Contact information of Society for Computational Economics
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sce:scecf9. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sceeeea.html .
Content
1999
- 1354 Endogenous Growth in a Swarm Economy: Fighting Time, Space, and Complexity
by Charlotte Bruun & Francesco Luna
- 1353 Seller Automata in a Model of Exchange
by Richard Stahnke
- 1352 Agent Based Customer Modelling
by David Collings & A. A. Reeder & Iqbal Adjali & P. Crocker & M. H. Lyons
- 1351 Beyond Experimental Economics: Trading Institutions and Multiagent Systems
by Adolfo Lopez Paredes & Cesáreo Hernández Iglesias
- 1344 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira
- 1343 Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy
by P. Ruben Mercado & David Kendrick
- 1342 Evolution and Time Horizons in an Agent-Based Stock Market
by Blake LeBaron
- 1341 Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications
by Michael Haliassos & Christis Hassapis
- 1334 Visualizing Multi-Dimensional Functions in Economics
by Bill Goffe
- 1333 Estimating Stationary ARMA Models Efficiently
by Romulo A. Chumacero
- 1332 Hybrid Methods for Continuous Space Dynamic Programming
by Mario J. Miranda & Paul L. Fackler
- 1331 A Formalism for the Dimensional Analysis of Time Series
by Jose-Manuel Rey & Manuel Morán
- 1324 Updating SURE Models
by Erricos Kontoghiorghes
- 1323 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
by Denis Bolduc & Dimitri Sanga
- 1322 Estimation of Spatial Panel-Data Models Using a Minimum-Distance Estimator
by Theophile Azomahou
- 1321 Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation
by Max E. Jerrell
- 1313 The Evaluation of Econometric Modeling Languages: Syntax and Content
by Charles G. Renfro
- 1312 Wilkinson's Tests and Econometric Software
by B. D. McCullough
- 1311 Modelling Programming Languages -- Appropriate Tools?
by Ric D. Herbert
- 1243 An Approximate Wavelet MLE of Short- and Long-Memory Parameters
by Mark J. Jensen
- 1242 Estimation and Computation of Long-Memory Continuous-Time Models
by Esben P. Hoeg
- 1241 Tests of Equal Forecast Accuracy and Encompassing for Nested Models
by Todd E. Clark & Michael McCracken
- 1233 A Method for Taking Models to the Data
by Peter Ireland
- 1232 World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach
by M. Ayhan Kose & Bill Blankenau & Kei-Mu Yi
- 1231 Dynamics of Open Economy Models: What Is the Role of the Discount Factor?
by Sunghyun Henry Kim & M. Ayhan Kose
- 1222 Numerical Analysis of Some Innovation-Adoption Models with State-Dependent Lags
by E. Bengoechea & R. Boucekkine
- 1221 Evidence and Theory on Asymmetries in US Aggregate Job Flows
by Fabrice Collard & Patrick Fève & François Langot & Corrine Perraudin
- 1212 Co-Evolution in a Competitive Market
by Masayuki Ishinishi & Akira Namatame
- 1211 Evolving Strategic Behaviors through Competitive Interaction in the Large
by Kimitaka Uno & Akira Namatame
- 1153 The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty
by Volker Wieland & Andrew Levin & John C. Williams
- 1152 Real Implications of the Zero Bound on Nominal Interest Rates
by Alexander L. Wolman
- 1151 Optimal Monetary Policy with Staggered Wage and Price Contracts
by Andrew Levin & Christopher J. Erceg & Dale W. Henderson
- 1143 Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity
by Ching-Wei Tan
- 1142 Limited Computational Ability and Approximation of Dynamical Systems
by Domenico Colucci
- 1141 Economic Evolutionary Self-Organizing Systems: an Effective Characterization of Economic Evolution
by Fernando Tohme & Silvia London
- 1132 Backward Unraveling over Time: The Evolution of Strategic Behavior in the Entry-Level British Medical Labor Markets
by M. Utku Ünver
- 1131 Designing a Decision Making System for a Market-Selection Game
by Hisao Ishibuchi & Chi-Hyon Oh & Tomoharu Nakashima
- 1123 Production Functions with Engineering Constraints
by Francesco Luna
- 1122 Computability and Robustness of Equilibrium in Finite Games
by Kislaya Prasad
- 1121 What Can Economists Compute?
