Content
2000
- 110 Determinants Of Banking Crises-A Simulation Estimation Analysis
by Michal Kurcewicz - 109 Trading Risk In Mobile-Agent Computational Market
by Jonathan Bredin & David Kotz & Daniela Rus - 107 Foreign Aid And The Business Cycle
by Michel A. Robe & Stephane Pallage - 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 - Z101 Financial Data Prediction By Means Of Genetic Programming
by Hitoshi Iba - 99 Alternative Value-At-Risk Models For Options
by Alfred Lehar - 98 Preference Relations In Ranking Multivalued Alternatives Using Stochastic Dominance: Case Of The Warsaw Stock Exchange
by Grazyna Trzpiot - 97 A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes
by Giuseppe Storti & Alessandra Amendola - 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 - 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 - 84 Patterns Of Consumption In Discrete Choice Models With Asymmetric Interactions
by Vassilis Koulovassilopoulos & G. Iori - 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 - 80 Modelling Expectations With Genefer- An Artificial Intelligence Approach
by Stefan Kooths & Eric Ringhut - 79 Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation
by Montserrat Guillen & Jens Perch Nielsen & Catalina Bolance - 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 - 71 Implementation Of Bootstrap Techniques For Econometric Forecasts: Illustrations In The Car Industry
by Sandrine Juan & Frdric Lantz - 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 - 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 - 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 - 63 A Computational Approach On Neighbourhood Structures In The Simulation Of Dichotomous Development
by Marina Resta - 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 - 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 - 57 The Economics Of Cattle Supply
by David M. Aadland - 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 - 52 Inference Based On Resampling Techniques For Neural Networks In Regression Models
by Michele La Rocca & Francesco Giordano & Cira Perna - 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 - 40 Non-Parametric Specification Tests For Conditional Duration Models
by Marcelo Fernandes & Joachim Grammig - 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 - 33 A 2 Dimensional Pde For Discrete Asian Options
by Eric Benhamou & Alexandre Duguet - 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 - 27 Fiscal Policy And Budget Deficit Stability In A Continuous Time Stochastic Economy
by Joao L.M. Amador - 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 - 22 Competition And The Optimal Organizational Structure Of Multi-Unit Firms
by Joseph E. Harrington, Jr. & Myong-Hun Chang - 20 Optgame 2.0: An Algorithm For Equilibrium Solutions Of N-Person Discrete-Time (Non-)Linear Dynamic Games
by Reinhard Neck & Doris A. Behrens - 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