nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Analysis of environmental and economic efficiency using a farm population micro-simulation model
|
Ramilan, Thiagarajah |
|
2011 |
81 |
7 |
p. 1344-1352 9 p. |
artikel |
2 |
An assessment of modelling capacity to identify the impacts of climate variability on catchment hydrology
|
Kim, H.S. |
|
2011 |
81 |
7 |
p. 1419-1429 11 p. |
artikel |
3 |
Bias-corrected realized variance under dependent microstructure noise
|
Oya, Kosuke |
|
2011 |
81 |
7 |
p. 1290-1298 9 p. |
artikel |
4 |
Comparison of forecasting methods with an application to predicting excess equity premium
|
Hsiao, Cheng |
|
2011 |
81 |
7 |
p. 1235-1246 12 p. |
artikel |
5 |
Editorial Board
|
|
|
2011 |
81 |
7 |
p. CO2- 1 p. |
artikel |
6 |
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation
|
Chan, Felix |
|
2011 |
81 |
7 |
p. 1385-1396 12 p. |
artikel |
7 |
GARCH dependence in extreme value models with Bayesian inference
|
Zhao, Xin |
|
2011 |
81 |
7 |
p. 1430-1440 11 p. |
artikel |
8 |
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
|
Sato, Kiyotaka |
|
2011 |
81 |
7 |
p. 1353-1364 12 p. |
artikel |
9 |
IMACS Calendar of Events
|
|
|
2011 |
81 |
7 |
p. 1528-1534 7 p. |
artikel |
10 |
Investigating other leading indicators influencing Australian domestic tourism demand
|
Yap, Ghialy |
|
2011 |
81 |
7 |
p. 1365-1374 10 p. |
artikel |
11 |
Long memory or shifting means in geophysical time series?
|
Rea, William |
|
2011 |
81 |
7 |
p. 1441-1453 13 p. |
artikel |
12 |
Modeling Hong Kong’s stock index with the Student t-mixture autoregressive model
|
Wong, C.S. |
|
2011 |
81 |
7 |
p. 1334-1343 10 p. |
artikel |
13 |
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach
|
Li, J.S.H. |
|
2011 |
81 |
7 |
p. 1325-1333 9 p. |
artikel |
14 |
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
|
Chang, Chia-Lin |
|
2011 |
81 |
7 |
p. 1482-1490 9 p. |
artikel |
15 |
Modelling droplet motion and interfacial tension in filters collecting liquid aerosols
|
Mullins, B.J. |
|
2011 |
81 |
7 |
p. 1257-1271 15 p. |
artikel |
16 |
Modelling sustainability
|
Todorov, Vladislav |
|
2011 |
81 |
7 |
p. 1397-1408 12 p. |
artikel |
17 |
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO
|
Chang, Chia-Lin |
|
2011 |
81 |
7 |
p. 1491-1506 16 p. |
artikel |
18 |
Model specification in panel data unit root tests with an unknown break
|
Chan, Felix |
|
2011 |
81 |
7 |
p. 1299-1309 11 p. |
artikel |
19 |
Monte Carlo option pricing with asymmetric realized volatility dynamics
|
Allen, David E. |
|
2011 |
81 |
7 |
p. 1247-1256 10 p. |
artikel |
20 |
News of IMACS
|
|
|
2011 |
81 |
7 |
p. 1527- 1 p. |
artikel |
21 |
Nonparametric time series forecasting with dynamic updating
|
Shang, Han Lin |
|
2011 |
81 |
7 |
p. 1310-1324 15 p. |
artikel |
22 |
Preface
|
McAleer, Michael |
|
2011 |
81 |
7 |
p. 1233-1234 2 p. |
artikel |
23 |
Social security and divorce in Japan
|
Sakata, K. |
|
2011 |
81 |
7 |
p. 1507-1517 11 p. |
artikel |
24 |
Solving macroeconomic models with “off-the-shelf” software: An example of potential pitfalls
|
Herbert, Ric D. |
|
2011 |
81 |
7 |
p. 1375-1384 10 p. |
artikel |
25 |
Spectral analysis of seasonality in tourism demand
|
Chan, Felix |
|
2011 |
81 |
7 |
p. 1409-1418 10 p. |
artikel |
26 |
The geometry and dynamics of binary trees
|
David, T. |
|
2011 |
81 |
7 |
p. 1464-1481 18 p. |
artikel |
27 |
The robustness of a Nash equilibrium simulation model: Game-theoretic approach using variable metric projection method
|
Aiyoshi, Eitaro |
|
2011 |
81 |
7 |
p. 1518-1526 9 p. |
artikel |
28 |
The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise
|
Kunitomo, Naoto |
|
2011 |
81 |
7 |
p. 1272-1289 18 p. |
artikel |
29 |
Value-at-Risk for country risk ratings
|
McAleer, Michael |
|
2011 |
81 |
7 |
p. 1454-1463 10 p. |
artikel |