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Content
August 2015, Volume 46, Issue 2
- 171-187 Numerical Policy Error Bounds for $$\eta $$ η -Concave Stochastic Dynamic Programming with Non-interior Solutions
by Huiyu Li - 189-203 Agent Heterogeneity and Facility Congestion
by Taiyo Maeda & Shigeru Matsumoto & Tadahiko Murata - 205-229 Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming
by Florian Hauser & Jürgen Huber & Bob Kaempff - 231-241 How to use SETAR models in gretl
by Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee - 243-273 Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads
by Michele Bianchi & Frank Fabozzi - 275-285 An Improved RBF Method for Solving Variational Problems Arising from Dynamic Economic Models
by A. Golbabai & A. Saeedi - 287-303 Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change
by Richard Tol - 305-323 A Complementarity Approach to Solving Computable General Equilibrium Models
by Sou-Cheng Choi - 325-357 Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding
by Rodolphe Buda
June 2015, Volume 46, Issue 1
- 1-14 Partially and Wholly Overlapping Networks: The Evolutionary Dynamics of Social Dilemmas on Social Networks
by Yanlong Zhang - 15-34 A Dynamic Discrete/Continuous Choice Model for Forward-Looking Agents Owning One or More Vehicles
by G. Cernicchiaro & M. Lapparent - 35-53 Towards a Holistic Approach for Mutual Fund Performance Appraisal
by Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis - 55-63 Earnings Per Share Forecast Using Extracted Rules from Trained Neural Network by Genetic Algorithm
by Hossein Etemadi & Ahmad Ahmadpour & Seyed Moshashaei - 65-82 Measuring Risk in Fixed Income Portfolios using Yield Curve Models
by João Caldeira & Guilherme Moura & André Santos - 83-102 A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime
by M. Naresh Kumar & V. Sree Hari Rao - 103-141 Financial Transaction Tax: Policy Analytics Based on Optimal Trading
by Edward Sun & Timm Kruse & Min-Teh Yu - 143-156 Optimal Investment for the Insurers in Markov-Modulated Jump-Diffusion Models
by Jinzhi Li & Haiying Liu - 157-170 Programming Identification Criteria in Simultaneous Equation Models
by George Halkos & Kyriaki Tsilika
April 2015, Volume 45, Issue 4
- 531-544 Estimate Long Memory Causality Relationship by Wavelet Method
by Yushu Li - 545-577 Spatial Dynamics of Optimal Management in Bioeconomic Systems
by David Aadland & Charles Sims & David Finnoff - 579-595 Option Pricing and Distribution Characteristics
by David Mauler & James McDonald - 597-614 Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?
by Clara Galliani & Stefano Zedda - 615-633 Multiscale Analysis of the Liquidity Effect in the UK Economy
by Antonis Michis - 635-645 Yield Curve and Recession Forecasting in a Machine Learning Framework
by Periklis Gogas & Theophilos Papadimitriou & Maria Matthaiou & Efthymia Chrysanthidou - 647-668 Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory
by Yong Ma & Zhengjun Zhang & Weiguo Zhang & Weidong Xu - 669-691 A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation
by Peter Flaschel & Florian Hartmann & Christopher Malikane & Christian Proaño - 693-705 Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models
by Edward Herbst
February 2015, Volume 45, Issue 2
- 183-193 Negishi’s Theorem and Method: Computable and Constructive Considerations
by K. Velupillai - 195-206 Carbon Price Analysis Using Empirical Mode Decomposition
by Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei - 207-238 Identification of Social Interaction Effects in Financial Data
by Tae-Seok Jang - 239-260 Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning
by Robert Kollmann - 261-284 Solving Dynamic Programming Problems on a Computational Grid
by Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright - 285-301 Fiscal and Monetary Policy in a Basic Endogenous Growth Model
by Alfred Greiner - 303-322 ESIS2: Information Value Estimator for Credit Scoring Models
