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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Dynamic equilibrium"
~subject:"Portfolio selection"
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Zeitreihenanalyse
Dynamic equilibrium
Portfolio selection
Theorie
2,428
Theory
2,428
Monetary policy
281
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280
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167
Learning process
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Lioui, Abraham
5
Munk, Claus
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2
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2
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2
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2
Lan, Hong
2
Larsen, Linda Sandris
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2
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Journal of economic dynamics & control
Economics letters
383
Journal of econometrics
361
NBER working paper series
351
International journal of forecasting
340
Working paper / National Bureau of Economic Research, Inc.
331
European journal of operational research : EJOR
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297
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International journal of theoretical and applied finance
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149
Econometric reviews
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CESifo working papers
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Journal of empirical finance
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
128
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
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The review of financial studies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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SpringerLink / Bücher
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
105
International review of economics & finance : IREF
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
325
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Can passive monetary policy decrease the debt burden?
Mao, Ruoyun
;
Shen, Wenyi
;
Yang, Shu-Chun S.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532404
Saved in:
3
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
4
Heterogeneous asset valuation in OTC markets and optimal inflation
Geromichalos, Athanasios
;
Jung, Kuk Mo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050031
Saved in:
5
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050835
Saved in:
6
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
7
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
8
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
9
Analyzing Linear DSGE models : the method of undetermined Markov states
Roulleau-Pasdeloup, Jordan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478711
Saved in:
10
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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