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accessRights:"restricted"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Forecasting model
Kapitaleinkommen
Option pricing theory
Prognoseverfahren
Theory
Zeitreihenanalyse
Markov chain
2,296
Markov-Kette
2,128
Theorie
1,022
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458
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Optionspreistheorie
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117
Game theory
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Portfolio selection
117
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Spieltheorie
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Tsionas, Efthymios G.
13
Gupta, Rangan
12
Cui, Zhenyu
9
Elliott, Robert J.
9
Serletis, Apostolos
8
Siu, Tak Kuen
8
Casarin, Roberto
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Li, Lingfei
7
Ma, Feng
7
Nguyen, Duy
7
Xu, Libo
7
Guérin, Pierre
6
Lee, Hsiang-Tai
6
Marcellino, Massimiliano
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Billio, Monica
5
D'Amico, Guglielmo
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Dimitrakopoulos, Stefanos
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Goyal, Vineet
5
He, Xin-Jiang
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Houtum, Geert-Jan van
5
Kang, Kyu Ho
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Li, Yong
5
Lunday, Brian J.
5
Maheu, John M.
5
Robbins, Matthew J.
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Shi, Yanlin
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Zhang, Gongqiu
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Zhu, Song-Ping
5
Arts, Joachim
4
Balcilar, Mehmet
4
Chauvet, Marcelle
4
Chen, Son-nan
4
Ching, Wai Ki
4
Creemers, Stefan
4
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4
Dufays, Arnaud
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European journal of operational research : EJOR
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
International journal of production research
29
Operations research
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Quantitative finance
28
Energy economics
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Journal of econometrics
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Mathematics of operations research
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Operations research letters
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of economic dynamics & control
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Computational economics
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Economics letters
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
15
International review of economics & finance : IREF
14
International review of financial analysis
14
Journal of empirical finance
14
Journal of forecasting
14
Operational research : an international journal
14
The North American journal of economics and finance : a journal of financial economics studies
13
IMA journal of management mathematics
11
Journal of banking & finance
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
Econometric reviews
10
Applied economics letters
9
Finance and stochastics
9
International journal of financial engineering
9
International journal of production economics
9
Macroeconomic dynamics
9
SpringerLink / Bücher
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ECONIS (ZBW)
1,365
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1
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
2
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
6
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
7
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
8
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
9
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
10
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
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