by Martin Řezáč - 323-336 Finding an Initial Basic Feasible Solution for DEA Models with an Application on Bank Industry
by Mehdi Toloo & Atefeh Masoumzadeh & Mona Barat - 337-358 Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction
by Sylvain Barde
January 2015, Volume 45, Issue 1
- 1-30 A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path
by Wei Ma - 31-47 Efficient High-Order Numerical Methods for Pricing of Options
by Mojtaba Hajipour & Alaeddin Malek - 49-89 Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates
by Shangkun Deng & Kazuki Yoshiyama & Takashi Mitsubuchi & Akito Sakurai - 91-109 Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
by Aviral Tiwari & Niyati Bhanja & Arif Dar & Olaolu Olayeni - 111-133 Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm
by Guillermo Santamaría-Bonfil & Juan Frausto-Solís & Ignacio Vázquez-Rodarte - 135-150 A Model of Stock Manipulation Ramping Tricks
by Ke Liu & Kin Lai & Jerome Yen & Qing Zhu - 151-181 Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance
by Libo Yin & Liyan Han
December 2014, Volume 44, Issue 4
- 397-443 An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies
by Yu Chen & Thomas Cosimano & Alex Himonas & Peter Kelly - 445-476 Accuracy, Speed and Robustness of Policy Function Iteration
by Alexander Richter & Nathaniel Throckmorton & Todd Walker - 477-488 A Wavelet-Based Approach to Filter Out Symmetric Macroeconomic Shocks
by Roman Marsalek & Jitka Pomenkova & Svatopluk Kapounek - 489-506 A Modified Least-Squares Simulation Approach to Value American Barrier Options
by Lihua Zhang & Weiguo Zhang & Weijun Xu & Xiang Shi - 507-536 Efficient Sampling and Meta-Modeling for Computational Economic Models
by Isabelle Salle & Murat Yıldızoğlu
October 2014, Volume 44, Issue 3
- 269-293 Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model
by David Kendrick & George Shoukry - 295-305 Generating Random Optimising Choices
by Jan Heufer - 307-337 Capturing the Regime-Switching and Memory Properties of Interest Rates
by Xiaojing Xi & Rogemar Mamon - 339-378 Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study
by Novella Maugeri - 379-395 Endogenous Movement and Equilibrium Selection in Spatial Coordination Games
by David Hagmann & Troy Tassier
August 2014, Volume 44, Issue 2
- 127-152 Combining Forecasts with Missing Data: Making Use of Portfolio Theory
by Björn Fastrich & Peter Winker - 153-173 A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options
by A. Golbabai & L. Ballestra & D. Ahmadian - 175-200 Network Externalities, Incumbent’s Competitive Advantage and the Degree of Openness of Software Start-Ups
by Stefano Colombo & Luca Grilli & Cristina Rossi-Lamastra - 201-229 A Dynamic Network Oligopoly Model with Transportation Costs, Product Differentiation, and Quality Competition
by Anna Nagurney & Dong Li - 231-251 Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform
by Stelios Bekiros - 253-268 An Optimal Balanced Economic Growth and Abatement Pathway for China Under the Carbon Emissions Budget
by Yongbin Zhu & Zheng Wang
June 2014, Volume 44, Issue 1
- 1-26 Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
by Dandan Song & Zhaojun Yang - 27-44 A Neo-institutionalist Model of the Diffusion of IFRS Accounting Standards
by Dominique Dufour & Pierre Teller & Philippe Luu - 45-65 Loss-Aversion with Kinked Linear Utility Functions
by Michael Best & Robert Grauer & Jaroslava Hlouskova & Xili Zhang - 67-86 Minimizing Geographical Basis Risk of Weather Derivatives Using A Multi-Site Rainfall Model
by M. Ritter & O. Mußhoff & M. Odening - 87-100 A Non-parametric Test for Partial Monotonicity in Multiple Regression
by Misha Beek & Hennie Daniels - 101-126 On the Market Selection Hypothesis in a Mean Reverting Environment
by Emilio Barucci & Marco Casna
April 2014, Volume 43, Issue 4
- 395-409 Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions
by Sheng-Kai Chang - 411-431 An Abductive-Reasoning Guide for Finance Practitioners
