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Quantifying and understanding the economics of large financial movements
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki - In: Journal of economic dynamics & control 32 (2008) 1, pp. 303-319
Persistent link: https://www.econbiz.de/10003622800
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Special issue: Applications of statistical physics in economics and finance
Farmer, J. Doyne (contributor); Lux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003622491
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On the role of government in a stochastically growing open economy
Turnovsky, Stephen J. - In: Journal of economic dynamics & control 23 (1999) 5/6, pp. 873-908
Persistent link: https://www.econbiz.de/10001396215
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Drift and volatility estimation in discrete time
Elliott, Robert J. - In: Journal of economic dynamics & control 22 (1998) 2, pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
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Effects of financial innovations on market volatility when beliefs are heterogeneous
Zapatero, Fernando - In: Journal of economic dynamics & control 22 (1998) 4, pp. 597-626
Persistent link: https://www.econbiz.de/10001236970
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Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - In: Journal of economic dynamics & control 52 (2015), pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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Exchange rate volatility and fluctuations in the extensive margin of trade
Naknoi, Kanda - In: Journal of economic dynamics & control 52 (2015), pp. 322-339
Persistent link: https://www.econbiz.de/10011474218
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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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