Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-10 within 13 documents
Price Discovery in the Presence of Boundedly Rational Agents [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.235-249
Markov-switching models, rational expectations and the term structure of interest rates [journal article]
Source: Applied Economics, 41 (2009) 3. p.399-412
Regression methods in pricing American and Bermudan options using consumption processes [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.315-327
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching [journal article]
Source: Quantitative Finance, 10 (2010) 3. p.325-338
R&D, Innovation and Output: Evidence from OECD and Non-OECD Countries [journal article]
Source: Applied Economics, 39 (2008) 3. p.291-307
Double knock-out Asian barrier options which widen or contract as they approach maturity [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.329-340
Specialisation and concentration from a twofold geographical perspective: evidence from Europe [journal article]
Source: Regional Studies, 44 (2010) 3. p.315-336
Multi-asset minority games [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.225-231
Inflation expectations in the Euro area: are consumers rational? [journal article]
Source: Review of World Economics, 146 (2010) 3. p.591-607
A Two-Factor Model for the Electricity Forward Market [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.279-287