Dynamic Modeling and Econometrics in Economics and Finance

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Cycles and Long-Range Behaviour in the European Stock Markets: Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza
Partial Differential Equation Approach Under Geometric Jump-Diffusion Process: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Testing a Goodwin’s Model with Capacity Utilization to the US Economy: Ricardo Araujo and Helmar Nunes Moreira
Strategic Location Choice, R&D, and Sourcing Strategies: Michael Kopel, Mario Pezzino and Björn Brand
Dynamic Pricing Under Economic Ordering and Strategic Customers with Forward Buying and Postponement: Stefan Minner
A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets: Stéphane Goutte and Benjamin Keddad
Concluding Remarks: Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Giovanni Di Bartolomeo and Tomasz Michalak
The Effect of Remanufacturability of End-of-Use Returns on the Optimal Intertemporal Production Decisions of a Newsvendor: Marc Reimann
Typology of Nonlinear Time Series Models: Aditi Chaubal
Financial Stress, Regime Switching and Macrodynamics: Pu Chen and Willi Semmler
Stochastic Volatility: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Landowning, Status and Population Growth: Ulla Lehmijoki and Tapio Palokangas
Empirical Literature on Location Choice of Multinationals: Roberto Basile and Saime Kayam
Optimal Harvesting of Size-Structured Biological Populations: Olli Tahvonen
Comparing Modeling Approaches for the Multi-Level Capacitated Lot-Sizing and Scheduling Problem: Christian Almeder
Pricing the American Feature: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Hybrid Metaheuristics for Project Scheduling and Staffing, Considering Project Interruptions and Labor Contracts: Thomas Felberbauer, Karl F. Doerner and Walter J. Gutjahr
Spatial Interactions in Agent-Based Modeling: Marcel Ausloos, Herbert Dawid and Ugo Merlone
Pareto Models for Risk Management: Arthur Charpentier and Emmanuel Flachaire
Pricing Options Using Binomial Trees: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
From Incomplete Information to Strict Rankings: Methods to Exploit Probabilistic Preference Information: Rudolf Vetschera
Volatility Smiles: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The After-Effects of Fear-Inducing Public Service Announcements: Udo Wagner, Claus Ebster, Lisa Eberhardsteiner and Madeleine Prenner
Allowing for Stochastic Interest Rates in the Black–Scholes Model: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Decision Support for Strategic Disaster Management: First Release of a Wiki: Marion Rauner, Helmut Niessner, Lisa Sasse, Kristina Tomic, Karen Neville, Andrew Pope and Sheila O’Riordan
Change of Numeraire: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The Paradigm Interest Rate Option Problem: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Modelling Interest Rate Dynamics: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Overview of Optimization Problems in Electric Car-Sharing System Design and Management: Georg Brandstätter, Claudio Gambella, Markus Leitner, Enrico Malaguti, Filippo Masini, Jakob Puchinger, Mario Ruthmair and Daniele Vigo
Interest Rate Derivatives: One Factor Spot Rate Models: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The Golf Tourist Problem: Fabien Tricoire, Sophie N. Parragh and Margaretha Gansterer
Twenty Years of Vehicle Routing in Vienna: Karl F. Doerner, Alexander Kiefer and David Wolfinger
Interest Rate Derivatives: Multi-Factor Models: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
Achilles and the Theory of Games: Alexander Mehlmann
The Heath–Jarrow–Morton Framework: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos
The LIBOR Market Model: Carl Chiarella, Xuezhong (Tony) He and Christina Sklibosios Nikitopoulos