by Rua-Haun Tsaih & Hsiou-Wei Lin & Wen-Chyan Ke - 433-445 An Efficient Semi-Analytical Simulation for the Heston Model
by Xianming Sun & Siqing Gan - 447-461 Nelder-Mead Simplex Optimization Routine for Large-Scale Problems: A Distributed Memory Implementation
by Kyle Klein & Julian Neira - 463-483 A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method
by K. Zhang & K. Teo & M. Swartz - 485-495 Heterogeneous Computing in Economics: A Simplified Approach
by Matt Dziubinski & Stefano Grassi - 497-519 Openness and Technology Diffusion in Payment Systems: The Case of NAFTA
by Francisco Callado-Muñoz & Jana Hromcová & Natalia Utrero-González
March 2014, Volume 43, Issue 3
- 271-299 Utility-based Multi-agent System with Spatial Interactions: The Case of Virtual Estate Development
by Dominique Prunetti & Alexandre Muzy & Eric Innocenti & Xavier Pieri - 301-311 Building Technical Trading System with Genetic Programming: A New Method to Test the Efficiency of Chinese Stock Markets
by Hui Qu & Xindan Li - 313-330 Symbolic ARMA Model Analysis
by Keith Webb & Lawrence Leemis - 331-355 Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis
by Giovanni Villani - 357-370 Sticky Information Models in Dynare
by Fabio Verona & Maik Wolters - 371-394 Simulation Analysis for Network Formulation
by Tomohiro Hayashida & Ichiro Nishizaki & Rika Kambara
February 2014, Volume 43, Issue 2
- 133-157 Forecasting Financial Failure of Firms via Genetic Algorithms
by Eduardo Acosta-González & Fernando Fernández-Rodríguez - 159-182 The Optimal Economic Uncertainty Index: A Grid Search Application
by Pei-Tha Gan - 183-197 Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques
by Elena Olmedo - 199-231 Integration of Path-Dependency in a Simple Learning Model: The Case of Marine Resources
by Narine Udumyan & Juliette Rouchier & Dominique Ami - 233-268 Viable Stabilising Non-Taylor Monetary Policies for an Open Economy
by Jacek Krawczyk & Kunhong Kim - 269-269 Erratum to: Viable Stabilising Non-Taylor Monetary Policies for an Open Economy
by Jacek Krawczyk & Kunhong Kim
January 2014, Volume 43, Issue 1
- 1-14 Generalization of the Firm’s Profit Maximization Problem: An Algorithm for the Analytical and Nonsmooth Solution
by R. García-Rubio & L. Bayón & J. Grau - 15-31 The Duo-Item Bisection Auction
by Albin Erlanson - 33-51 Implications of a Reserve Price in an Agent-Based Common-Value Auction
by Christopher Boyer & B. Brorsen - 53-70 Simulating the Evolution of Market Shares: The Effects of Customer Learning and Local Network Externalities
by Liangjie Zhao & Wenqi Duan - 71-82 DSGE Model Estimation on the Basis of Second-Order Approximation
by Sergey Ivashchenko - 83-103 Paradox Lost: The Evolution of Strategies in Selten’s Chain Store Game
by William Tracy - 105-131 OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method
by Richard Evans & Kerk Phillips
December 2013, Volume 42, Issue 4
- 373-391 An Evolutionary Model of Price Competition Among Spatially Distributed Firms
by Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak - 393-414 Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis
by Yudong Wang & Chongfeng Wu - 415-431 A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading
by Georgios Vasilakis & Konstantinos Theofilatos & Efstratios Georgopoulos & Andreas Karathanasopoulos & Spiros Likothanassis - 433-452 Error Analysis and Comparison of Two Algorithms Measuring Compensated Income
by Zhen Sun & Yang Xie - 453-470 Bacterial Foraging Optimization Approach to Portfolio Optimization
by Yucheng Kao & Hsiu-Tzu Cheng - 471-490 Bayesian Unit Root Test in Double Threshold Heteroskedastic Models
by Cathy Chen & Shu-Yu Chen & Sangyeol Lee
October 2013, Volume 42, Issue 3
- 267-289 Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective
by Shu-Peng Chen & Ling-Yun He - 291-306 Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
by Heni Boubaker & Anne Péguin-Feissolle - 307-325 Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
