Stochastic implied volatility : a factor-based model /

Rethinking valuation and pricing models : lessons learned from the crisis and future challenges /
Published: (2013)

Ricardian equivalence with incomplete household risk sharing /
by: Nishiyama, Shinichi
Published: (2002)

Econometric modeling of value-at-risk /
by: Angelidis, Timotheos
Published: (2009)

Dynamic modelling of stochastic demand for manufacturing employment /
by: Pfann, Gerard A., 1959-
Published: (1990)

International bank lending and country risk /
by: Balkan, Erol M.
Published: (1995)

Risk analysis in theory and practice /
by: Chavas, Jean-Paul
Published: (2004)

Currency risk management for firms and financial institutions /
by: Bremen, Michel van
Published: (1998)

Discrete-time asset pricing models in applied stochastic finance /
by: Vassiliou, P-C. G. (Panos-C. G.)
Published: (2010)

Microeconomic risk management and macroeconomic stability /
by: Röthig, Andreas
Published: (2009)

Applied stochastic control in econometrics and management science /
Published: (1980)

Some fresh perspectives on price-support policies /
by: Miller, Preston J.
Published: (2000)

Price and markup behaviour in manufacturing : a cross country study /
by: Olive, Michael, 1958-
Published: (2002)

Stochastic control for economic models /
by: Kendrick, David A.
Published: (1981)

Multifractal volatility : theory, forecasting, and pricing /
by: Calvet, Laurent E.
Published: (2008)

Commodity price stabilisation : an empirical analysis /
by: O'Donnell, Christopher John, 1959-
Published: (1993)

Errors in recorded security prices and the turn-of-the-year effect /
by: Thomson, James B.
Published: (1986)

Energy taxation and price distortions in fossil fuel markets : some implications for climate change policy /
by: Hoeller, Peter
Published: (1992)

How big are potential welfare gains from international risksharing? /
by: Van Wincoop, Eric
Published: (1998)

Impulse responses and intertemporal pricing of cotton /
by: Chen, Dean T.
Published: (1988)

The econometrics of sequential trade models : theory and applications using high frequency data /
by: Kokot, Stefan, 1970-
Published: (2004)

Panel data econometrics : methods-of-moments and limited dependent variables /
by: Lee, Myoung-jae
Published: (2002)

Portfolio analysis /
by: Alexander, Gordon J., 1947-
Published: (1986)

Empirical asset pricing : models and methods /
by: Ferson, Wayne E.
Published: (2019)

Global stock markets and portfolio management /
Published: (2006)

Forecasting monthly cotton price : structural and time series approaches /
by: Chen, Dean T.
Published: (1988)

Risk analysis in theory and practice /
by: Chavas, Jean-Paul
Published: (2004)

Allocation models : specification, estimation, and applications /
by: Bewley, Ronald
Published: (1986)

Applied financial econometrics in e-commerce /
by: Islam, Sardar M. N., 1950-
Published: (2003)

Income distribution in macroeconomic models /
by: Bertola, Giuseppe
Published: (2006)

Modeling fixed-income securities and interest rate options /
by: Jarrow, Robert A.
Published: (2002)

Multifractal volatility : theory, forecasting, and pricing /
by: Calvet, Laurent E.
Published: (2008)

A static microeconomic model of pure competition /
by: Klein, Christoph, 1949-
Published: (1988)

Disequilibrium macroeconomic models : theory and estimation of rationing models using business survey data /
by: Lambert, Jean-Paul, 1952-
Published: (1988)

MULTIMOD Mark II : a revised and extended model /
by: Masson, Paul R.
Published: (1990)

Are "Deep" parameters stable? : the Lucas critique as an empirical hypothesis /
by: Estrella, Arturo
Published: (1999)

Dynamic modeling and econometrics in economics and finance.