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Journal of economic dynamics & control
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1
Artificial neural networks to solve dynamic programming problems : a bias-corrected Monte Carlo operator
Pascal, Julien
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015050296
Saved in:
2
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:
3
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
4
Quantum monte carlo for economics : stress testing and macroeconomic deep learning
Skavysh, Vladimir
;
Priazhkina, Sofia
;
Guala, Diego
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014479201
Saved in:
5
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:
6
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
7
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
8
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:
9
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
10
A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 202-210
Persistent link: https://www.econbiz.de/10011817216
Saved in:
11
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
12
Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane
;
Schweizer, Nikolaus
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 152-182
Persistent link: https://www.econbiz.de/10011589518
Saved in:
13
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
14
Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan
;
Schneider, Judith Christiane
; …
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
Saved in:
15
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
16
Equilibrium Heterogeneous-Agent models as measurement tools : some Monte Carlo evidence
Cozzi, Marco
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 208-226
Persistent link: https://www.econbiz.de/10010388749
Saved in:
17
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
18
Fitted value function iteration with probability one contractions
Pál, Jenő
;
Stachurski, John
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 251-264
Persistent link: https://www.econbiz.de/10009703597
Saved in:
19
The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo
;
Kendrick, David A.
;
Amman, Hans M.
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1531-1549
Persistent link: https://www.econbiz.de/10009125860
Saved in:
20
Structural estimation of real options models
Gamba, Andrea
;
Tesser, Matteo
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 798-816
Persistent link: https://www.econbiz.de/10003844040
Saved in:
21
A numerical analysis of the evolutionary stability of learning rules
Josephson, Jens
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1569-1599
Persistent link: https://www.econbiz.de/10003732539
Saved in:
22
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
23
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
Saved in:
24
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
Saved in:
25
Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry
;
Fuertes, Ana María
- In:
Journal of economic dynamics & control
30
(
2006
)
4
,
pp. 623-654
Persistent link: https://www.econbiz.de/10003305474
Saved in:
26
Estimation of a generalized random-effects model : some ECME algorithms and Monte Carlo evidence
Phillips, Robert F.
- In:
Journal of economic dynamics & control
28
(
2004
)
9
,
pp. 1801-1824
Persistent link: https://www.econbiz.de/10001998504
Saved in:
27
Randomized quasi-Monte Carlo methods in pricing securities
Ökten, Giray
;
Eastman, Warren
- In:
Journal of economic dynamics & control
28
(
2004
)
12
,
pp. 2399-2426
Persistent link: https://www.econbiz.de/10002370021
Saved in:
28
Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
García, Diego
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1855-1879
Persistent link: https://www.econbiz.de/10001755436
Saved in:
29
Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
Saved in:
30
Benchmarking, portfolio insurance and technical analysis : a Monte Carlo comparison of dynamic strategies of asset allocation
Cesari, Riccardo
;
Cremonini, David
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 987-1011
Persistent link: https://www.econbiz.de/10001734471
Saved in:
31
Testing for hysteresis against nonlinear alternatives
Hughes Hallett, Andrew
;
Piscitelli, Laura
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 303-327
Persistent link: https://www.econbiz.de/10001703404
Saved in:
32
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
Saved in:
33
Computer automation of general-to-specific model selection procedures
Krolzig, Hans-Martin
;
Hendry, David F.
- In:
Journal of economic dynamics & control
25
(
2001
)
6/7
,
pp. 831-866
Persistent link: https://www.econbiz.de/10001571994
Saved in:
34
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
35
Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea
(
contributor
)
- In:
Journal of economic dynamics & control
22
(
1998
)
10
,
pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
Saved in:
36
Adaptive control in the presence of time-varying parameters
Tucci, Marco Paolo
- In:
Journal of economic dynamics & control
22
(
1997
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10001229407
Saved in:
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