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Thermodynamic limits of macroeconomic or financial models : one- and two-parameter Poisson-Dirichlet models
Aoki, Masanao - In: Journal of economic dynamics & control 32 (2008) 1, pp. 66-84
Persistent link: https://www.econbiz.de/10003622713
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Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
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Design limits and dynamic policy analysis
Brock, William A.; Durlauf, Steven N.; Rondina, Giacomo - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2710-2728
Persistent link: https://www.econbiz.de/10010348108
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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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Location-scale portfolio selection with factor-recentered skew normal asset returns
Quan Gan - In: Journal of economic dynamics & control 48 (2014), pp. 176-187
Persistent link: https://www.econbiz.de/10010486681
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of economic dynamics & control 27 (2003) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar
De Vany, Arthur; Walls, W. David - In: Journal of economic dynamics & control 28 (2004) 6, pp. 1035-1057
Persistent link: https://www.econbiz.de/10001856064
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Binomial valuation of lookback options
Babbs, Simon H. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1499-1525
Persistent link: https://www.econbiz.de/10001508727