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Search: subject:"Markov-Kette"
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97
Markov-Kette
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Finance and stochastics
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
206
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116
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85
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ECONIS (ZBW)
97
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
Bubbles in discrete-time models
Herdegen, Martin
;
Kreher, Dörte
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 899-925
Persistent link: https://www.econbiz.de/10013440256
Saved in:
3
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
4
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
5
A toolkit for solving models with a lower bound on interest rates of stochastic duration
Eggertsson, Gauti B.
;
Egiev, Sergey K.
;
Lin, Alessandro
; …
-
2020
Persistent link: https://www.econbiz.de/10012305699
Saved in:
6
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents
Pelican, Andrin
;
Graham, Bryan S.
-
2020
Persistent link: https://www.econbiz.de/10012300608
Saved in:
7
Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias
;
Vespa, Emanuel
-
2020
Persistent link: https://www.econbiz.de/10012195089
Saved in:
8
Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut
;
Klaus, Benjamin
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Saved in:
9
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
10
Equilibrium trade in automobile markets
Gillingham, Kenneth
;
Iskhakov, Fedor
;
Munk-Nielsen, Anders
-
2019
Persistent link: https://www.econbiz.de/10012028288
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