by Marcel K. Richter & Kam-Chau Wong
- 1113 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
by Hans-Martin Krolzig
- 1112 Cointegration Modeling of Expected Exchange Rates
by Robert A. Connolly & Paisan Limratanamongkol
- 1111 The Effect of Linear Time Trends on Single Equation Cointegration Testing
by Uwe Hassler
- 1053 Evaluating Real Business Cycle Models: the Data Transformation Problem
by John Landon-Lane
- 1052 Optimal Horizons for Inflation Targeting
by Nicoletta Batini & Edward Nelson
- 1051 Gains From Employing Sparse Matrix Techniques in the Anderson-Moore Algorithm
by Gary Anderson
- 1043 Neural-Network Modeling for Labor-Force Migration: a Competitive-Learning Approach
by Thomas G. Wier & Vir V. Phoha
- 1042 The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models
by Tung Liu & Chung-Ming Kuan
- 1041 Alpha-Stable Consistent Model Specification Tests for Heavy-Tailed Neural Networks Environments
by Jonathan Hill
- 1033 Using Symbolic Regression to Infer Strategies from Experimental Data
by John Duffy & Jim Warnick
- 1032 Modelling Rule- and Experience-Based Expectations Using Neuro-Fuzzy-Systems
by Stefan Kooths
- 1031 Statistical Evaluation of Genetic Programming
by M. A. Kaboudan
- 1022 Frictionless Commerce? A Comparison of Internet and Conventional Retailers
by Michael Smith & Erik Brynjolfsson
- 1021 Bidding Strategies in Internet Yankee Auctions: Theory and Evidence
by Rafael Tenorio & Robert F. Easley
- 1013 A Comparison of an Oligopoly Game and the N-Person Iterated Prisoner's Dilemma
by Tzai-Der Wang & Colin Fyfe & John Paul Marney
- 1012 Simulating the Ecology of Oligopoly Games with Genetic Algorithms
by Chih-Chi Ni & Shu-Heng Chen
- 1011 Genetic Algorithms and Economic Evolution
by Thomas Riechmann
- 954 The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate
by Mark Kamstra & R. Glen Donaldson
- 953 Minimum-Variance Kernels and Economic Risk Premia
by Cesare Robotti & Pierluigi Balduzzi
- 952 Modeling a Time-Varying Order Statistic
by Simone Manganelli & Robert F. Engle
- 951 Nonparametric Modeling of Stock Returns Constrained by a Model of the Financial-Real Interaction
by Peter Woehrmann & Willi Semmler
- 944 A re-evaluation of empirical tests of the Fisher hypothesis
by Basma Bekdache & Christopher F. Baum
- 943 Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility
by Robert A. Connolly & Nuray Güner
- 942 Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds
by Douglas Laxton & Michael Bleany
- 941 The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates
by Claudia Panseri & Giovanni Urga & Annalisa Cristini
- 934 Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models
by Mark Fisher
- 933 Extending the Computational Horizon: Effective Distributed Resource-Bounded Computation for Intractable Problems
by Harry J. Paarsch & Alberto M. Segre
- 932 A Numerical Optimization Algorithm for Identification of Policy Options to Rehabilitate a Publicly Managed, Pay-As-You-Go Based Pension System
by Serdar Sayan & Arzdar Kiraci
- 931 Computational Algorithms for Vertical Complementarity Arising in Finance
by Berç Rustem & Tetsuya Noguchi & Michael Selby
- 924 Consumers' Sunspots, Animal Spirits, and Economic Fluctuations
by Marcelle Chauvet & Jang-Ting Guo
- 923 Business Cycles and Interdependent Expectations
by Burkhard Flieth & John Foster
- 922 Sunspot Fluctuations: A Way Out of a Development Trap?
by Sergey Slobodyan
- 921 Investment Under Uncertainty and Economic Growth: A Quantitative Investigation
by Michael Binder
- 914 Numerical Methods in Multivariate Option Pricing
by Manfred Gilli & Kai Hencken & Philippe Huber and Evis Kellezi & Matthias Kroedel & Giorgio Pauletto
- 913 Discrete-Time Continuous-State Interest Rate Models
by Michael Sullivan
- 912 Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis
by Antonio Mele & Fabio Fornari
- 911 Hedging Options under Transaction Costs and Stochastic Volatility
by Roy Kouwenberg & Jacek Gondzio & Ton Vorst
- 853 Federal Funds Futures, Spot Rates, and Expected Changes in Monetary Policy
by Doug Rolph
- 852 Term Structure Estimation: an Implied Norm Approach Negative Option Prices -- A Puzzle or Just Noise?
