1. Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models

   • Michele Leonardo Bianchi
   • Svetlozar T. Rachev
   • Frank J. Fabozzi

   OriginalPaper 23 June 2016 Pages: 339 - 378

   

2. Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach

   • Alessandro Andreoli
   • Luca Vincenzo Ballestra
   • Graziella Pacelli

   OriginalPaper 13 August 2016 Pages: 379 - 406

3. A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure

   • Torsten Heinrich

   OriginalPaper 16 August 2016 Pages: 407 - 425

   

4. A Dynamic Model of Unemployment with Migration and Delayed Policy Intervention

   • Liliana Harding
   • Mihaela Neamţu

   OriginalPaper Open access 17 August 2016 Pages: 427 - 462

   

5. Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods

   • Alexander Ludwig
   • Matthias Schön

   OriginalPaper 26 August 2016 Pages: 463 - 492

   

6. Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets

   • Hazem Krichene
   • Mhamed-Ali El-Aroui

   OriginalPaper 22 August 2016 Pages: 493 - 511

   

7. Advantages of an Ellipse when Modeling Leisure Utility

   • Richard W. Evans
   • Kerk L. Phillips

   OriginalPaper 29 August 2016 Pages: 513 - 533

   

8. Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note

   • Gang Yu
   • Wei Gao
   • Shaoping Wang

   OriginalPaper 31 August 2016 Pages: 535 - 539

9. Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics

   • Fidel Gonzalez

   OriginalPaper 22 September 2016 Pages: 541 - 569

   

10. A New Vision of Classical Multi-regional Input–Output Models

    • George E. Halkos
    • Kyriaki D. Tsilika

    OriginalPaper 13 September 2016 Pages: 571 - 594

    

11. An Integrated Matching-Immunization Model for Bond Portfolio Optimization

    • P. Xidonas
    • C. Hassapis
    • C. Staikouras

    OriginalPaper 19 October 2016 Pages: 595 - 605

12. Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

    • Gang-Jin Wang
    • Chi Xie
    • H. Eugene Stanley

    OriginalPaper 19 October 2016 Pages: 607 - 635

    

13. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence

    • Panayotis G. Michaelides
    • Efthymios G. Tsionas
    • Panagiotis Patrinos

    OriginalPaper 02 November 2016 Pages: 637 - 675

    

14. Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model

    • Hwan C. Lin

    OriginalPaper 17 November 2016 Pages: 677 - 696

    

15. Erratum to: Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model

    • Hwan C. Lin

    Erratum 20 June 2017 Pages: 697 - 697

16. On the Stochastic Sensitivity and Noise-Induced Transitions of a Kaldor-Type Business Cycle Model

    • Irina Bashkirtseva
    • Davide Radi
    • Tatyana Ryazanova

    OriginalPaper 25 November 2016 Pages: 699 - 718

    

17. Conditional Versus Unconditional Utility as Welfare Criterion: Two Examples

    • Jinill Kim
    • Sunghyun Kim

    BriefCommunication 24 November 2016 Pages: 719 - 730

    

18. Mean-Extended Gini Portfolios: A 3D Efficient Frontier

    • Frank Hespeler
    • Haim Shalit

    BriefCommunication 30 November 2016 Pages: 731 - 740

    

19. Erratum to: ABATE: A New Tool to Produce Marginal Abatement Cost Curves

    • Oswald Marinoni
    • Martijn van Grieken

    Erratum 08 August 2016 Pages: 741 - 741