by Lilia Maliar & Serguei Maliar & Sébastien Villemot - 327-350 High-Water Marks and Hedge Fund Management Contracts with Partial Information
by Dandan Song & Jinqiang Yang & Zhaojun Yang - 351-371 Expected Optimal Feedback with Time-Varying Parameters
by Marco Tucci & David Kendrick & Hans Amman
August 2013, Volume 42, Issue 2
- 151-174 Using Constrained Optimization for the Identification of Convergence Clubs
by Paolo Postiglione & M. Andreano & Roberto Benedetti - 175-198 Tensor Spline Approximation in Economic Dynamics with Uncertainties
by Moody Chu & Chun-Hung Kuo & Matthew Lin - 199-215 A Comparison of Various Artificial Intelligence Methods in the Prediction of Bank Failures
by Halil Erdal & Aykut Ekinci - 217-240 Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction
by Tristan Fletcher & John Shawe-Taylor - 241-266 Using Economic Theory to Guide Numerical Analysis: Solving for Equilibria in Models of Asymmetric First-Price Auctions
by Timothy Hubbard & René Kirkegaard & Harry Paarsch
June 2013, Volume 42, Issue 1
- 1-22 Comparing Strategies of Collaborative Networks for R&D: An Agent-Based Study
by Pedro Campos & Pavel Brazdil & Isabel Mota - 23-45 Network Formation with Heterogeneous Agents and Absolute Friction
by Joost Vandenbossche & Thomas Demuynck - 47-69 The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling
by Foued Saâdaoui - 71-105 A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
by George Monokroussos - 107-118 Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects
by D. Blueschke & V. Blueschke-Nikolaeva & R. Neck - 119-131 Partially Adaptive Estimation of Interval Censored Regression Models
by Jason Cook & James McDonald - 133-150 Is the Leading Role Desirable?: A Simulation Analysis of the Stackelberg Behavior in World Petroleum Market
by Zili Yang
April 2013, Volume 41, Issue 4
- 425-445 A Generic Framework for a Combined Agent-based Market and Production Model
by Bas Straatman & Danielle Marceau & Roger White - 447-474 Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany
by Stefan Boeters - 475-492 Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms
by J. Wiesinger & D. Sornette & J. Satinover - 493-516 Can They Beat the Cournot Equilibrium? Learning with Memory and Convergence to Equilibria in a Cournot Oligopoly
by Thomas Vallée & Murat Yıldızoğlu - 517-524 SIMUL 3.2: An Econometric Tool for Multidimensional Modelling
by Rodolphe Buda - 525-555 Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach
by Anna Kormilitsina - 557-574 On the Use of the Renormalization Procedure to Estimate the Bifurcation Parameters in Nonlinear Dynamic Models
by Walter Briec & Laurence Lasselle
March 2013, Volume 41, Issue 3
- 297-298 Editorial for the Special Issue: Quantitative Methods in Banking and Finance
by Chrysovalantis Gaganis & Constantin Zopounidis & Michael Doumpos - 299-326 Wind Derivatives: Modeling and Pricing
by A. Alexandridis & A. Zapranis - 327-358 Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian–Pacific Currency Options
by Georgios Chalamandaris & Andrianos Tsekrekos - 359-386 The Forecasting Performance of Corridor Implied Volatility in the Italian Market
by Silvia Muzzioli - 387-405 Regulations and Audit Opinions: Evidence from EU Banking Institutions
by Chrysovalantis Gaganis & Fotios Pasiouras & Charalambos Spathis - 407-424 Portfolio Risk Measures: The Time’s Arrow Matters
by Alain Ruttiens
February 2013, Volume 41, Issue 2
- 151-170 The Interest of Having Loyal Buyers in a Perishable Market
by Juliette Rouchier - 171-193 Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
by Muffasir Badshah & Paul Beaumont & Anuj Srivastava - 195-211 Simulation Analysis for Choice of Binary Lotteries
by Ichiro Nishizaki & Tomohiro Hayashida - 213-231 A Graphical Tool for Describing the Temporal Evolution of Clusters in Financial Stock Markets
by Argimiro Arratia & Alejandra Cabaña - 233-247 Stochastic Evolutionary Game Dynamics and Their Selection Mechanisms
