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Computing in Economics and Finance 2000

From Society for Computational Economics
CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain.
Contact information at EDIRC.

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109: TRADING RISK IN MOBILE-AGENT COMPUTATIONAL MARKET Downloads
Jonathan Bredin, David Kotz and Daniela Rus
107: FOREIGN AID AND THE BUSINESS CYCLE Downloads
Michel Robe and Stephane Pallage
105: THE OPTIMUM NUMBER OF LINKS FOR INTERNET COMPANIES
Ayla Ogus Binatli, Michael de la Maza and Deniz Yuret
104: VISUAL ECONOMETRICS: TEACHING AND PRACTICING ECONOMETRICS USING VISTA
Giovanni Baiocchi and Walter Distasso
Z101: FINANCIAL DATA PREDICTION BY MEANS OF GENETIC PROGRAMMING
Hitoshi Iba
101: ON THE INFORMATIONAL CONTENT OF ASSET PRICES Downloads
Demosthenes Tambakis
99: ALTERNATIVE VALUE-AT-RISK MODELS FOR OPTIONS Downloads
Alfred Lehar
98: PREFERENCE RELATIONS IN RANKING MULTIVALUED ALTERNATIVES USING STOCHASTIC DOMINANCE: CASE OF THE WARSAW STOCK EXCHANGE Downloads
Grazyna Trzpiot
97: A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES Downloads
Giuseppe Storti and Alessandra Amendola
93: MONTE CARLO VALUATION OF AMERICAN OPTIONS THROUGH COMPUTATION OF THE OPTIMAL EXERCISE FRONTIER
Fernando Zapatero and Alfredo Ibez
92: WHAT WILL HAPPEN TO FINANCIAL MARKETS WHEN THE BABY BOOMERS RETIRE? Downloads
Robin Brooks
89: SUSTAINABLE FISCAL POLICY: NUMERICAL COMPUTATION OF MARKOV EQUILIBRIA IN A DYNAMIC GAME
Sabit Khakimzhanov
85: PROFITABILITY AND MARKET STABILITY: FUNDAMENTALS AND TECHNICAL TRADING RULES Downloads
David Goldbaum
84: PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS Downloads
Vassilis Koulovassilopoulos and Giulia Iori
82: AN EVOLUTIONARY MODEL OF DEBT
Kislaya Prasad and Mary Burke
81: EXPERIMENTATION AND LEARNING IN RATIONAL ADDICTION MODELS WITH MULTIPLE ADDICTIVE GOODS Downloads
Mico Mrkaic and Holger Sieg
80: MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH Downloads
Stefan Kooths and Eric Ringhut
79: ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION Downloads
Montserrat Guillen, Jens Perch Nielsen and Catalina Bolance
77: LONG RUN VALUE AT RISK
C. Bruneau, M. El Archi and J.P. Nicola
73: THE MACSIM PROJECT GENERAL ECONOMIC DESCRIPTION Downloads
Jean Louis Brillet, Raymond Gambini, Patricia Augier and Gilbert Cette
71: IMPLEMENTATION OF BOOTSTRAP TECHNIQUES FOR ECONOMETRIC FORECASTS: ILLUSTRATIONS IN THE CAR INDUSTRY Downloads
Sandrine Juan and Frdric Lantz
70: MOSI: AN ACCOUNT SYSTEM FOR THE DUTCH SOCIAL SECURITY
van der Jan Leeuw
69: TIME CONSISTENCY OF OPTIMAL FISCAL POLICY IN AN ENDOGENOUS GROWTH MODEL Downloads
Begoa Domnguez Manzano
68: SPECIFICATION TESTING OF UNIVARIATE CONTINUOUS-TIME INTEREST RATE MODELS
Renato G. Flres and Cristian Huse
67: REVISITING THE FINITE MIXTURE OF GAUSSIAN DISTRIBUTIONS WITH APPLICATIONS TO FUTURES MARKETS
Chiraz Labidi and Thierry An
66: LOCAL DURABILITY AND LONG RUN HABIT PERSISTENCE: AN EVALUATION OF THE U.S. RISK PREMIA Downloads
Olivier Allais
Z65: POPULATION AGEING IN CANADA: AN OVERLAPPING GENERATIONS SIMULATION ANALYSIS
