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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:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~person:"Zhang, Wei"
~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
~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
Schätzung
Theory
United States
Volatility
Capital income
8
Kapitaleinkommen
8
Theorie
8
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
China
5
Time series analysis
5
Volatilität
5
Zeitreihenanalyse
5
Aktienmarkt
3
Effizienzmarkthypothese
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3
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3
Nichtlineare Regression
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Portfolio selection
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Portfolio-Management
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Schätztheorie
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Spillover-Effekt
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Article in journal
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Collection of articles written by one author
Handbuch
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English
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Bekiros, Stelios
Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Zhang, Wei
Prigent, Jean-Luc
10
Jawadi, Fredj
9
Ma, Feng
9
Zhang, Yaojie
8
Ftiti, Zied
6
Li, Bin
6
Louhichi, Waël
6
Salisu, Afees A.
6
Chen, Shyh-Wei
5
Fabozzi, Frank J.
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
Halkos, George E.
4
Han, Liyan
4
Hewings, Geoffrey
4
Jiang, Cuixia
4
Kim, Jeong-yoo
4
Pal, Debdatta
4
Pisani, Massimiliano
4
Roubaud, David
4
Serletis, Apostolos
4
Shen, Dehua
4
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Computational economics
Economic modelling
European journal of operational research : EJOR
29
Economics letters
17
Finance research letters
16
Journal of econometrics
14
International review of financial analysis
13
Research in international business and finance
9
International review of economics & finance : IREF
8
Applied economics
6
Applied economics letters
6
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
Energy economics
5
Journal of international financial markets, institutions & money
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
International journal of finance & economics : IJFE
4
Journal of economic dynamics & control
4
Journal of economics and finance
4
Journal of financial stability
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 hospitality management
3
Journal of banking & finance
3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
The Manchester School
3
Tourism management : research, policies, practice
3
China economic review : an international journal
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
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of financial econometrics
2
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ECONIS (ZBW)
19
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19
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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
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:
4
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:
5
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:
6
Credit rationing and the simulation of multi-bank credit market model : a computational economics approach
Zhang, Yu
;
Xiong, Xiong
;
Zhang, Wei
;
Liu, Xuefeng
- In:
Computational economics
52
(
2018
)
4
,
pp. 1233-1256
Persistent link: https://www.econbiz.de/10012053348
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
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:
9
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos
;
Bekiros, Stelios
- In:
Computational economics
52
(
2018
)
2
,
pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
Saved in:
10
Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei
;
Wang, Guanying
;
Wang, Xingchun
;
Xiong, Xiong
; …
- In:
Economic modelling
69
(
2018
),
pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
Saved in:
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