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Warrant pricing under GARCH diffusion model
Wu, Xin-yu; Ma, Chao-qun; Wang, Shouyang - In: Economic modelling 29 (2012) 6, pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu; Sun, Qi; Xiao, Wei-lin - In: Economic modelling 40 (2014), pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
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Waiting times and socioeconomic status : does sample selection matter?
Sharma, Anurag; Siciliani, Luigi; Harris, Anthony H. - In: Economic modelling 33 (2013), pp. 659-667
Persistent link: https://www.econbiz.de/10010194439
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Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco; Grethe, Harald; Zimmermann, Georg - In: Economic modelling 45 (2015), pp. 155-168
Persistent link: https://www.econbiz.de/10011334132
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Aggregation and long-memory : an analysis based on the discrete Fourier transform
Shi, Wendong; Sun, Jingwei - In: Economic modelling 53 (2016), pp. 470-476
Persistent link: https://www.econbiz.de/10011641086
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Rationality tests in the presence of instabilities in finite samples
El-Shagi, Makram - In: Economic modelling 79 (2019), pp. 242-246
Persistent link: https://www.econbiz.de/10012199130
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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598
Persistent link: https://www.econbiz.de/10011936141