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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"European economic review : EER"
~isPartOf:"Finance research letters"
~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
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15
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8
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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
19
Goodell, John W.
16
Bouri, Elie
14
Tiwari, Aviral Kumar
12
Shahzad, Syed Jawad Hussain
11
Shen, Dehua
10
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9
Lucey, Brian M.
8
Roubaud, David
8
Xiong, Xiong
8
Han, Liyan
7
Sensoy, Ahmet
7
Thornton, John
7
Zaremba, Adam
7
Aharon, David Y.
6
Demir, Ender
6
Gil-Alaña, Luis A.
6
Lyócsa, Štefan
6
Molnár, Peter
6
Pierdzioch, