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ECONIS (ZBW)
29
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1
Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.
;
Chen, Yu
;
Cosimano, Thomas F.
; …
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
Saved in:
2
Continuous time one-dimensional asset-pricing models with analytic price-dividend functions
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Economic theory : official journal of the Society for …
42
(
2010
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10003930616
Saved in:
3
On formulating and solving portfolio decision and asset pricing problems
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
-
2014
Persistent link: https://www.econbiz.de/10010367000
Saved in:
4
An analytic approach for stochastic differential utility for endowment and production economies
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
;
Kelly, …
- In:
Computational economics
44
(
2014
)
4
,
pp. 397-443
Persistent link: https://www.econbiz.de/10010489050
Saved in:
5
Analytic solving of asset pricing models : the by force of habit case
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3631-3660
Persistent link: https://www.econbiz.de/10003782425
Saved in:
6
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Annals of finance
4
(
2008
)
3
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
Saved in:
7
Information criteria for latent factor models : a study on factor pervasiveness and adaptivity
Guo, Xiao
;
Chen, Yu
;
Tang, Cheng Yong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 237-250
Persistent link: https://www.econbiz.de/10014341042
Saved in:
8
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
9
Effects of a simple mode choice model in a large-scale agent-based transport simulation
Grether, Dominik
;
Yu, Chen
;
Rieser, Marcel
;
Nagel, Kai
- In:
Complexity and spatial networks : in search of simplicity
,
(pp. 167-186)
.
2009
Persistent link: https://www.econbiz.de/10003908280
Saved in:
10
Open source and competition strategy under network effects
Wang, Yu
;
Chen, Yu
;
Koo, Bonwoo
-
2017
Persistent link: https://www.econbiz.de/10011736710
Saved in:
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