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~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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CAPM
Stochastischer Prozess
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2,411
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433
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431
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Hommes, Cars H.
8
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7
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3
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Li, Youwei
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2
Detemple, Jérôme B.
2
Dupoyet, Brice V.
2
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2
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Journal of economic dynamics & control
Finance research letters
821
Energy economics
719
European journal of operational research : EJOR
697
Journal of banking & finance
652
International review of financial analysis
552
Applied economics
493
International journal of theoretical and applied finance
488
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488
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473
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466
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456
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455
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413
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409
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353
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Journal of risk and financial management : JRFM
264
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
186
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ECONIS (ZBW)
389
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1
Climate change and the US wheat commodity market
De Lipsis, Vincenzo
;
Agnolucci, Paolo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050040
Saved in:
2
Competition among high-frequency traders and market quality
Breckenfelder, Johannes
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015051273
Saved in:
3
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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
Gamma positioning and market quality
Buis, Boyd
;
Pieterse-Bloem, Mary
;
Verschoor, Willem F. C.
; …
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051098
Saved in:
6
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:
7
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:
8
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.
;
Driffill, John
;
Kenç, Turalay
; …
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
Saved in:
9
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
10
Asset prices in a labor search model with confidence shocks
Krivenko, Pavel
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478152
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