by Ioulia Ioffe & Alexandra E. MacKay & Eliezer Z. Prisman
- 851 Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries
by Raji Ramachandran & Paul Beaumont
- 844 Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information
by Sharon Kozicki & Peter Tinsley
- 843 Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules
by David Reifschneider & John C. Williams
- 842 Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy
by S. G. Brian Henry & Stephen G. Hall & James Nixon
- 841 Simple Monetary Policy Rules Under Model Uncertainty
by Peter Isard & Douglas Laxton & Ann-Charlotte Eliasson
- 834 Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints
by Asli Ogunc & Dek Terrell & R. Carter Hill
- 833 Using the BACC Software for Bayesian Inference
by William McCausland
- 832 Using Simulation Methods for Bayesian Econometric Models
by John Geweke
- 831 Windows Software for Bayesian MCMC Computations
by Siddhartha Chib
- 824 Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
by Jean-Marie Dufour & Lynda Khalaf
- 823 Parameter Sensistivity and Its Cyclical Consequences in Macroeconometric Models
by Ullrich Heilemann & Heinz Josef Münsch & Michael B. E. Ackermann
- 822 Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods
by Maria Odejar
- 821 Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models
by Filippo Altissimo
- 813 Gains from Combining the Anderson-Moore Algorithm and Julliard's Stack Algorithm
by Gary Anderson
- 812 The El Farol Problem and the Internet: Congestion and Coordination Failure
by Ann M. Bell & William A. Sethares
- 811 Dynamic Programming over a Continuous and Disjoint Multidimensional Search Space with an Infinite Time Horizon
by Richard E. Hawkins & Jack Dekkers & James B. Kleibenstein
- 743 Learning and Control: Optimal Decision-Making in a Changing Economic Environment
by Volker Wieland
- 742 The Dynamics of Rational Learning Processes with Asymmetric Information
by Maik Heinemann
- 741 Learning and the Law of Iterated Projections
by Bartholomew Moore & Huntley Schaller
- 734 Asymmetric Shocks and Long-Run Economic Performances across Italian Regions
by Rosella Giacometti & Dino Pinelli
- 733 Inequality and the Growth Process: An Essay on Development Dynamics
by Aminur Rahman
- 732 Economic Repercussions of Environmental Regulations in Poland: the Case of the Second Sulfur Protocol
by Olga Kiuila
- 731 A Dynamic Structural Analysis of Consumer Demand for Automobiles in Sydney, Australia, 1981-1985
by Michael Sandfort
- 723 Hysteresis in Economic Systems
by Rod Cross & Michael Grinfeld & Laura Piscitelli
- 722 Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty
by Matthias Göcke & Ansgar Belke
- 721 Hysteresis and Unemployment: a Preliminary Investigation
by Rod Cross & Julia Darby & Jonathan Ireland & Laura Piscitelli
- 714 Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation
by Carl Chiarella & Peter Flaschel
- 713 Population Dynamics and Labour Force Participation within Goodwin Type Growth-Cycle Models
by Piero Manfredi & Luciano Fanti
- 712 The Evolution of Trading Rules in an Artificial Stock Market
by Mark Howard
- 711 Network Externalities and the Path Dependence of Markets: Will Bill Gates Make It?
by Max Keilbach
- 653 Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders
by Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio
- 652 Just Another Day in the Inter-bank Foreign Exchange Market
by Rajesh Chakrabarti
- 651 Market Force, Ecology, and Evolution
by J. Doyne Farmer
- 643 On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
by Stephen G. Hall & Jennifer V. Greenslade & S. G. Brian Henry
- 642 Specification Search and Stability Analysis
by J. Guillermo Llorente & J. del Hoyo
- 641 Regional Variations in Median Household Income: a Neural Network Approach
by J. H. Chesnut
- 633 Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters
by Hans Amman & David Kendrick
- 632 Could the Fed Have Improved Price Stability?
by Walter K. Waymeyer & Donald S. Allen
- 631 Why is the Fed So Reluctant to React?
