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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"est"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Li, Bin"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~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
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Estimation
5
Kapitaleinkommen
5
Theorie
5
China
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
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3
Euro area
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Eurozone
3
Nichtlineare Regression
3
Nonlinear regression
3
Portfolio selection
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2
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2
Cross-quantilogram
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Derivat
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Derivative
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EU countries
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EU-Staaten
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Emerging economies
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Estimation theory
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Forecasting
2
Kointegration
2
Neural networks
2
Neuronale Netze
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Overnight volatility
2
Portfolio-Management
2
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2
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16
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Handbuch
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English
Estonian
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Bekiros, Stelios
Caporale, Guglielmo Maria
Färe, Rolf
Li, Bin
Mukherjee, Arijit
Phillips, Peter C. B.
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
Chen, Shyh-Wei
5
Fabozzi, Frank J.
5
Halkos, George E.
5
Hur, Joonyoung
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
Ching, Wai Ki
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
Roubaud, David
4
Serletis, Apostolos
4
Shen, Dehua
4
Siu, Tak Kuen
4
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Computational economics
Economic modelling
European journal of operational research : EJOR
28
Economics letters
16
Journal of econometrics
14
Finance research letters
12
Applied economics
9
International review of economics & finance : IREF
9
International journal of production economics
7
International review of financial analysis
7
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
Energy economics
5
Insurance / Mathematics & economics
5
Journal of economic dynamics & control
5
Omega : the international journal of management science
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance
4
Journal of financial stability
4
Journal of international financial markets, institutions & money
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Econometric reviews
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
International journal of hospitality management
3
Journal of international money and finance
3
Quantitative finance
3
Socio-economic planning sciences : the international journal of public sector decision-making
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tourism management : research, policies, practice
3
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
2
Australian journal of management
2
China economic review : an international journal
2
Emerging markets review
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
Financial markets and portfolio management
2
Journal of applied econometrics
2
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ECONIS (ZBW)
16
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16
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1
The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan
;
Ebrahimi, Seyed Babak
;
Mohammadi, Arman
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
Saved in:
2
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:
3
Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
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
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
6
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
7
Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
; …
- In:
Economic modelling
69
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
Saved in:
8
Exploring dynamic impact of foreign direct investment on China's co2emissions using Markov-switching vector error correction model
Pan, Xiongfeng
;
Zhang, Jing
;
Li, Changyu
;
Quan, Rong
; …
- In:
Computational economics
52
(
2018
)
4
,
pp. 1139-1151
Persistent link: https://www.econbiz.de/10012053138
Saved in:
9
The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets
Mo, Di
;
Gupta, Rakesh
;
Li, Bin
;
Singh, Tarlok
- In:
Economic modelling
70
(
2018
),
pp. 543-560
Persistent link: https://www.econbiz.de/10012027983
Saved in:
10
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
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