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subject:"Schätzung"
type:"article"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~subject:"Volatilität"
~type:"journal"
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Gil-Alaña, Luis A.
38
Gupta, Rangan
38
Caporale, Guglielmo Maria
36
Phillips, Peter C. B.
36
Escudero, Laureano F.
35
Kumbhakar, Subal
33
Fabozzi, Frank J.
31
Serletis, Apostolos
31
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29
McAleer, Michael
28
Chiarella, Carl
26
Ghysels, Eric
23
Wong, Wing Keung
23
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22
Herwartz, Helmut
22
Jarrow, Robert A.
22
Tsionas, Efthymios G.
22
Wohar, Mark E.
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Westerhoff, Frank H.
21
Taylor, Robert
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Timmermann, Allan
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Bahmani-Oskooee, Mohsen
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Diebold, Francis X.
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Koopman, Siem Jan
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Yu, Jun
19
Andersen, Torben
18
Engle, Robert F.
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Härdle, Wolfgang
18
MacDonald, Ronald
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Moosa, Imad A.
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Bekaert, Geert
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Chan, Joshua
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Hautsch, Nikolaus
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He, Xue-zhong
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Lux, Thomas
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Pierdzioch, Christian
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Satchell, Stephen
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Siu, Tak Kuen
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International Seminar on Macroeconomics <26, 2003, Barcelona>
1
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European journal of operational research : EJOR
499
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390
Economics letters
369
Journal of econometrics
326
Economic modelling
302
Journal of economic dynamics & control
282
Journal of banking & finance
272
Applied economics letters
239
The journal of finance : the journal of the American Finance Association
239
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of financial economics
225
Journal of international money and finance
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The review of financial studies
216
Finance research letters
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Journal of empirical finance
194
International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
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Finance and stochastics
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International review of financial analysis
160
International journal of forecasting
151
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
143
Energy economics
141
Journal of macroeconomics
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Macroeconomic dynamics
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Journal of forecasting
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The European journal of finance
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The American economic review
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Econometric reviews
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The review of economics and statistics
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Applied financial economics
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International journal of production research
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European economic review : EER
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
122
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ECONIS (ZBW)
24,020
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
3
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
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