Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 21-30 within 159 documents
Modeling regional house prices [journal article]
Source: Applied Economics, (2009). p.36
The economic consequences of Euro-area macro-modelling shortcuts [journal article]
Source: Applied Economics, 42 (2008) 19. p.2399-2415
Forecasting and combining competing models of exchange rate determination [journal article]
Source: Applied Economics, 42 (2008) 27. p.3455-3480
Correlation Smile Matching for CDO Tranches with α Stable Distributions and Fitted Archimedan Copulas [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.439-449
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.125-145
A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing [journal article]
Source: Quantitative Finance, 10 (2010) 1. p.75-90
Linkages in international stock markets: evidence from a classification procedure [journal article]
Source: Applied Economics, 42 (2010) 16. p.2081-2089
Testing the assumptions behind importance sampling [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.2-11
Euro area inflation: aggregation bias and convergence [journal article]
Source: Review of World Economics, 146 (2010) 2. p.339-357
Business Cycles, Bifurcations and Chaos in a Neo-Classical Model with Investment Dynamics [journal article]
Source: Journal of Economic Behavior & Organization, 67 (2008) 1. p.57-77