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A general framework for some economic problems with uncertainty and exogenous barriers
Agliardi, Rosella; Popivanov, Petăr R.; Slavova, A. - In: Economic modelling 29 (2012) 6, pp. 2320-2324
Persistent link: https://www.econbiz.de/10009673745
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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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Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu; Xiao, Wei-lin; Zhang, Xi-li; Niu, Pan-qiang - In: Economic modelling 36 (2014), pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 42 (2014), pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
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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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Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
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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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Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke; Vorada Limjaroenrat - In: Economic modelling 65 (2017), pp. 75-94
Persistent link: https://www.econbiz.de/10011813600