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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735
Persistent link: https://www.econbiz.de/10009554305
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman; Salmon, Mark H. - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1106-1122
Persistent link: https://www.econbiz.de/10003844189
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Another method for solving the problem of stochastic process switching
Babsiri, Mohamed el - In: Journal of economic dynamics & control 18 (1994) 2, pp. 345-352
Persistent link: https://www.econbiz.de/10001167918
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A learning-to-forecast experiment on the foreign exchange market with a classifier system
Beltrametti, Luca F. (contributor) - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1543-1575
Persistent link: https://www.econbiz.de/10001222031
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Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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Foreign exchange trading models and market behavior
Gençay, Ramazan; Dacorogna, Michel; Olsen, Richard; … - In: Journal of economic dynamics & control 27 (2003) 6, pp. 909-935
Persistent link: https://www.econbiz.de/10001734446
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Computing optimal multi-currency mean-variance portfolios
Rustem, Berç - In: Journal of economic dynamics & control 19 (1995) 5, pp. 901-908
Persistent link: https://www.econbiz.de/10001184980
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Animal spirits in the foreign exchange market
De Grauwe, Paul; Rovira Kaltwasser, Pablo - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1176-1192
Persistent link: https://www.econbiz.de/10009634270
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152