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~isPartOf:"Econometric theory"
~isPartOf:"European journal of operational research : EJOR"
~subject:"ARCH model"
~subject:"Spieltheorie"
~subject:"VAR model"
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Search: subject_exact:"Markov process"
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Meitz, Mika
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Econometric theory
European journal of operational research : EJOR
Dynamic games and applications : DGA
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1
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Josa-Fombellida, Ricardo
;
López-Casado, Paula
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1294-1311
Persistent link: https://www.econbiz.de/10014471166
Saved in:
2
A competitive search game with a moving target
Duvocelle, Benoit
;
Flesch, János
;
Staudigl, Mathias
; …
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 945-957
Persistent link: https://www.econbiz.de/10013364050
Saved in:
3
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
4
Dynamic oligopoly pricing with reference-price effects
Colombo, Luca
;
Labrecciosa, Paola
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1006-1016
Persistent link: https://www.econbiz.de/10012387449
Saved in:
5
Security screening queues with impatient applicants : a new model with a case study
Pala, Ali
;
Zhuang, Jun
- In:
European journal of operational research : EJOR
265
(
2018
)
3
,
pp. 919-930
Persistent link: https://www.econbiz.de/10011778570
Saved in:
6
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
7
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.
;
Vermunt, Jeroen K.
;
Ramos, Sofia B.
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
Saved in:
8
A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.
;
Swarthout, J. Todd
;
Wei, Lijia
- In:
Econometric theory
31
(
2015
)
4
,
pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
Saved in:
9
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
10
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
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