Vol. 23 No. 2 (2003)

Articles

• Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model

  Anderson C. O. Motta, Luiz K. Hotta

  183-226

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• A Univariate Analysis of Unemployment and Inflation in Italy: A Fractionally Integrated Approach

  Luis A. Gil-Alana

  227-254

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• Estimation of the Brazilian Consumer Demand System

  Seki Asano, Eduardo P. S. Fiuza

  255-294

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• A Dynamic Price-Setting Mechanism for a Hybrid Matching Market

  Marilda Sotomayor

  295-322

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• The Use of Martingale Theory for the Superreplication of Exotic Options in Incomplete Markets

  Christian Johannes Zimmer

  323-357

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