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~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Search: subject_exact:"Stochastisches Modell"
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Bayes-Statistik
Deutschland
Portfolio selection
Stochastic process
140
Stochastischer Prozess
140
Theorie
72
Theory
72
Volatility
46
Volatilität
46
Option pricing theory
37
Optionspreistheorie
37
Portfolio-Management
25
Stochastic volatility
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Branger, Nicole
2
Li, Danping
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Li, Kai
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Seifried, Frank Thomas
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Journal of economic dynamics & control
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
54
Finance and stochastics
43
Quantitative finance
37
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of econometrics
26
Mathematical methods of operations research
25
Journal of mathematical finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Risks : open access journal
23
Journal of banking & finance
21
Annals of finance
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Applied mathematical finance
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Computational economics
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Finance research letters
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Journal of risk and financial management : JRFM
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Econometric reviews
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Scandinavian actuarial journal
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CAMA working paper series
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Discussion paper / Tinbergen Institute
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International journal of financial engineering
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Economic modelling
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Energy economics
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Working paper
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Astin bulletin : the journal of the International Actuarial Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics of operations research
11
Research paper series / Swiss Finance Institute
11
Computational Management Science : CMS
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
IMA journal of management mathematics
10
SpringerLink / Bücher
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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Journal of empirical finance
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ECONIS (ZBW)
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1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
2
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:
3
Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
4
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
5
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
6
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
7
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
8
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
9
Asset prices and wealth dynamics in a financial market with random demand shocks
Dindo, Pietro
;
Staccioli, Jacopo
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 187-210
Persistent link: https://www.econbiz.de/10012004924
Saved in:
10
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
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