Hee Lee - 227-257 Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data
by Eduardo Acosta-González & Fernando Fernández-Rodríguez & Hicham Ganga - 259-287 Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility
by Reza Mollapourasl & Ali Fereshtian & Michèle Vanmaele - 289-313 Interactional Effects Between Individual Heterogeneity and Collective Behavior in Complex Organizational Systems
by Xingguang Chen & Zhentao Zhu - 315-342 Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian
by Julio Deride & Alejandro Jofré & Roger J-B Wets - 343-366 How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models
by Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta - 367-396 A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint
by Dong Chul Won - 397-431 On Optimal Pricing Model for Multiple Dealers in a Competitive Market
by Qing-Qing Yang & Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu - 433-455 Stress Testing for Retail Mortgages Based on Probability Analysis
by Chang Liu & Raja Nassar - 457-478 The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality
by Yu Yu & Weisheng Yu
December 2018, Volume 52, Issue 4
- 1045-1052 How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights
by Malin Song & Ron Fisher - 1053-1068 Canonical Correlation Analysis Between Residents’ Living Standards and Community Management Service Levels in Rural Areas: An Empirical Analysis Based on Municipal Data in Anhui Province
by Deyou Chen & Lei Wang & Tao Su & Youtao Zhang - 1069-1087 Environmental Protection in Scenic Areas: Traffic Scheme for Clean Energy Vehicles Based on Multi-agent
by Lei Li & Wenting Liu & Lindi Xiao & Hui Sun & Shi Wang - 1089-1112 How Should the Chinese Government Invest R&D Funds: Enterprises or Institutions?
by Yuhan Zhao & Xuguang Song - 1113-1138 Coordinated Development of Metropolitan Logistics and Economy Toward Sustainability
by Shulin Lan & Ming-Lang Tseng - 1139-1151 Exploring Dynamic Impact of Foreign Direct Investment on China’s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model
by Xiongfeng Pan & Jing Zhang & Changyu Li & Rong Quan & Bin Li - 1153-1174 The Income Gap Between Urban and Rural Residents in China: Since 1978
by Xiao Ma & Feiran Wang & Jiandong Chen & Yang Zhang - 1175-1194 The Potential Gains from Carbon Emissions Trading in China’s Industrial Sectors
by Yanni Yu & Weijie Zhang & Ning Zhang - 1195-1211 The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach
by Jianlin Wang & Jiajia Zhao & Hongzhou Li - 1213-1232 Insights into the Effects of Cognitive Factors and Risk Attitudes on Fire Risk Mitigation Behavior
by Tianzhuo Liu & Huifang Jiao - 1233-1256 Credit Rationing and the Simulation of Multi-bank Credit Market Model: A Computational Economics Approach
by Yu Zhang & Xiong Xiong & Wei Zhang & Xuefeng Liu - 1257-1275 Explaining Environmental Sustainability in Supply Chains Using Graph Theory
by Zongwei Luo & Rameshwar Dubey & Thanos Papadopoulos & Benjamin Hazen & David Roubaud - 1277-1291 Spatial Pattern of Regional Urbanization Efficiency: An Empirical Study of Shanghai
by Jinyan Zhan & Fan Zhang & Siqi Jia & Xi Chu & Yifan Li - 1293-1316 Does Expressway Consume More Land of the Agricultural Production Base of Shandong Province?
