Estimation of VAR Models Computational Aspects Paolo FoschiErricos J. Kontoghiorghes OriginalPaper Pages: 3 - 22
Time Series Simulation with Quasi Monte Carlo Methods Jenny X. LiPeter Winker OriginalPaper Pages: 23 - 43
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem Baoline ChenPeter A. Zadrozny OriginalPaper Pages: 45 - 64
Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach Gianluigi PelloniWolfgang Polasek OriginalPaper Pages: 65 - 85
Two Models of Information Costs Based on Computational Complexity Mario Eboli OriginalPaper Pages: 87 - 105
Optimal Product Lifecycle and Partial Information with Active Learning Arik Sadeh OriginalPaper Pages: 125 - 136
A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules Juan D. Montoro-PonsFrancisco Garcia-Sobrecases OriginalPaper Pages: 137 - 151
Computational Tools for the Analysis of Market Risk Alberto SuárezSantiago Carrillo OriginalPaper Pages: 153 - 172
Modeling Expectations with GENEFER – an Artificial Intelligence Approach Eric RinghutStefan Kooths OriginalPaper Pages: 173 - 194
