//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Gouriéroux, Christian"
~subject:"Markov-Kette"
~person:"Cavazos-Cadena, Rolando"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Theorie
224
Theory
224
Estimation theory
50
Schätztheorie
50
Portfolio selection
25
Portfolio-Management
25
Time series analysis
23
Zeitreihenanalyse
23
CAPM
20
Credit risk
20
Kreditrisiko
20
Derivat
19
Derivative
19
Markov chain
19
Yield curve
19
Zinsstruktur
19
Econometrics
18
Ökonometrie
18
Risikoprämie
16
Risk premium
16
Statistical theory
13
Statistische Methodenlehre
13
Method of moments
11
Momentenmethode
11
Volatility
11
Volatilität
11
France
9
Frankreich
9
Estimation
8
Risikomaß
8
Risk measure
8
Schätzung
8
Adverse Selektion
7
Adverse selection
7
Autocorrelation
7
Autokorrelation
7
Core
7
Option pricing theory
7
Optionspreistheorie
7
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
16
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
19
Author
All
Gouriéroux, Christian
Cavazos-Cadena, Rolando
Waggoner, Daniel F.
29
Elliott, Robert J.
24
Rady, Sven
21
Tsionas, Efthymios G.
20
Zha, Tao
20
Lütkepohl, Helmut
19
Balbus, Lukasz
18
Billio, Monica
18
Casarin, Roberto
17
Dufays, Arnaud
17
Chib, Siddhartha
16
Guo, Xianping
15
Kohn, Robert
15
Koop, Gary
15
Paap, Richard
15
Siu, Tak Kuen
15
Guidolin, Massimo
14
Jaśkiewicz, Anna
14
Keller, Godfrey
14
Nowak, Andrzej S.
14
Pakes, Ariel
14
Reffett, Kevin L.
14
Bauwens, Luc
13
Farmer, Roger E. A.
13
Lux, Thomas
13
Solan, Eilon
13
Abbring, Jaap H.
12
Cavicchioli, Maddalena
12
Dijk, Herman K. van
12
Doraszelski, Ulrich
12
Feinberg, Eugene A.
12
Geweke, John
12
Hansen, Lars Peter
12
Josephson, Jens
12
Stachurski, John
12
Campbell, Jeffrey R.
11
Ciccarelli, Matteo
11
D'Amico, Guglielmo
11
Kaufmann, Sylvia
11
more ...
less ...
Published in...
All
Mathematical methods of operations research
7
Mathematical methods of operations research : ZOR
3
Mathematics of operations research
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Economics letters
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nash equilibria in a class of Markov stopping games with total reward criterion
Cavazos-Cadena, Rolando
;
Cantú-Sifuentes, Mario
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 319-340
Persistent link: https://www.econbiz.de/10012793525
Saved in:
2
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
Saved in:
3
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
4
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010234126
Saved in:
5
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
57
(
2003
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10001752193
Saved in:
6
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
56
(
2002
)
2
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001717532
Saved in:
7
Adaptive control of average Markov decision chains under the Lyapunov stability condition
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
54
(
2001
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001628092
Saved in:
8
Nearly optimal stationary policies in negative dynamic programming
Cavazos-Cadena, Rolando
;
Montes-de-Oca, Raúl
- In:
Mathematical methods of operations research
49
(
1999
)
3
,
pp. 441-456
Persistent link: https://www.econbiz.de/10001415625
Saved in:
9
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Saved in:
10
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->