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Mathematical economics
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281	Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 17:49:11 Estimation theory Mathematical finance Statistical inference M-estimators Capital asset pricing model Beta Fama–French three-factor model Estimator Maximum likelihood Statistics Financial economics Economics
282	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
283	Discussion of Valentina Bruno and Hyun Song Shin, “Capital Flows and the Risk-Taking Channel of Monetary Policy” * Lars E.O. Svensson Sveriges Riksbank and Stockholm University July 2012 Valentina Bruno and Hyun Song Add to Reading List Source URL: larseosvensson.se Language: English - Date: 2013-07-17 18:50:30 Monetary policy Interest rates Mathematical finance Central bank Real interest rate Inflation Exchange rate Euro Debt Economics International economics Macroeconomics
284	Mathematical Models in Economics 4 From the Editor Nowadays, in the field of economic sciences and especially in those areas that require Add to Reading List Source URL: asers.eu Language: English - Date: 2012-01-28 02:13:49 Applied mathematics Research methods Economic model Mathematical model Economics Macroeconomic model Analysis Mathematical optimization Mathematical economics Mind Mathematics Ethology
285	Non-Exponential Discounting: A Direct Test And Perhaps A New Puzzle Add to Reading List Source URL: econ.ucsb.edu Language: English - Date: 2012-09-17 18:44:15 Mathematical finance Behavioral finance Interest rates Actuarial science Monetary policy Hyperbolic discounting Intertemporal choice Exponential discounting Time preference Economics Financial economics Finance
286	282 Temporal Aggregation of Economic Time Series 12. We have used the package RATS for finding these decompositions. In all the simulations, the covariance matrix of the innovations is Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:06:50 Statistics Lars Peter Hansen Thomas J. Sargent Econometrica Rational expectations Economic model Econometrics Mathematical economics Econometric model Economics Fellows of the Econometric Society Academia
287	e u r e x circularDate: 30 SeptemberRecipients: Add to Reading List Source URL: www.eurexchange.com Language: English - Date: 2014-11-13 08:47:03 Investment Stock market Mathematical finance Futures exchanges Deutsche Börse Eurex Electronic trading Frankfurt Stock Exchange High-frequency trading Financial markets Financial economics Finance
288	UNIVERSITY OF STELLENBOSCH Department of Economics ADVANCED ECONOMETRICS 872: TIME SERIES ECONOMETRICS Add to Reading List Source URL: www.ekon.sun.ac.za Language: English - Date: 2013-07-25 05:29:02 Dynamic stochastic general equilibrium Macroeconomic model Econometrics Mathematical economics Time series Economic model General equilibrium theory Statistics Jacques Drèze Macroeconomics Economics Information
289	JOURNAL OF INVESTMENT MANAGEMENT, Vol. 6, No. 1, (2008), pp. 1–11 © JOIM 2008 JOIM www.joim.com Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-06-04 02:32:15 Mathematical finance Economics Investment Financial risk Capital asset pricing model Fundamentally based indexes Investment management Beta Risk premium Financial economics Finance Financial markets
290	Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer Add to Reading List Source URL: www.oposch.com Language: English - Date: 2014-10-08 05:31:27 Economics Stochastic processes Interest rates New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Economic model General equilibrium theory Vasicek model Statistics Macroeconomics Mathematical finance

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