49 citations · 49 across the 1 of their papers we have counts for
2 papers
econ.GN2019
Self-respecting worker in the precarious gig economy: A dynamic principal-agent model
Zsolt Bihary, Péter Csóka, Péter Kerényi +1
We develop a continuous-time principal-agent model of gig work, where contractual flexibility allows the employer to adjust fixed pay and output-based incentives dynamically. The w…
q-fin.ST2008★ 49 cited
GARCH modelling in continuous time for irregularly spaced time series data
Ross A. Maller, Gernot Müller, Alex Szimayer
The discrete-time GARCH methodology which has had such a profound influence on the modelling of heteroscedasticity in time series is intuitively well motivated in capturing many `s…