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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of economic dynamics & control 79 (2017), pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
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Continuous-time smooth ambiguity preferences
Suzuki, Masataka - In: Journal of economic dynamics & control 90 (2018), pp. 30-44
Persistent link: https://www.econbiz.de/10011974017
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A continuous-time model of sovereign debt
Bornstein, Gideon - In: Journal of economic dynamics & control 118 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012503392
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Optimal procurement and investment in new technologies under uncertainty
Arve, Malin; Zwart, Gijsbert T. J. - In: Journal of economic dynamics & control 147 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014249733
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Jandačka, Martin; Summer, Martin; … - In: Journal of economic dynamics & control 53 (2015), pp. 144-160
Persistent link: https://www.econbiz.de/10011526908
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A simple method for computing equilibria when asset markets are incomplete
Ma, Wei - In: Journal of economic dynamics & control 52 (2015), pp. 32-38
Persistent link: https://www.econbiz.de/10011474151
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Price dynamics, financial fragility and aggregate volatility
Mandel, Antoine; Landini, Simone; Gallegati, Mauro; … - In: Journal of economic dynamics & control 51 (2015), pp. 257-277
Persistent link: https://www.econbiz.de/10011474403
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Equilibrium theory of stock market crashes
Isaenko, Sergei - In: Journal of economic dynamics & control 60 (2015), pp. 73-94
Persistent link: https://www.econbiz.de/10011575075
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Emission taxes and standards in a general equilibrium with entry and exit
Li, Zhe; Sun, Jianfei - In: Journal of economic dynamics & control 61 (2015), pp. 34-60
Persistent link: https://www.econbiz.de/10011589055