by Xiangzheng Deng & John Gibson & Siqi Jia - 1317-1334 Nonparametric Regression Using Clusters
by Hrishikesh D. Vinod & Fred Viole - 1335-1351 Evaluating Design of Increasing Block Tariffs for Residential Natural Gas in China: A Case Study of Henan Province
by Chang Liu & Boqiang Lin - 1353-1374 Design and Analysis of Supply Chain Networks with Low Carbon Emissions
by Tsai-Chi Kuo & Ming-Lang Tseng & Hsiao-Min Chen & Ping-Shun Chen & Po-Chen Chang
October 2018, Volume 52, Issue 3
- 707-710 Introduction: Special Issue on Evolutionary Dynamics and Agent-Based Modeling in Economics
by Herbert Dawid & Andreas Pyka - 711-744 Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach
by Zhenxi Chen & Thomas Lux - 745-772 Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth
by Thomas Brenner & Matthias Duschl - 773-808 The Role of Network Topology and the Spatial Distribution and Structure of Knowledge in Regional Innovation Policy: A Calibrated Agent-Based Model Study
by Ben Vermeulen & Andreas Pyka - 809-837 Network Externalities and Compatibility Among Standards: A Replicator Dynamics and Simulation Analysis
by Torsten Heinrich - 839-872 The Impact of Credit Rating on Innovation in a Two-Sector Evolutionary Model
by Pascal Aßmuth - 873-920 The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt
by Sander Hoog - 921-951 Evolutionary Climate-Change Modelling: A Multi-Agent Climate-Economic Model
by Sylvie Geisendorf - 953-994 Agent-Based Analysis of Industrial Dynamics and Paths of Environmental Policy: The Case of Non-renewable Energy Production in Germany
by Frank Beckenbach & Maria Daskalakis & David Hofmann - 995-1028 Endogenous Economic Growth, Climate Change and Societal Values: A Conceptual Model
by Michael W. M. Roos - 1029-1043 Assortative Matching with Inequality in Voluntary Contribution Games
by Stefano Duca & Dirk Helbing & Heinrich H. Nax
August 2018, Volume 52, Issue 2
- 313-340 Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?
by Mariusz Górajski - 341-385 Making Decisions in a Sustainable Development Context: A State-of-the-Art Survey and Proposal of a Multi-period Single Synthesizing Criterion Approach
by Anissa Frini & Sarah Benamor - 387-404 Brownian Signals: Information Quality, Quantity and Timing in Repeated Games
by António Osório - 405-420 New Splitting Scheme for Pricing American Options Under the Heston Model
by Maryam Safaei & Abodolsadeh Neisy & Nader Nematollahi - 421-442 Debt Persistence in a Deflationary Environment: A Regime-Switching Model
by Piero Ferri & Fabio Tramontana - 443-457 Multi Criteria Decision Making in Financial Risk Management with a Multi-objective Genetic Algorithm
by Sujatha Srinivasan & T. Kamalakannan - 459-477 Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors
by Shuaimin Kang & Guangying Liu & Howard Qi & Min Wang - 479-492 Simulation Solution to a Two-Dimensional Mortgage Refinancing Problem
by Dejun Xie & Nan Zhang & David A. Edwards - 493-519 A Spatial Game Theoretic Analysis of Conflict and Identity
by Anirban Ghatak & Diganta Mukherjee & K. S. Mallikarjuna Rao - 521-530 Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches
by Christos Avdoulas & Stelios Bekiros - 531-553 Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions
by Chunzheng Cao & Yahui Wang & Jian Qing Shi & Jinguan Lin - 555-582 A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models
by Fengkai Yang - 583-602 Labor Market Volatility in the RBC Search Model: A Look at Hagedorn and Manovskii’s Calibration
by Manoj Atolia & John Gibson & Milton Marquis - 603-626 Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View
by Chaker Aloui & Rania Jammazi & Hela Ben Hamida - 627-652 Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles
by Edward W. Sun & Yu-Jen Wang & Min-Teh Yu - 653-684 Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading
by Yi-Ting Chen & Edward W. Sun & Min-Teh Yu - 685-706 Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function
by Farshid Mehrdoust & Ali Reza Najafi
June 2018, Volume 52, Issue 1
- 1-23 A Unique and Stable $$\hbox {Se}{\mathcal {C}}\hbox {ure}$$ Se C ure Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis
by Cédric Wanko - 25-54 Can Efficiency of Returns Be Considered as a Pricing Factor?
by J. Francisco Rubio & Neal Maroney & M. Kabir Hassan - 55-77 Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall
by Yu-Ying Tzeng & Paul M. Beaumont & Giray Ökten - 79-104 Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market
by Ya-Chi Huang & Chueh-Yung Tsao - 105-121 Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market
by Bangzhu Zhu & Shujiao Ma & Rui Xie & Julien Chevallier & Yi-Ming Wei