by Xing Gao & Weijun Zhong & Shue Mei - 249-265 SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
by Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza - 267-295 Comparing Numerical Methods for Solving the Competitive Storage Model
by Christophe Gouel
January 2013, Volume 41, Issue 1
- 1-9 Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
by Jesús Otero & Jeremy Smith - 11-29 Norwegian Overnight Interbank Interest Rates
by Q. Akram & Casper Christophersen - 31-57 Motivations for Open Source Project Participation and Decisions of Software Developers
by Dongryul Lee & Byung Kim - 59-69 Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
by Yushu Li & Ghazi Shukur - 71-88 Computing Equilibria in Discounted 2 × 2 Supergames
by Kimmo Berg & Mitri Kitti - 89-100 Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
by Jin-Yu Zhang & Yong Li & Zhu-Ming Chen - 101-123 Testing for Structural Breaks at Unknown Time: A Steeplechase
by Makram El-Shagi & Sebastian Giesen - 125-150 Monetary Policy Under Time-Varying Uncertainty Aversion
by Fidel Gonzalez & Arnulfo Rodriguez
December 2012, Volume 40, Issue 4
- 313-332 DSGE Modeling on an iPhone/iPad Using SpaceTime
by Andrew Blake - 333-353 Public Expenditure on Health and Private Old-Age Insurance in an OLG Growth Model with Endogenous Fertility: Chaotic Dynamics Under Perfect Foresight
by Luciano Fanti & Luca Gori - 355-375 The Efficient Frontier for Weakly Correlated Assets
by Michael Best & Xili Zhang - 377-385 Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis
by Phillip Simmons - 387-399 An Economic Model of Oil Exploration and Extraction
by Alfred Greiner & Willi Semmler & Tobias Mette - 401-414 Performance of Some Logistic Ridge Regression Estimators
by B. Kibria & Kristofer Månsson & Ghazi Shukur - 415-443 Pareto Frontier of a Dynamic Principal–Agent Model with Discrete Actions: An Evolutionary Multi-Objective Approach
by Itza Curiel & Sonia Di Giannatale & Juan Herrera & Katya Rodríguez
October 2012, Volume 40, Issue 3
- 203-217 Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
by Jin-Guan Lin & Ji Chen & Yong Li - 219-244 Sequential Action and Beliefs Under Partially Observable DSGE Environments
by Seong-Hoon Kim - 245-264 Nonlinearity in Forecasting of High-Frequency Stock Returns
by Juan Reboredo & José Matías & Raquel Garcia-Rubio - 265-291 On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations
by Frank Hespeler - 293-311 Velocity Volatility Assessment of Monetary Shocks on Cash-in-Advance Economies
by José Cao-Alvira
August 2012, Volume 40, Issue 2
- 105-113 A Stochastic Chartist–Fundamentalist Model with Time Delays
by Ghassan Dibeh & Haidar Harmanani - 115-129 Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk
by J. Baixauli & Susana Alvarez - 131-149 Hiring, Firing and Infighting: A Tale of Two Companies
by Arnav Sheth - 151-182 Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control
by Sergei Morozov & Sudhanshu Mathur - 183-202 Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data
by Jin Lee
June 2012, Volume 40, Issue 1
- 1-18 The Hitting Time Density for a Reflected Brownian Motion
by Qin Hu & Yongjin Wang & Xuewei Yang - 19-48 Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
by Cathy Chen & Simon Lin & Philip Yu - 49-62 A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
by Zhongdi Cen & Anbo Le & Aimin Xu - 63-104 Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
by Andrey Itkin & Peter Carr
April 2012, Volume 39, Issue 4
- 337-363 Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance
by Ivan Savin & Peter Winker - 365-386 A Closed-Form Solution to Stollery’s Problem with Damage in Utility
by Andrei Bazhanov - 387-407 Transitional Dynamics in Sticky-Information General Equilibrium Models
by Orlando Gomes - 409-427 Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression
by Göran Kauermann & Timo Teuber & Peter Flaschel - 429-446 A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
