Volume 78; Issue 2-3

Mathematics and Computers in Simulation

Volume 78; Issue 2-3
4

Temporal aggregation of equity return time-series models

W.S. Chan, S.H. Cheung, L.X. Zhang, K.H. Wu
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 144 KB
english, 2008
5

Broad-market return persistence and momentum profits

Ying-Foon Chow, Ming Liu, Xinting Fan
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 195 KB
english, 2008
8

How has volatility in metals markets changed?

Clinton Watkins, Michael McAleer
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 1.20 MB
english, 2008
10

Estimation of cost efficiency of Australian universities

Jocelyn Horne, Baiding Hu
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 147 KB
english, 2008
11

Spatial interaction of crime incidents in Japan

Kazuhiko Kakamu, Wolfgang Polasek, Hajime Wago
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 286 KB
english, 2008
13

Testing homogeneity of a large data set by bootstrapping

K. Morimune, Y. Hoshino
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 254 KB
english, 2008
15

Resolving the productivity paradox

Kenneth I. Carlaw, Les Oxley
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 255 KB
english, 2008
18

Money and inflation in a nonlinear model

Donald A.R. George, Les Oxley
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 503 KB
english, 2008
19

China's post-1978 experience in outbound tourism

Christine Lim, Ying Wang
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 314 KB
english, 2008
20

Long-run underperformance of seasoned equity offerings: Fact or an illusion?

D.E. Allen, V. Soucik
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 518 KB
english, 2008
22

Underwriter reputation and switching

C.R. McKenzie, Sumiko Takaoka
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 121 KB
english, 2008
23

Multivariate volatility in environmental finance

Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 1.16 MB
english, 2008
24

Estimation of stochastic volatility with LRD

Isabel Casas
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 188 KB
english, 2008
25

News of IMACS

Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 71 KB
english, 2008
29

Preface

Robert Argent, Michael McAleer, Les Oxley, Andre Zerger
Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 61 KB
english, 2008
36

Editorial Board

Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 40 KB
english, 2008
37

IMACS Calendar of Events

Journal:
Mathematics and Computers in Simulation
Year:
2008
Language:
english
File:
PDF, 71 KB
english, 2008