1. Indexing of Technical Change in Aggregated Data

   • Sturla Furunes Kvamsdal

   OriginalPaper 14 November 2017 Pages: 901 - 920

   

2. Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model

   • Anubha Goel
   • Aparna Mehra

   OriginalPaper 18 November 2017 Pages: 921 - 950

   

3. Evolutionary Dynamics of Price Dispersion with Market-Dependent Costs

   • Francisco Álvarez
   • José-Manuel Rey
   • Raúl G. Sanchis

   OriginalPaper 20 November 2017 Pages: 951 - 975

   

4. Exact Expectations: Efficient Calculation of DSGE Models

   • Fabian Goessling

   OriginalPaper 06 December 2017 Pages: 977 - 990

   

5. Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

   • Natalia Khorunzhina
   • Jean-François Richard

   OriginalPaper 07 December 2017 Pages: 991 - 1017

   

6. Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction

   • Vicente García
   • Ana I. Marqués
   • Humberto J. Ochoa-Domínguez

   OriginalPaper 08 December 2017 Pages: 1019 - 1031

   

7. Quantile Regression for Dynamic Panel Data Using Hausman–Taylor Instrumental Variables

   • Li Tao
   • Yuanjie Zhang
   • Maozai Tian

   OriginalPaper 09 December 2017 Pages: 1033 - 1069

   

8. Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market

   • Hossein Dastkhan
   • Naser Shams Gharneh

   OriginalPaper 09 December 2017 Pages: 1071 - 1101

   

9. RETRACTED ARTICLE: Analyses of Economic Development Based on Different Factors

   • Goran Maksimović
   • Srđan Jović
   • Marina Jovović

   OriginalPaper 12 December 2017 Pages: 1103 - 1109

   

10. A Nonlinear Optimal Control Approach to Stabilization of Business Cycles of Finance Agents

    • G. Rigatos
    • P. Siano
    • T. Ghosh

    OriginalPaper 13 December 2017 Pages: 1111 - 1131

    

11. Optimal Stop-Loss Reinsurance Under the VaR and CTE Risk Measures: Variable Transformation Method

    • Junhong Du
    • Zhiming Li
    • Lijun Wu

    OriginalPaper 28 December 2017 Pages: 1133 - 1151

    

12. Bayesian Testing for Leverage Effect in Stochastic Volatility Models

    • Jin-Yu Zhang
    • Zhong-Tian Chen
    • Yong Li

    OriginalPaper 04 January 2018 Pages: 1153 - 1164

    

13. A Practical Approach to Testing Calibration Strategies

    • Yongquan Cao
    • Grey Gordon

    OriginalPaper 11 January 2018 Pages: 1165 - 1182

    

14. Systematic Sensitivity Analysis of the Full Economic Impacts of Sea Level Rise

    • T. Chatzivasileiadis
    • F. Estrada
    • R. S. J. Tol

    OriginalPaper Open access 13 January 2018 Pages: 1183 - 1217

    

15. A New Prediction Model Based on Cascade NN for Wind Power Prediction

    • Amirhosein Torabi
    • Sayyed Ali Kiaian Mousavy
    • Nasser Yousefi

    OriginalPaper 18 January 2018 Pages: 1219 - 1243

    

16. Surrogate Modelling in (and of) Agent-Based Models: A Prospectus

    • Sander van der Hoog

    BriefCommunication 14 February 2018 Pages: 1245 - 1263

17. Pricing Perpetual American Lookback Options Under Stochastic Volatility

    • Min-Ku Lee

    OriginalPaper 19 February 2018 Pages: 1265 - 1277

    

18. Quanto Option Pricing with Lévy Models

    • Hasan A. Fallahgoul
    • Young S. Kim
    • Jiho Park

    OriginalPaper 28 March 2018 Pages: 1279 - 1308