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accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Business cycle"
~subject:"Portfolio selection"
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Business cycle
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34
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Economics letters
International journal of forecasting
Journal of economic dynamics & control
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9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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ECONIS (ZBW)
18
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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
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
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
Saved in:
4
Does the Survey of Professional Forecasters help predict the shape of recessions in real time?
Eo, Yunjong
;
Morley, James C.
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506415
Saved in:
5
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
6
Monitoring recessions : a Bayesian sequential quickest detection method
Li, Haixi
;
Sheng, Xuguang
;
Yang, Jingyun
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10012792846
Saved in:
7
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
8
Friedman's plucking model : new international evidence from Maddison Project data
Hartley, Jonathan S.
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605927
Saved in:
9
Recession-specific recoveries : L’s, U’s and everything in between
Donayre, Luiggi
;
Panovska, Irina
- In:
Economics letters
209
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013209502
Saved in:
10
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
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