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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~person:"Jawadi, Fredj"
~person:"Kumbhakar, Subal"
~person:"Pierdzioch, Christian"
~subject:"Welt"
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Estimation
Welt
Theorie
72
Theory
72
Schätzung
26
Technical efficiency
20
Technische Effizienz
20
Forecasting model
15
Productivity
15
Produktivität
15
Prognoseverfahren
15
Production function
14
Produktionsfunktion
14
Volatility
12
Volatilität
12
Efficiency
10
Effizienz
10
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
ARCH model
7
ARCH-Modell
7
Financial market
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Finanzmarkt
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Electric power industry
6
Elektrizitätswirtschaft
6
Time series analysis
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Zeitreihenanalyse
6
Allocative efficiency
5
Allokationseffizienz
5
Bank
5
Data envelopment analysis
5
Data-Envelopment-Analyse
5
Forecast
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Prognose
5
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5
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2
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English
29
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Jawadi, Fredj
Kumbhakar, Subal
Pierdzioch, Christian
Gupta, Rangan
20
Marcellino, Massimiliano
20
Serletis, Apostolos
17
Gil-Alaña, Luis A.
15
Nijkamp, Peter
12
Bahmani-Oskooee, Mohsen
11
Corsetti, Giancarlo
11
Kelly, Bryan T.
11
Lawrence, Kenneth D.
11
Apergēs, Nikolaos
10
Baumeister, Christiane
10
Chan, Joshua
10
Fabozzi, Frank J.
10
Kilian, Lutz
10
Antràs, Pol
9
Bekiros, Stelios
9
Egger, Peter
9
Rossi-Hansberg, Esteban
9
Rubio-Ramírez, Juan Francisco
9
Semmler, Willi
9
Timmermann, Allan
9
Belke, Ansgar
8
Desmet, Klaus
8
Forni, Mario
8
Hamilton, James D.
8
Koopman, Siem Jan
8
Levchenko, Andrei A.
8
Moosa, Imad A.
8
Müller, Gernot J.
8
Ploeg, Frederick van der
8
Rossi, Barbara
8
Schorfheide, Frank
8
Sornette, Didier
8
Xu, Libo
8
Barnett, William A.
7
Dreher, Axel
7
Engel, Charles
7
Fontagné, Lionel
7
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European journal of operational research : EJOR
4
Econometric reviews
3
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of productivity analysis
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of financial economics
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Decision making and risk/return optimization in financial economics
1
Economics letters
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of economics : RISEC
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of the Operational Research Society
1
Review of economics
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Do subsidies matter in productivity and profitability changes?
Kumbhakar, Subal
;
Li, Mingyang
;
Lien, Gudbrand
- In:
Economic modelling
123
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014462529
Saved in:
2
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
3
Do institutions matter for economic growth?
Li, Mingyang
;
Kumbhakar, Subal
- In:
International review of economics : RISEC
69
(
2022
)
4
,
pp. 465-485
Persistent link: https://www.econbiz.de/10014252032
Saved in:
4
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
5
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
6
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
7
Productivity spillovers and human capital : a semiparametric varying coefficient approach
Hou, Zhezhi
;
Jin, Man
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
287
(
2020
)
1
,
pp. 317-330
Persistent link: https://www.econbiz.de/10012293803
Saved in:
8
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
9
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
10
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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