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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education"
~language:"eng"
~language:"est"
~person:"Ching, Wai Ki"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Shen, Dehua"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
~subject:"Effizienzmarkthypothese"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
Efficient market hypothesis
Effizienzmarkthypothese
Market entry
Schätzung
Theory
United States
Volatility
Theorie
6
Capital income
5
Kapitaleinkommen
5
Bayes-Statistik
3
Bayesian inference
3
Estimation
3
Markov chain
3
Markov-Kette
3
Share price
3
Volatilität
3
Ankündigungseffekt
2
Announcement effect
2
Causality analysis
2
China
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Information dissemination
2
Informationsverbreitung
2
Kausalanalyse
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Affine jump diffusion model
1
Aktienmarkt
1
Anleihe
1
Asymmetric price transmission
1
BRICs
1
Baidu News
1
Bank
1
Banks
1
Bayes factor
1
Bayesian
1
Bayesian analysis
1
Bid and ask quotes
1
Bid-ask spread
1
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Article
13
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Handbuch
Language
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English
Estonian
Author
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Ching, Wai Ki
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Shen, Dehua
Tsionas, Efthymios G.
Prigent, Jean-Luc
10
Jawadi, Fredj
9
Ma, Feng
9
Zhang, Wei
8
Zhang, Yaojie
8
Ftiti, Zied
6
Louhichi, Waël
6
Salisu, Afees A.
6
Bekiros, Stelios
5
Chen, Shyh-Wei
5
Fabozzi, Frank J.
5
Halkos, George E.
5
Hur, Joonyoung
5
Li, Bin
5
Martínez-García, Enrique
5
Todorova, Neda
5
Wang, Yudong
5
Xiong, Xiong
5
Abid, Ilyes
4
Afonso, Oscar
4
Apergēs, Nikolaos
4
Arčabić, Vladimir
4
Belke, Ansgar
4
Ben Ameur, Hachmi
4
Boubaker, Heni
4
Cheffou, Abdoulkarim Idi
4
Chen, Wei
4
Combes, Jean-Louis
4
Fousekis, Panajiotis
4
Gupta, Rangan
4
Han, Liyan
4
Hewings, Geoffrey
4
Jiang, Cuixia
4
Kim, Jeong-yoo
4
Pal, Debdatta
4
Roberts, Chris
4
Roubaud, David
4
Serletis, Apostolos
4
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Computational economics
Economic modelling
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
European journal of operational research : EJOR
29
Economics letters
15
Journal of econometrics
14
Finance research letters
13
International journal of production economics
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Econometric theory
6
Energy economics
5
Omega : the international journal of management science
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Econometric reviews
3
International journal of hospitality management
3
Research in international business and finance
3
Tourism management : research, policies, practice
3
Asia Pacific financial markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
European economic review : EER
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial stability
2
Journal of institutional and theoretical economics : JITE
2
Journal of international financial markets, institutions & money
2
Mathematical social sciences
2
Socio-economic planning sciences : the international journal of public sector decision-making
2
The B.E. journal of theoretical economics
2
The Manchester School
2
The journal of industrial economics
2
Applied economics
1
Applied economics letters
1
British journal of management : BJM
1
Decisions in economics and finance : a journal of applied mathematics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
13
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1
Bayesian hypothesis testing for hospitality and tourism research
Assaf, A. Georges
;
Tsionas, Efthymios G.
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
6
,
pp. 1114-1130
Persistent link: https://www.econbiz.de/10012592352
Saved in:
2
Testing for collinearity using Bayesian analysis
Assaf, A. Georges
;
Tsionas, Efthymios G.
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
6
,
pp. 1131-1141
Persistent link: https://www.econbiz.de/10012592353
Saved in:
3
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
4
Measuring comparative advantages in the Euro Area
Konstantakopoulou, Ioanna
;
Tsionas, Efthymios G.
- In:
Economic modelling
76
(
2019
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012198326
Saved in:
5
Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
6
On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
7
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
8
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
9
A semi-parametric non-linear neural network filter : theory and empirical evidence
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 637-675
Persistent link: https://www.econbiz.de/10011963721
Saved in:
10
Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
Saved in:
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