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type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~language:"eng"
~person:"Hatemi-J, Abdulnasser"
~person:"Jarrow, Robert A."
~person:"Kumbhakar, Subal"
~type_genre:"Reprint"
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Theorie
8
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8
Hedging
2
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2
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Hatemi-J, Abdulnasser
Jarrow, Robert A.
Kumbhakar, Subal
Afonso, Oscar
7
Weisman, Dennis L.
7
Chang, Tsangyao
6
Cook, Steven
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Peel, David
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Applied economics letters
Journal of productivity analysis
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
9
Journal of econometrics
9
Economics letters
8
Applied economics
7
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
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Econometric reviews
5
Journal of banking & finance
5
Journal of financial and quantitative analysis : JFQA
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American journal of agricultural economics
4
Annual review of financial economics
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Journal of economic studies
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance and stochastics
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International journal of theoretical and applied finance
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The energy journal
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Economic modelling
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Journal of agricultural and applied economics : JAEE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of regulatory economics
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Journal of risk
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Oxford economic papers
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Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Advances in futures and options research : a research annual
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Agricultural finance review
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
Stochastic optimal hedge ratio : theory and evidence
Hatemi-J, Abdulnasser
;
El-Khatib, Youssef
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 699-703
Persistent link: https://www.econbiz.de/10009630993
Saved in:
2
The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
Saved in:
3
Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
Saved in:
4
Testing cost vs. profit function
Asche, Frank
;
Kumbhakar, Subal
;
TveterÄs, Ragnar
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 715-718
Persistent link: https://www.econbiz.de/10003588775
Saved in:
5
A dynamic stochastic frontier production model with time-varying efficiency : comment
Wang, Chunhua
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 409-413
Persistent link: https://www.econbiz.de/10003469417
Saved in:
6
Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
Saved in:
7
A dynamic stochastic frontier production model with time-varying efficiency
Desli, Evangelia
;
Ray, Subhash C.
;
Kumbhakar, Subal
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 623-626
Persistent link: https://www.econbiz.de/10001801924
Saved in:
8
A new method to choose optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser
- In:
Applied economics letters
10
(
2003
)
3
,
pp. 135-137
Persistent link: https://www.econbiz.de/10001747201
Saved in:
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