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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
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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
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The macroeconomic effects of fiscal policy in a stochastically growing economy
Tamai, Toshiki - In: Economic modelling 35 (2013), pp. 464-471
Persistent link: https://www.econbiz.de/10010336776
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Tax evasion, tax corruption and stochastic growth
Célimène, Fred; Dufrénot, Gilles; Mophou, Gisèle; … - In: Economic modelling 52 (2016), pp. 251-258
Persistent link: https://www.econbiz.de/10011645651
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A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin; Wu, Xinyu - In: Economic modelling 64 (2017), pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
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A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun; Liu, Guifang; Li, Hongyi - In: Economic modelling 59 (2016), pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
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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
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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
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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
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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