1. Censored Nonparametric Time-Series Analysis with Autoregressive Error Models

   • Dursun Aydin
   • Ersin Yilmaz

   OriginalPaper 23 July 2020 Pages: 169 - 202

   

2. Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields

   • Levent Onural
   • Mustafa Çelebi Pınar
   • Can Fırtına

   OriginalPaper 04 August 2020 Pages: 203 - 232

   

3. Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach

   • Patrick Mellacher
   • Timon Scheuer

   OriginalPaper Open access 06 August 2020 Pages: 233 - 278

   

4. How Robust is Robust Control in Discrete Time?

   • Marco P. Tucci

   OriginalPaper Open access 28 August 2020 Pages: 279 - 309

   

5. Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application

   • Kristofer Månsson
   • B. M. Golam Kibria

   OriginalPaper Open access 26 August 2020 Pages: 311 - 326

   

6. A Markov Decision Process Model for Optimal Trade of Options Using Statistical Data

   • Ali Nasir
   • Ambreen Khursheed
   • Faisal Mustafa

   OriginalPaper 24 July 2020 Pages: 327 - 346

   

7. Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach

   • Michael Donadelli
   • Marcus Jüppner
   • Christian Schlag

   OriginalPaper Open access 28 August 2020 Pages: 347 - 394

   

8. Accelerating FHS Option Pricing Under Linear GARCH

   • Haibin Xie
   • Xinyu Wu
   • Pengying Fan

   OriginalPaper 29 July 2020 Pages: 395 - 411

   

9. On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations

   • Cathy W. S. Chen
   • Hong Than-Thi
   • Manabu Asai

   OriginalPaper 19 August 2020 Pages: 413 - 433

   

10. A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints

    • Ayşe Kabukçuoğlu
    • Enrique Martínez-García

    OriginalPaper 26 August 2020 Pages: 435 - 460

    

11. Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas

    • Aida Karmous
    • Heni Boubaker
    • Lotfi Belkacem

    OriginalPaper 12 September 2020 Pages: 461 - 482

    

12. Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps

    • Wei-Guo Zhang
    • Zhe Li
    • Yue Zhang

    OriginalPaper 10 September 2020 Pages: 483 - 515

    

13. Parallel Extended Path Method for Solving Perfect Foresight Models

    • N. B. Melnikov
    • A. P. Gruzdev
    • B. C. O’Neill

    OriginalPaper 20 September 2020 Pages: 517 - 534

    

14. Foreign Currency Power Option Pricing Based on Esscher Transform

    • Wenhan Li
    • Cuixiang Li
    • Mengna Wang

    OriginalPaper 17 September 2020 Pages: 535 - 548