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Econometric analysis of financial trade processes by discrete mixture duration models
Hujer, Reinhard; Vuletić, Sandra - In: Journal of economic dynamics & control 31 (2007) 2, pp. 635-667
Persistent link: https://www.econbiz.de/10003412333
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Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo - In: Journal of economic dynamics & control 151 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
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Drift and volatility estimation in discrete time
Elliott, Robert J. - In: Journal of economic dynamics & control 22 (1998) 2, pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
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Markov bargaining games
Cripps, Martin - In: Journal of economic dynamics & control 22 (1998) 3, pp. 341-355
Persistent link: https://www.econbiz.de/10001236596
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Asymmetries and Markov-switching structural VAR
Karamé, Frédéric - In: Journal of economic dynamics & control 53 (2015), pp. 85-102
Persistent link: https://www.econbiz.de/10011526861
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Optimal execution with regime-switching market resilience
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, … - In: Journal of economic dynamics & control 101 (2019), pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
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Validating an agent-based model of the Zipf's Law : a discrete Markov-chain approach
Gaujal, Bruno; Gulyás, László; Mansury, Yuri; … - In: Journal of economic dynamics & control 41 (2014), pp. 38-49
Persistent link: https://www.econbiz.de/10010424323
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Time-consistent investment policies in Markovian markets : a case of mean-variance analysis
Chen, Zhiping; Li, Gang; Zhao, Yonggan - In: Journal of economic dynamics & control 40 (2014), pp. 293-316
Persistent link: https://www.econbiz.de/10010424358
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Solving endogenous regime switching models
Barthélémy, Jean; Marx, Magali - In: Journal of economic dynamics & control 77 (2017), pp. 1-25
Persistent link: https://www.econbiz.de/10011817419