by Robert Tetlow & Peter von zur Muehlen
- 623 Linear Feedback Rules in Non-Linear Models with Rational Expectations
by Sean Holly & Paul Turner & Luisa Corrado
- 622 An Examination of How Monetary Policy Influences Fiscal Policy in the Presence of Uncertainty
by Doug Hostland & Chris Matier
- 621 Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis
by Jeff Fuhrer & Arturo Estrella
- 613 Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market
by Shu-Heng Chen & Chia-Hsuan Yeh
- 612 Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market
by Jing Yang
- 611 Evolutionary Model of the Exchange Rate Behavior
by Jasmina Arifovic
- 553 Would Evolutionary Computation Help for Designs of Artificial Neural Nets in Financial Applications?
by Chun-Feng Lu
- 552 Genetic Algorithms and Trading Strategies: New Evidences from Financially Interesting Time Series
by Chueh-Inong Taso
- 551 The Role of Automated Semiotic Classifications in Economic Domains
by Ana Marostica & Fernando Tohme
- 543 Market Power Effects on Worker-Employer Network Formation in Evolutionary Labor Markets with Adaptive Search
by Leigh Tesfatsion
- 542 Backwash and Spread: Effects of Trade Networks in a Space of Agents who Learn by Doing
by Roger A. McCain
- 541 Sector-Driven Co-Evolution of Regional Networks and Agent Locations
by Catherine Dibble
- 533 Median Unbiased Forecasts for Highly Persistent Autoregressive Processes
by Nikolay Gospodinov
- 532 Calculating the Density and Distribution Function of a Singly and Doubly Noncentral F Random Variable
by Marc Paolella & Ronald W. Butler
- 531 Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units
by Jean-François Richard
- 523 Estimating Internet Users' Demand Characteristics
by Mingzhi Li & Alok Gupta & Boris Jukic & Dale O. Stahl & Andrew B. Whinston
- 522 Restart Strategies and Internet Congestion
by Bernardo A. Huberman & Sebastian M. Maurer
- 521 The Nature of Markets in the World Wide Web
by Bernardo A. Huberman & Lada A. Adamic
- 513 Asymptotic Inference for Nonstationary Fractionally Integrated Processes
by Francesc Marmol & Juan J. Dolado
- 512 S-Estimation in the Linear Regression Model with Long-Memory Error Terms
by Philipp Sibbertsen
- 511 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work
by Mehmet Caner & Lutz Kilian
- 402 Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
by Andrew Lo & Harry Mamaysky & Jiang Wang
- 401 Computational Experiments and Reality
by John Geweke
- 354 Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case
by Marcelo Bianconi
- 353 Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?
by Theodore Palivos
- 352 Divorce and Savings
by Carol Scotese Lehr
- 351 On Government Credit Programs
by Marco Espinosa-Vega & Bruce D. Smith & Chong K. Yip
- 344 The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma
by David van Bragt & Cees van Kemenade & Han La Poutre
- 343 Competing R&D Strategies in an Evolutionary Industry Model
by Murat Yildizoglu
- 342 A Prisoner's Dilemma Game Causes Technical Trading
by Shareen Joshi & Jeffrey Parker & Mark Bedau
- 341 Governance and Matching
by Tomas Klos
- 334 Perturbation Solution of Nonlinear Rational Expectations Models
by Peter A. Zadrozny & Baoline Chen
- 333 A Technique for Solving Rational-Expectations Models
by Jean-Louis Brillet
- 332 Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models
by Victor Aguirregabiria & Pedro Mira
- 331 Extending the High-Level Architecture Paradigm to Economic Simulation
by James A. Calpin & Marnie R. Salisbury & John A. Vitkevich, Jr. & David Woodward
- 323 The Influence of Clean Up Capital Subsidies in Environmental Optimal Control Models with Complex Dynamics
by Christophe Deissenberg & Laurent Cellarier
- 322 Knowledge Spillover, Transboundary Pollution, and Growth
by Süheyla Özyildirim & Nedim M. Alemdar
- 321 Achieving Desired Performance through Constraint: Application to Pollution-Production Cycles
by Christopher Pawlowski
- 314 Computer Automation of General-to-Specific Model Selection Procedures
by Hans-Martin Krolzig & David Hendry
- 313 Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection
by Pieter J. van der Sluis & George J. Jiang
- 312 Time-Series Modelling of Daily Tax Revenues
by Marius Ooms & Björn de Groot & Siem Jan Koopman
- 311 Fast Estimation of Parameters in State Space Models
by Siem Jan Koopman
- 254 Implicit Programming and the Stable Manifold for Optimal Growth Problems
by Baoline Chen & Robert A. Becker
- 253 Determining Short-Run Adjustments: Sensitivity to Non-Linearities in a Representative Agent Framework
by Peter J. Stemp & Ric D. Herbert
- 252 Inaccuracy of Loglinearization in Welfare Calculations: Complete vs. Incomplete Market Economies
by Jinill Kim & Sunghyun Henry Kim & Andrew Levin
- 251 Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing
by Jinill Kim & Sunghyun Henry Kim
- 244 Evolution of Networks and the Diffusion of New Technology
by Glenn T. Mitchell
- 243 Institutions and Innovation Diffusion
by Francesco Luna & Andrea Zanatta
- 242 Organizational Structure and Perpetual Innovation: A Computational Model of a Retail Chain
by Myong-Hun Chang & Joseph Harrington, Jr.
