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A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
Vonbun, Christian, (2021)
The price formation process in the Albanian economy: a macro modelling approach
Skufi, Lorena, (2019)
Hedging exotic derivatives through stochastic optimization
Hénaff, Patrick, (1998)
Hénaff, P., (1998)
Gas storage valuation and hedging : a quantification of model risk
Hénaff, Patrick, (2018)