Marcel Mrette
64: FAST NONLINEAR DETERMINISTIC FORECASTING OF SEGMENTED STOCK INDICES USING PATTERN MATCHING AND EMBEDDING TECHNIQUES Downloads
Georgios Banavas, Sue Denham and Michael J. Denham
63: A COMPUTATIONAL APPROACH ON NEIGHBOURHOOD STRUCTURES IN THE SIMULATION OF DICHOTOMOUS DEVELOPMENT Downloads
Marina Resta
61: FINANCIAL TIME SERIES FORECASTING BY NEURAL NETWORK USING CONJUGATE GRADIENT LEARNING ALGORITHM AND MULTIPLE LINEAR REGRESSION WEIGHT INITIALIZATION Downloads
Chi-Cheong Chris Wong, Man-Chung Chan and Chi-Chung Lam
59: UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS
Thierry An and Vincent Lacoste
58: TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY Downloads
Maral Kichian and Lynda Khalaf
57: THE ECONOMICS OF CATTLE SUPPLY Downloads
David Aadland
54: THE USE OF TIME AND FINANCIAL VALUE IN PROJECT DECISION TREES - A SPECIFIC MODEL AND AN ALGORITHM FOR ROLLING BACK THE TREES Downloads
Pedro Godhino and João Costa
52: INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS Downloads
Michele La Rocca, Francesco Giordano and Cira Perna
51: OPTIMAL BUYER NEGOTIATION STRATEGY ON AGENT BASED INTERNET MARKETS
Laurent Deveaux, Mathieu Latourette and Corina Paraschiv
42: ON THE SOLUTION OF THE DYNAMIC RATIONAL EXPECTATIONS COMMODITY STORAGE MODEL IN THE PRESENCE OF STOCKHOLDING BY SPECULATORS AND PROCESSORS Downloads
Cesar Revoredo-Giha
40: NON-PARAMETRIC SPECIFICATION TESTS FOR CONDITIONAL DURATION MODELS Downloads
Marcelo Fernandes and Joachim Grammig
37: A SEMI-NONPARAMETRIC ESTIMATOR FOR COUNTS WITH AN ENDOGENOUS DUMMY VARIABLE
Andres Romeu and Angel Marcos Vera-Hernndez
36: SIMULATION ANALYSIS OF REGRESSION ESTIMATORS BASED ON COEFFICIENTS OF UNCERTAINTY Downloads
Andrzej Grzybowski
33: A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS Downloads
Eric Benhamou and Alexandre Duguet
32: SOCIAL DYNAMICS AND INTEREST GROUPS IN A MODEL OF SPATIAL COMPETITION
Jan Tuinstra, Vjollca Sadiraj and Frans van Winden
31: AN EXACT TEST FOR THE CHOICE OF THE COMBINATION OF FIRST DIFFERENCES AND PERCENTAGE CHANGES IN LINEAR MODELS Downloads
Wai Cheung Ip
27: FISCAL POLICY AND BUDGET DEFICIT STABILITY IN A CONTINUOUS TIME STOCHASTIC ECONOMY Downloads
João Amador
24: A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS Downloads
Hugo Benitez-Silva, John Rust, Gunter Hitsch, Giorgio Pauletto and George Hall
22: COMPETITION AND THE OPTIMAL ORGANIZATIONAL STRUCTURE OF MULTI-UNIT FIRMS Downloads
Joseph Harrington and Myong-Hun Chang
20: OPTGAME 2.0: AN ALGORITHM FOR EQUILIBRIUM SOLUTIONS OF N-PERSON DISCRETE-TIME (NON-)LINEAR DYNAMIC GAMES Downloads
Reinhard Neck and Doris A. Behrens
14: WORST-CASE DESIGN IN OPTIMAL PORTFOLIOS
Berc Rustem
13: HEDGING PORTFOLIOS OF DERIVATIVES SECURITIES WITH MAXIMIN STRATEGIES
Alfredo Ibaez
8: LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS
Peter Woehrmann, Willi Semmler and Martin Lettau
3: EMPLOYMENT AND WELFARE EFFECTS OF A TWO-TIER UNEMPLOYMENT COMPENSATION SYSTEM Downloads
Burkhard Heer
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