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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
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Stochastic optimal growth with a non-compact state space
Zhang, Yuzhe - In: Journal of mathematical economics 43 (2007) 2, pp. 115-129
Persistent link: https://www.econbiz.de/10003463103
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International borrowing without commitment and informational lags : choice under uncertainty
Fabbri, Giorgio - In: Journal of mathematical economics 68 (2017), pp. 103-114
Persistent link: https://www.econbiz.de/10011741152
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Basic stochastic dynamic systems of growth and trade
Jensen, Bjarne S.; Wang, Chunyan - In: Economic growth and international trade, (pp. 20-44). 1999
Persistent link: https://www.econbiz.de/10002011360
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Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
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Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
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Stochastic growth and regime shift risk in renewable resource management
Nkuiya, Bruno; Diekert, Florian - In: Ecological economics : the transdisciplinary journal of … 208 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014365009
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The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F. - In: The financial review : the official publication of the … 20 (1985) 4, pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
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Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
Barabesi, Lucio; Cerasa, Andrea; Perrotta, Domenico; … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1031-1043
Persistent link: https://www.econbiz.de/10011412508
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob; Löderbusch, Matthias - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 37-74
Persistent link: https://www.econbiz.de/10012041612