E-LIB Suche - Ergebnisse für: Parra-Alvarez, Juan Carlos

1

Risk sensitive linear approximations:

Solórzano Andrade, Gustavo ; Parra-Alvarez, Juan Carlos
Economics Letters. 238 (2024) - p. 111716 , 2024

Link: https://doi.org/10.1016/..

2

Optimal asset allocation for commodity sovereign wealth fun..:

Irarrazabal, Alfonso A. ; Ma, Lin ; Parra-Alvarez, Juan Carlos
Quantitative Finance. 23 (2023) 3 - p. 471-495 , 2023

Link: https://doi.org/10.1080/..

3

Peso problems in the estimation of the C‐CAPM:

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Schrimpf, Andreas
Quantitative Economics. 13 (2022) 1 - p. 259-313 , 2022

Link: https://doi.org/10.3982/..

4

Peso Problems in the Estimation of the C-CAPM:

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Schrimpf, Andreas
Quantitative Economics (accepted for publication). , 2021

Link: https://ssrn.com/abstrac..

5

Optimal control of investment, premium and deductible for a..:

Christensen, Bent Jesper ; Parra-Alvarez, Juan Carlos ; Serrano, Rafael
Insurance: Mathematics and Economics. 101 (2021) - p. 384-405 , 2021

Link: https://doi.org/10.1016/..

6

Risk matters: Breaking certainty equivalence in linear appr..:

Parra-Alvarez, Juan Carlos ; Polattimur, Hamza ; Posch, Olaf
Journal of Economic Dynamics and Control. 133 (2021) - p. 104248 , 2021

Link: https://doi.org/10.1016/..

7

Identification and estimation of heterogeneous agent models

a likelihood approach CESifo working paper ; no. 6717, Category 6, Fiscal policy, macroeconomics and growth

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun , October 2017

Link: http://www.cesifo-group...

8

A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTI..:

Parra-Alvarez, Juan Carlos
Macroeconomic Dynamics. 22 (2017) 6 - p. 1555-1583 , 2017

Link: https://doi.org/10.1017/..

9

Estimation of Heterogeneous Agent Models:A Likelihood Appro..:

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu Chun
https://pure.au.dk/portal/da/publications/estimation-of-heterogeneous-agent-models(54b30f3c-78b4-4e00-a938-bc34293db5ba).html. , 2023

Link: https://pure.au.dk/porta..

10

Optimal asset allocation for commodity sovereign wealth fun..:

Irarrazabal Flores, Alfonso ; Ma, Lin ; Parra-Alvarez, Juan Carlos
Quantitative finance (Print). 2023, 23 (3), 471-495.. , 2023

Link: https://hdl.handle.net/1..

11

Estimation of continuous-time linear DSGE models from discr..:

Christensen, Bent Jesper ; Neri, Luca ; Parra-Alvarez, Juan Carlos
Christensen , B J , Neri , L & Parra-Alvarez , J C 2022 ' Estimation of continuous-time linear DSGE models from discrete-time measurements ' CREATES Research Paper , no. 2022-12 , Aarhus Universitet , Aarhus .. , 2022

Link: https://pure.au.dk/porta..

12

Peso problems in the estimation of the C-CAPM:

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Schrimpf, Andreas
https://pure.au.dk/portal/da/publications/peso-problems-in-the-estimation-of-the-ccapm(179eeeea-26ee-4faf-adfc-9178b5e77172).html. , 2022

Link: https://pure.au.dk/porta..

13

Optimal control of investment, premium and deductible for a..:

Christensen, Bent Jesper ; Parra-Alvarez, Juan Carlos ; Serrano, Rafael
https://pure.au.dk/portal/en/publications/1ee015c1-4ee3-46d3-b3aa-c719f295a863. , 2021

Link: https://pure.au.dk/porta..

14

Optimal control of investment, premium and deductible for a..:

Christensen, Bent Jesper ; Parra-Alvarez, Juan Carlos ; Serrano, Rafael
Christensen , B J , Parra-Alvarez , J C & Serrano , R 2020 ' Optimal control of investment, premium and deductible for a non-life insurance company ' CREATES Research Paper , no. 2020-11 , Institut for Økonomi, Aarhus Universitet , Aarhus .. , 2020

Link: https://pure.au.dk/porta..

15

Estimation of heterogeneous agent models: A likelihood appr..:

Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun
https://pure.au.dk/portal/da/publications/estimation-of-heterogeneous-agent-models-a-likelihood-approach(55d3931d-fe00-4f86-83a7-dee71db66644).html. , 2020

Link: https://pure.au.dk/porta..