by Walailuck Chavanasporn & Christian-Oliver Ewald
March 2012, Volume 39, Issue 3
- 219-241 Propagation of Data Error and Parametric Sensitivity in Computable General Equilibrium Models
by Joshua Elliott & Meredith Franklin & Ian Foster & Todd Munson & Margaret Loudermilk - 243-257 Repeated Price Search
by A. Norman & J. Berman & K. Brehm & M. Drake & A. Dyer & J. Frisby & C. Govil & C. Hinchey & L. Heuer & J. Ke & S. Kejriwal & K. Kuang & S. Keyburn & S. Ler & K. Powers & A. Robertson & J. Sanghai & C. Schulze & J. Schieck & J. Sussman & L. Tan & A. Tello & R. Wang & K. Yan & T. Zeinullayev - 259-287 Two-State Volatility Transition Pricing and Hedging of TXO Options
by En-Der Su & Feng-Jeng Lin - 289-313 Valuation of N-stage Investments Under Jump-Diffusion Processes
by Rainer Andergassen & Luigi Sereno - 315-335 What Drives Short Rate Dynamics? A Functional Gradient Descent Approach
by Francesco Audrino
February 2012, Volume 39, Issue 2
- 113-133 Properties of the DGS-Auction Algorithm
by Tommy Andersson & Christer Andersson - 135-143 A Flexible Markov Chain Approach for Multivariate Credit Ratings
by Eric Fung & Tak Siu - 145-155 Modelling the Evolution of National Economies Based on Input–Output Networks
by Wen-Qi Duan - 157-171 Opinions and Networks: How Do They Effect Each Other
by Zhengzheng Pan - 173-193 Statistical Inferences for Generalized Pareto Distribution Based on Interior Penalty Function Algorithm and Bootstrap Methods and Applications in Analyzing Stock Data
by Chao Huang & Jin-Guan Lin & Yan-Yan Ren - 195-217 Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information
by Jinqiang Yang & Zhaojun Yang
January 2012, Volume 39, Issue 1
- 1-12 An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs
by M. Pınar & A. Camcı - 13-27 Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
by Alejandro Mosiño - 29-49 Fuzzy Statistical Analysis of Multiple Regression with Crisp and Fuzzy Covariates and Applications in Analyzing Economic Data of China
by Jin-Guan Lin & Qing-Yun Zhuang & Chao Huang - 51-69 BRA: An Algorithm for Simulating Bounded Rational Agents
by Stephan Schuster - 71-76 Introduction to the Works of Rodney C. Wingrove: Engineering Approaches to Macroeconomic Modeling
by Ronald Davis & Dallas Denery & David Kendrick & Raman Mehra - 77-98 Classical Linear-Control Analysis Applied to Business-Cycle Dynamics and Stability
by Rodney Wingrove & Ronald Davis - 99-111 Manual-Control Analysis Applied to the Money Supply Control Task
by Rodney Wingrove & Ronald Davis
November 2011, Volume 38, Issue 4
- 439-463 Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction
by Xin An & Shulin Liu & Shuo Xu - 465-481 Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca - 483-515 A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
by Alois Kneip & Léopold Simar & Paul Wilson - 517-539 A Long Memory Model with Normal Mixture GARCH
by Yin-Wong Cheung & Sang-Kuck Chung
October 2011, Volume 38, Issue 3
- 207-208 Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance
by Gian Bischi & Carl Chiarella & Laura Gardini - 209-220 Aggregate Demand, Harrod’s Instability and Fluctuations
by Piero Ferri & Steve Fazzari & Edward Greenberg & Anna Variato - 221-239 Credit market dynamics: a cobweb model
by S. Casellina & S. Landini & M. Uberti - 241-260 Homoclinic and Heteroclinic Bifurcations in an Overlapping Generations Model with Credit Market Imperfection
by Anna Agliari & George Vachadze - 261-275 Nonlinear Dynamics in an OLG Growth Model with Young and Old Age Labour Supply: The Role of Public Health Expenditure
by Luca Gori & Mauro Sodini - 277-293 Local and Global Dynamics in an Overlapping Generations Model with Endogenous Time Discounting
by Mauro Sodini - 295-309 A Nonlinear Duopoly with Efficient Production-Capacity Levels
by Fabio Lamantia - 311-327 Dynamics in Linear Cournot Duopolies with Two Time Delays
by Akio Matsumoto & Ferenc Szidarovszky & Hiroyuki Yoshida