Narrow search
Showing 1 - 10 of 2,021
Cover Image
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli; Liu, Zhen; Li, Shenghong - In: Economic modelling 40 (2014), pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Cover Image
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Cover Image
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad; Chibane, Messaoud - In: Economic modelling 122 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Cover Image
Accumulation and distribution of human capital : the interaction between individual and aggregate variables
Giannini, Massimo - In: Economic modelling 20 (2003) 6, pp. 1053-1081
Persistent link: https://www.econbiz.de/10001806611
Cover Image
Relative size distribution of business firms : a QRSE approach
Sündal, Doğuhan - In: Economic modelling 140 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015190373
Cover Image
Pareto-lognormal distributions : inequality, poverty, and estimation from grouped income data
Hajargasht, Gholamreza; Griffiths, William E. - In: Economic modelling 33 (2013), pp. 593-604
Persistent link: https://www.econbiz.de/10010193283
Cover Image
Global distribution and dynamics of economic freedom : non-parametric approach
Kešeljević, Aleksandar; Spruk, Rok - In: Economic modelling 33 (2013), pp. 560-571
Persistent link: https://www.econbiz.de/10010193322
Cover Image
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Cover Image
Extremes, return level and identification of currency crises
Qin, Xiao; Liu, Liya - In: Economic modelling 37 (2014), pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
Cover Image
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele - In: Economic modelling 43 (2014), pp. 9-20
Persistent link: https://www.econbiz.de/10010500997