International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming Libo YinLiyan Han OriginalPaper 12 March 2013 Pages: 383 - 405
Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework Alexandru Mandes OriginalPaper 04 May 2019 Pages: 407 - 450
Forecasting Financial Returns Volatility: A GARCH-SVR Model Hao SunBo Yu OriginalPaper 13 May 2019 Pages: 451 - 471
Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails Heni Boubaker OriginalPaper 14 May 2019 Pages: 473 - 498
Robust Estimation of Finite Horizon Dynamic Economic Models Thomas H. JørgensenMaxime Tô Original Research 21 May 2019 Pages: 499 - 509
Measuring CoVaR: An Empirical Comparison Michele Leonardo BianchiAlberto Maria Sorrentino OriginalPaper 19 June 2019 Pages: 511 - 528
Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model Fredrik N. G. AnderssonYushu Li OriginalPaper Open access 19 June 2019 Pages: 529 - 549
Observation Driven Long Run Equilibria Katarzyna ŁasakJohannes Lont OriginalPaper Open access 25 June 2019 Pages: 551 - 575
Approximating Walrasian Equilibria Aad Ruiter OriginalPaper Open access 27 June 2019 Pages: 577 - 596
A Fitted Multi-point Flux Approximation Method for Pricing Two Options Rock Stephane KoffiAntoine Tambue OriginalPaper 09 July 2019 Pages: 597 - 628
Bayesian Inference of Local Projections with Roughness Penalty Priors Masahiro Tanaka OriginalPaper 11 July 2019 Pages: 629 - 651
Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series Robert F. Phillips OriginalPaper 13 July 2019 Pages: 653 - 672
Prediction of Unemployment Rates with Time Series and Machine Learning Techniques Christos Katris OriginalPaper 16 July 2019 Pages: 673 - 706
SABCEMM: A Simulator for Agent-Based Computational Economic Market Models Torsten TrimbornPhilipp OtteMartin Frank OriginalPaper 22 July 2019 Pages: 707 - 744