Titlebook: Computational Approaches to Economic Problems; Hans Amman,Berc Rustem,Andrew Whinston Book 1997 Springer Science+Business Media Dordrecht

STRI

書目名稱Computational Approaches to Economic Problems影響因子(影響力)




書目名稱Computational Approaches to Economic Problems影響因子(影響力)學科排名




書目名稱Computational Approaches to Economic Problems網(wǎng)絡公開度




書目名稱Computational Approaches to Economic Problems網(wǎng)絡公開度學科排名




書目名稱Computational Approaches to Economic Problems被引頻次




書目名稱Computational Approaches to Economic Problems被引頻次學科排名




書目名稱Computational Approaches to Economic Problems年度引用




書目名稱Computational Approaches to Economic Problems年度引用學科排名




書目名稱Computational Approaches to Economic Problems讀者反饋




書目名稱Computational Approaches to Economic Problems讀者反饋學科排名

B-cell

https://doi.org/10.1007/978-3-030-04354-4lying their methodology to the entire Treasury term structure, we consider the applicability of a parsimonious common factor approach to the dynamics of short-, medium-, and long-term interest rates. We extend their methodology to incorporate asymmetric GARCH representations, in which the slope of t

注意

MERIT

Hot-Flash

使人煩燥

Stability and the Kleinian View of Geometryto measure the capital share and, in turn, TFP growth for the United States. Market imperfections are allowed for, and the role of slacks is evaluated. For the years 1980, 1985, and 1990, DEA methods were applied to Organization for Economic Cooperation and Development (OECD) data for ten leading in

使人煩燥

Stability and the Kleinian View of Geometrymultipliers in the polyhedral cone-ratio method when some exemplary efficient DMUs’ multipliers are employed as the admissible directions of the cone. We will propose three practical methods for resolving this ambiguity, along with an example. Then, we will discuss possible applications of vertex en

anachronistic

Certainty

虛弱的神經(jīng)

Structural Modeling of Metamaterialsining the profit or enriching the institution. The difficulty with the endeavor comes from the inadequate data system, the complexity of financial products; in particular, on the embedded options and the credit risks. In this paper, we shall present a complete feasible solution to ALM, from practica