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Stochastic models
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#	Item
931	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:01 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance
932	Using Micro Data on Prices to Improve Business Cycle Models Engin Kara November 21, 2012 Abstract Add to Reading List Source URL: www.efm.bris.ac.uk Language: English - Date: 2012-11-26 11:09:52 Economic theories Dynamic stochastic general equilibrium GTE General equilibrium theory Sticky Price index Economic model Business cycle Financial market Macroeconomics Economics New Keynesian economics
933	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-03-14 07:19:00 Markov processes Stochastic processes Probability theory Markov chain Stochastic matrix Random variable Statistics Markov models Probability and statistics
934	Discrete Monetary Policy Changes and Changing Inflation Targets in Estimated Dynamic Stochastic General Equilibrium Models Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-06-04 15:26:56 Scientific method Data management Data sharing Environmental science Scientific misconduct Real-time data Economic data Statistics Data warehouse Information Science Data
935	Household decisions, credit markets and the macroeconomy: implications for the design of central bank models, March 2010 Add to Reading List Source URL: www.bis.org Language: English - Date: 2010-03-26 04:39:00 Economic bubbles New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Nout Wellink Bank for International Settlements Financial crisis Late-2000s financial crisis Central bank Macroeconomics Economics New classical macroeconomics
936	DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance Markov models Markov chain Poisson process Risk-neutral measure Stochastic matrix Black–Scholes Probability distribution Financial Correlations Statistics Stochastic processes Markov processes
937	Tropical storm systems confound conventional climate models but might yield to stochastic simulations. A touch of the random As researchers seek ever-larger supercomputers to crunch climate models of Add to Reading List Source URL: www.lse.ac.uk Language: English - Date: 2014-06-16 06:40:02 Computational science Numerical weather prediction European Centre for Medium-Range Weather Forecasts Economic model Weather forecasting Scientific modelling Climate model Computer simulation Climatology Atmospheric sciences Science Meteorology
938	Affine Lattice Models 1 Claudio Albanese Department of Mathematics, Imperial College of Science and Technology, University of London, SW7 2AZ, London, United Kingdom. mailto:[removed] Alexey Kuznet Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:15 Fixed income analysis Hull–White model Mathematical finance Ornstein–Uhlenbeck process Statistics Stochastic differential equations Financial economics
939	Understanding Markov-switching rational expectations models Add to Reading List Source URL: www.rogerfarmer.com Language: English - Date: 2012-04-21 19:36:27 Markov chain Matrix Stability theory Stochastic matrix Eigenvalues and eigenvectors Algebra Markov models Mathematics
940	Oecologia[removed]:281–291 DOI[removed]s004420100717 Nicholas J. Gotelli · Gary L. Entsminger Swap and fill algorithms in null model analysis: Add to Reading List Source URL: www.garyentsminger.com Language: English - Date: 2013-01-28 16:54:42 Matrices Matrix theory Numerical linear algebra Markov models Matrix Algorithm Stochastic matrix Eigenvalues and eigenvectors Algebra Linear algebra Mathematics

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