Articles
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing
John Driffill, Turalay Kenc, Martin Sola, and Fabio Spagnolo
Modelling Good and Bad Volatility
Matteo M. Pelagatti
(Un)anticipated Technological Change in an Endogenous Growth Model
Bruce A. Conway, Rina Rosenblatt-Wisch, and Klaus Reiner Schenk-Hoppé
Multi-Market Direction-of-Change Modeling Using Dependence Ratios
Stanislav Anatolyev