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Afonso, Oscar
10
Anwar, Sajid
9
Kit, Pong Wong
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Prigent, Jean-Luc
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Yoon, Gawon
7
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6
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6
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6
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Sarkar, Biswajit
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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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Economic modelling
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ECONIS (ZBW)
1,984
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1
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
Saved in:
2
Solving linear DSGE models with Newton methods
Meyer-Gohde, Alexander
;
Saecker, Johanna
- In:
Economic modelling
133
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014548144
Saved in:
3
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
4
Solving dynamic stochastic models with multiple occasionally binding constraints
Guerra Vallejos, Ernesto
;
Bobenrieth Hochfarber, Eugenio
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367160
Saved in:
5
How important are automatic stabilisers in Europe? : A stochastic simulation assessment
Barrell, Ray
;
Pina, Álvaro Manuel
- In:
Economic modelling
21
(
2004
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001857814
Saved in:
6
An introduction to I(∞) processes
Yoon, Gawon
- In:
Economic modelling
22
(
2005
)
3
,
pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
Saved in:
7
The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework
Berument, Hakan
;
Yalcin, Yeliz
;
Yildirim, Julide
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1201-1207
Persistent link: https://www.econbiz.de/10003923524
Saved in:
8
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
9
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
Saved in:
10
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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