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Volume 1 / 1988 - Volume 39 / 2012
In Honor of Berc Rustem
161-162
The Contributions of Berç Rustem
163-183
The Multifactor Nature of the Volatility of Futures Markets
Carl Chiarella and Thuy-Duong Tô
185-206
Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks
S. Sirakaya, Stephen Turnovsky and M. Nedim Alemdar
207-228
An Application of Extreme Value Theory for Measuring Financial Risk
Manfred Gilli and Evis këllezi
229-259
Measuring the Degree of Convergence among European Business Cycles
Andrew Hughes Hallett and Christian Richter
261-271
Computational Economics: Help for the Underestimated Undergraduate
David A. Kendrick, P. Ruben Mercado and Hans M. Amman
273-293
An Enhanced Dynamic Slope Scaling Procedure with Tabu Scheme for Fixed Charge Network Flow Problems
Dukwon Kim, Xinyan Pan and Panos M. Pardalos
295-327
Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
Sharon Kozicki and P. A. Tinsley
329-351
Robust Artificial Neural Networks for Pricing of European Options
Panayiotis C. Andreou, Chris Charalambous and Spiros H. Martzoukos
353-393
The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Dynamic Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels
Anna Nagurney, Tina Wakolbinger and Li Zhao
395-430
Auctioning Bulk Mobile Messages
S. Meij and L.-F. Pau
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