Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models Michele Leonardo BianchiSvetlozar T. RachevFrank J. Fabozzi OriginalPaper 23 June 2016 Pages: 339 - 378
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach Alessandro AndreoliLuca Vincenzo BallestraGraziella Pacelli OriginalPaper 13 August 2016 Pages: 379 - 406
A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure Torsten Heinrich OriginalPaper 16 August 2016 Pages: 407 - 425
A Dynamic Model of Unemployment with Migration and Delayed Policy Intervention Liliana HardingMihaela Neamţu OriginalPaper Open access 17 August 2016 Pages: 427 - 462
Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods Alexander LudwigMatthias Schön OriginalPaper 26 August 2016 Pages: 463 - 492
Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets Hazem KricheneMhamed-Ali El-Aroui OriginalPaper 22 August 2016 Pages: 493 - 511
Advantages of an Ellipse when Modeling Leisure Utility Richard W. EvansKerk L. Phillips OriginalPaper 29 August 2016 Pages: 513 - 533
Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note Gang YuWei GaoShaoping Wang OriginalPaper 31 August 2016 Pages: 535 - 539
Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics Fidel Gonzalez OriginalPaper 22 September 2016 Pages: 541 - 569
A New Vision of Classical Multi-regional Input–Output Models George E. HalkosKyriaki D. Tsilika OriginalPaper 13 September 2016 Pages: 571 - 594
An Integrated Matching-Immunization Model for Bond Portfolio Optimization P. XidonasC. HassapisC. Staikouras OriginalPaper 19 October 2016 Pages: 595 - 605
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks Gang-Jin WangChi XieH. Eugene Stanley OriginalPaper 19 October 2016 Pages: 607 - 635
A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence Panayotis G. MichaelidesEfthymios G. TsionasPanagiotis Patrinos OriginalPaper 02 November 2016 Pages: 637 - 675
Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model Hwan C. Lin OriginalPaper 17 November 2016 Pages: 677 - 696
Erratum to: Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model Hwan C. Lin Erratum 20 June 2017 Pages: 697 - 697
On the Stochastic Sensitivity and Noise-Induced Transitions of a Kaldor-Type Business Cycle Model Irina BashkirtsevaDavide RadiTatyana Ryazanova OriginalPaper 25 November 2016 Pages: 699 - 718
Conditional Versus Unconditional Utility as Welfare Criterion: Two Examples Jinill KimSunghyun Kim BriefCommunication 24 November 2016 Pages: 719 - 730
Mean-Extended Gini Portfolios: A 3D Efficient Frontier Frank HespelerHaim Shalit BriefCommunication 30 November 2016 Pages: 731 - 740
Erratum to: ABATE: A New Tool to Produce Marginal Abatement Cost Curves Oswald MarinoniMartijn van Grieken Erratum 08 August 2016 Pages: 741 - 741