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~language:"eng"
~type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~person:"Parra-Alvarez, Juan Carlos"
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Parra-Alvarez, Juan Carlos
Nielsen, Morten Ørregaard
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Risk matters : breaking certainty equivalence
Parra-Alvarez, Juan Carlos
;
Polattimur, Hamza
;
Posch, Olaf
-
2020
Persistent link: https://www.econbiz.de/10012317665
Saved in:
3
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
4
Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.
;
Ma, Lin
;
Parra-Alvarez, Juan Carlos
-
2020
Persistent link: https://www.econbiz.de/10012318200
Saved in:
5
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
-
2020
Persistent link: https://www.econbiz.de/10012318220
Saved in:
6
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
7
Time-varying disaster risk models : an empirical assessment of the Rietz-Barro hypothesis
Irarrazabal, Alfonso
;
Parra-Alvarez, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10011516994
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