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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"European economic review : EER"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial stability"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"est"
~person:"Alfarano, Simone"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Chen, Cathy W. S."
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~subject:"Value-at-risk"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
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Börsenkurs
Market entry
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Theory
United States
Value-at-risk
Theorie
17
Estimation
13
Volatility
12
Volatilität
12
Forecasting model
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Alfarano, Simone
Bekiros, Stelios
Caporale, Guglielmo Maria
Chen, Cathy W. S.
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Gupta, Rangan
32
Goodell, John W.
18
Tiwari, Aviral Kumar
18
Bouri, Elie
15
Corbet, Shaen
14
Zaremba, Adam
14
Shen, Dehua
13
Gil-Alaña, Luis A.
12
Lucey, Brian M.
12
Shahzad, Syed Jawad Hussain
12
Sensoy, Ahmet
11
Xiong, Xiong
11
Aharon, David Y.
10
Hassan, M. Kabir
10
Wohar, Mark E.
9
Xuan Vinh Vo
9
Demir, Ender
8
Ftiti, Zied
8
Han, Liyan
8
Ji, Qiang
8
Molnár, Peter
8
Roubaud, David
8
Thornton, John
8
Zhang, Wei
8
Chevallier, Julien
7
Lau, Chi Keung
7
Li, Xiao
7
Lyócsa, Štefan
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Umar, Zaghum
7
Yousaf, Imran
7
Apergēs, Nikolaos
6
Ashraf, Badar Nadeem
6
Boubaker, Sabri
6
Demirer, Rıza
6
Guesmi, Khaled
6
Hudson, Robert
6
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Computational economics
European economic review : EER
Finance research letters
Journal of financial stability
Research in international business and finance
European journal of operational research : EJOR
28
Economics letters
18
Journal of econometrics
14
International review of economics & finance : IREF
7
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
International review of financial analysis
6
Omega : the international journal of management science
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Economic modelling
4
Energy economics
4
Journal of economic dynamics & control
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Econometric reviews
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International journal of hospitality management
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Tourism management : research, policies, practice
3
Applied economics letters
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
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of forecasting
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
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ECONIS (ZBW)
31
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31
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1
Pioneer, early follower or late entrant : entry dynamics with learning and market competition
Chen, Chia-hui
;
Ishida, Junichiro
;
Mukherjee, Arijit
- In:
European economic review : EER
152
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014430233
Saved in:
2
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
3
Estimation of large dimensional time varying VARs using copulas
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Trapani, Lorenzo
- In:
European economic review : EER
141
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013348585
Saved in:
4
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
5
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
6
Heuristic switching model and exploration-exploitation algorithm to describe long-run expectations in LtFEs : a comparison
Colasante, Annarita
;
Alfarano, Simone
;
Camacho-Cuena, Eva
- In:
Computational economics
56
(
2020
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10012390418
Saved in:
7
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
8
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:
9
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Bekiros, Stelios
- In:
Research in international business and finance
49
(
2019
),
pp. 315-321
Persistent link: https://www.econbiz.de/10012136036
Saved in:
10
The day of the week effect in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Finance research letters
31
(
2019
),
pp. 258-269
Persistent link: https://www.econbiz.de/10012421566
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