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~isPartOf:"Applied economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Behavioural finance"
~subject:"Stochastischer Prozess"
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Behavioural finance
Stochastischer Prozess
Theorie
143
Theory
143
Agent-based modeling
111
Agentenbasierte Modellierung
111
Simulation
104
Monte Carlo simulation
85
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84
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33
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33
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23
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29
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Westerhoff, Frank H.
2
Agiakloglou, Christos N.
1
Ameur, H. Ben
1
Arouri, Mohamed
1
Augier, Stanislas
1
Bauer, Christian
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
Journal of economic dynamics & control
European journal of operational research : EJOR
61
Discussion paper / Tinbergen Institute
28
Computational economics
25
International journal of production research
25
International journal of theoretical and applied finance
21
Operations research
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Quantitative finance
18
The journal of computational finance
18
INFORMS journal on computing : JOC
17
Econometric reviews
16
Discussion paper / Center for Economic Research, Tilburg University
15
International journal of production economics
14
Finance research letters
13
Journal of econometrics
13
Risks : open access journal
13
Journal of economic interaction and coordination : JEIC
12
Journal of risk and financial management : JRFM
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Journal of the Operational Research Society
12
Mathematics of operations research
12
Applied mathematical finance
10
Economic modelling
10
Energy economics
10
International journal of financial engineering
10
Transportation research / E : an international journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Finance and stochastics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
BERG working paper series
7
Insurance / Mathematics & economics
7
Journal of mathematical finance
7
Journal of the Operational Research Society : OR
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
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ECONIS (ZBW)
29
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
4
Exact
simulation
of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
5
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
6
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
7
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
8
Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
Lu, Dong
;
Zhan, Yaosong
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013539524
Saved in:
9
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
Saved in:
10
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
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