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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"est"
~person:"Caporale, Guglielmo Maria"
~person:"Ching, Wai Ki"
~person:"Färe, Rolf"
~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
Theorie
5
Estimation
3
Markov chain
3
Markov-Kette
3
Capital income
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Kapitaleinkommen
2
Schätztheorie
2
Securities trading
2
Stochastic process
2
Stochastischer Prozess
2
Trading strategy
2
Volatilität
2
Wertpapierhandel
2
Affine jump diffusion model
1
Aktienindex
1
Anleihe
1
Asymmetric price transmission
1
BRICs
1
Bank
1
Banks
1
Bayes-Statistik
1
Bayesian inference
1
Bid and ask quotes
1
Bid-ask spread
1
Bond
1
Bond market
1
CCE-MG
1
CCE-PMG
1
COP
1
Causality analysis
1
Characteristic function
1
China
1
Clustering
1
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1
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Article
10
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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Caporale, Guglielmo Maria
Ching, Wai Ki
Färe, Rolf
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
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
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
29
Economics letters
15
Journal of econometrics
14
Finance research letters
7
International journal of production economics
7
Econometric theory
6
International review of economics & finance : IREF
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
Omega : the international journal of management science
5
Research in international business and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of financial analysis
4
Journal of economics and finance
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
Econometric reviews
3
International journal of finance & economics : IJFE
3
International journal of hospitality management
3
Journal of international money and finance
3
Tourism management : research, policies, practice
3
Applied economics
2
China economic review : an international journal
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
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of institutional and theoretical economics : JITE
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
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ECONIS (ZBW)
10
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10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
9
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
10
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
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