- 241 The Need for a New Microeconomic Paradigm
by Alfred Norman & Mridul Chowdhury & Khurram Mahmood
- 233 Beyond Serrano vs. Priest: National Funding of Education
by Jorge Soares
- 232 Treasury Bill Auctions in Spain: an Optimal-Control Approach
by Francisco Alvarez & Emilio Cerda & Cristina Mazon
- 231 Asymmetric Observation Errors in Optimal Control of Stochastic Quadratic Linear Systems and Application to Modelling Volatility
by Rosario Romera & Esther Ruiz
- 224 Learning and Excess Volatility
by James Bullard & John Duffy
- 223 Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model
by Xue-Zhong He & Carl Chiarella
- 222 Heterogeneous Expectations, Market Dynamics, and Social Welfare
by SaangJoon Baak
- 221 Learning with Bounded Memory in Stochastic Models
by Kaushik Mitra & Seppo Honkapohja
- 213 Towards an Automata Approach of (Institutional) Economics
by Koye Somefun & Philip Mirowski
- 212 Markets as Complex Distributed Networks: Implications for Efficiency and Inequality
by Nienke Oomes
- 211 The Complexity of Exchange
by Rob Axtell
- 154 Solving Large and Small Models on Microcomputers
by Jean-Louis Brillet
- 153 Government-Private Ownership Equilibrium with Incomplete Markets
by Sunanda Roy
- 152 Modeling the Economics of Internet Companies
by Deniz Yuret & Ayla Ogus & Michael de la Maza
- 151 A Primal-Dual Decomposition-Based Interior-Point Approach to Two-Stage Stochastic Programming
by Arjan B. Berkelaar & K. P. Bart Oldenkamp & Cees L. Dert
- 144 Stochastic Simulations of a Non-Linear Phillips Curve Model
by Michel Juillard & Fabrice Collard
- 143 Mathematical and Numerical Analysis of a Type of Monetary Model
by Jenny Li
- 142 Is It Worth Reducing Exclusion?
by Fabrice Collard & Patrick Fève & François Langot
- 141 An Analysis of the Robustness of Simple Monetary Policy Rules in Simple Models of the Output-Inflation Process
by Douglas Laxton
- 133 Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk
by Dietmar P. J. Leisen
- 132 Performance of a Hedged Dynamic Portfolio Model in the Presence of Extreme Events
by Rosella Giacometti & Rosella Castellano
- 131 Finite Element Methods in Bond and Option Pricing
by Juergen Topper
- 124 The Use of Qualitative Research to Develop a Computational Model for Dynamic Entry Deterrence in an Emerging Market
by Jane M. Binner & C. B. Lee & W. D. Murphy & L. R. Fletcher
- 123 Learning Schemes in Evolutionary Game Theory: Application to a Model of Entry in a Regulated Market
by Iqbal Adjali & A. A. Reeder & David Collings & M. H. Lyons & A. Varley
- 122 Moving-Horizon Control in Dynamic Games
by W. A. van den Broek
- 121 Learning to Trust: Uncovering Unobserved Multi-Period Behavioral Strategies from Observed Stage Game Actions Using Finite Automata
by Jim Warnick & Robert L. Slonim
- 113 ARCH Models and Option Pricing: the Continuous-Time Connection
by Antonio Mele & Fabio Fornari
- 112 Stochastic Volatility: Univariate and Multivariate Extensions
by Eric Jacquier & Nicholas G. Polson & Peter Rossi
- 111 Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models
by Christopher T. Downing
Printed from https://ideas.repec.org/s/sce/scecf9.html
