Modeling Long Memory in REITs

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Modeling microstructure noise with mutually exciting point processes

Modeling operational risk data reported above a time-varying threshold

Modeling share prices of banks and bankrupts

Modeling the Epps effect of cross correlations in asset prices

Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005

Modeling the International-Trade Network: A Gravity Approach

Modeling the non-Markovian, non-stationary scaling dynamics of financial markets

Modeling total expenditure on warranty claims

Modeling wealth distribution in growing markets

Modelling and predicting labor force productivity

Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion

Modelling catastrophic risk in international equity markets: An extreme value approach

Modelling Information Flows in Financial Markets

Modelling interest rates by correlated multi-factor CIR-like processes

Modelling real GDP per capita in the USA: cointegration test

Modelling savings behavior of agents in the kinetic exchange models of market

Modelling the average income dependence on work experience

Modelling the transition from a socialist to capitalist economic system