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~isPartOf:"Journal of economic dynamics & control"
~person:"Gaujal, Bruno"
~person:"Gulyás, László"
~person:"Li, Lingfei"
~person:"Lütkepohl, Helmut"
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Search: subject:"Markovscher Prozess"
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Gaujal, Bruno
Gulyás, László
Li, Lingfei
Lütkepohl, Helmut
Elliott, Robert J.
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Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo working papers
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EUI working paper / ECO
3
European journal of operational research : EJOR
2
SFB 649 discussion paper
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
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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
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:
3
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
4
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
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
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