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Journal of economic dynamics & control
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
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International journal of production research
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International journal of production economics
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Dynamic games and applications : DGA
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International review of financial analysis
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Macroeconomic dynamics
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Finance and stochastics
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
71
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
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:
3
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
4
Analyzing Linear DSGE models : the method of undetermined Markov states
Roulleau-Pasdeloup, Jordan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478711
Saved in:
5
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
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6
The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
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7
A characterization of Markov equilibrium in stochastic overlapping generations models
Kim, Eungsik
;
Spear, Stephen E.
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012666418
Saved in:
8
A model for policy interest rates
Seibert, Armin
;
Sirchenko, Andrei
;
Müller, Gernot
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666426
Saved in:
9
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
10
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
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