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Dijk, Herman K. van
65
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60
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51
Joshi, Mark S.
46
Tsionas, Efthymios G.
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Dufour, Jean-Marie
34
Reed, W. Robert
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Casarin, Roberto
31
McAleer, Michael
31
Ravazzolo, Francesco
27
Schorfheide, Frank
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Koop, Gary
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Baltagi, Badi H.
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Kleijnen, Jack P. C.
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Grassi, Stefano
21
Hoogerheide, Lennart
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Stentoft, Lars
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Asai, Manabu
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Chudik, Alexander
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Kitagawa, Toru
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Lechner, Michael
20
Lesage, James P.
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Lucas, André
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Martin, Gael M.
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Zhang, Xibin
20
Chib, Siddhartha
19
Marcellino, Massimiliano
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Nason, James Michael
19
Yamagata, Takashi
19
Dijk, Dick van
18
Frühwirth-Schnatter, Sylvia
18
Herbst, Edward P.
18
Kohn, Robert
18
Urga, Giovanni
18
Chan, Joshua
17
Chiarella, Carl
17
Peters, Gareth
17
Strachan, Rodney W.
17
Westerlund, Joakim
17
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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National Institute of Economic and Social Research
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Judge Institute of Management Studies
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1
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
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Journal of econometrics
181
Discussion paper / Tinbergen Institute
114
Economics letters
95
Computational economics
86
European journal of operational research : EJOR
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometric reviews
73
The journal of computational finance
65
Working paper
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Quantitative finance
58
Applied economics
57
Journal of applied econometrics
57
International journal of theoretical and applied finance
52
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Economic modelling
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Risks : open access journal
43
The econometrics journal
43
Applied economics letters
41
Econometrics : open access journal
40
International journal of forecasting
39
Journal of economic dynamics & control
37
Energy economics
36
NBER Working Paper
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NBER working paper series
36
Insurance
34
Working paper / National Bureau of Economic Research, Inc.
34
Journal of forecasting
33
Journal of risk and financial management : JRFM
32
Working papers
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Discussion paper series
31
Finance and stochastics
31
Operations research
30
Finance research letters
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Econometric theory
25
CAMA working paper series
24
International journal of production research
24
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ECONIS (ZBW)
RePEc
130
USB Cologne (EcoSocSci)
57
BASE
34
EconStor
11
USB Cologne (business full texts)
3
ArchiDok
2
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1
The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis
Burtnyak, Ivan
;
Malytska, Anna
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 126-134
Persistent link: https://www.econbiz.de/10011867234
Saved in:
2
Market completion with derivative securities
Schwarz, Daniel C.
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
Saved in:
3
Crime prediction by data-driven Green's function method
Kajita, Mami
;
Kajita, Seiji
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10012415175
Saved in:
4
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
5
Selection methods of lean management tools : a review
Naeemah, Ali Jaber
;
Wong, Kuan Yew
- In:
The international journal of productivity and …
72
(
2023
)
4
,
pp. 1077-1110
Persistent link: https://www.econbiz.de/10014307840
Saved in:
6
"The interviewer is a machine!" : investigating the effects of conventional and technology-mediated interview methods on interviewee reactions and behavior
Kleinlogel, Emmanuelle P.
;
Schmid Mast, Marianne
; …
- In:
International journal of selection and assessment : IJSA
31
(
2023
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10014335952
Saved in:
7
Closed-form Arrow-Debreu pricing for the Hull-White short rate model
Turfus, C.
- In:
Quantitative finance
19
(
2019
)
12
,
pp. 2087-2094
Persistent link: https://www.econbiz.de/10015123065
Saved in:
8
The valuation of variance swaps with psychological barriers in the underlying dynamics
Song, Shiyu
;
Jiang, Yiming
- In:
The North American journal of economics and finance : a …
78
(
2025
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015434435
Saved in:
9
Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang
;
Liu, Guo
;
Gu, Guiding
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
Saved in:
10
Multi-name extension to the credit grades and an efficient Monte Carlo method
Takada, Hideyuki
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 188-206
Persistent link: https://www.econbiz.de/10010400105
Saved in:
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