Search Results - subject:"Variational method"

Equilibrium analysis of volatility clustering

Vanden, Joel M. - In: Journal of empirical finance 12 (2005) 3, pp. 374-417

Persistent link: https://www.econbiz.de/10002900506

The cross-Euler equation approach to intertemporal substitution in import demand

Nishiyama, Shin-Ichi - In: Journal of applied econometrics 20 (2005) 7, pp. 841-872

Persistent link: https://www.econbiz.de/10003243433

The predictive power of the yield spread : further evidence and a structural interpretation

Favero, Carlo A. - 2005

Persistent link: https://www.econbiz.de/10013424580

Euler equation errors

Lettau, Martin - 2005

Persistent link: https://www.econbiz.de/10013424667

Variational methods in nonextensive Tsallis statistics: a comparative study

Mendes, R.S.; Lopes, C.A.; Lenzi, E.K.; Malacarne, L.C. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 3, pp. 562-567

these examples indicates that the calculation related to the first variational method is easier to work with than the other … method. In particular, when one is trying to apply the last variational method, the calculation of the approximated case can …In the context of nonextensive Tsallis statistics, sensible examples are employed in order to compare the variational …

Persistent link: https://www.econbiz.de/10010589973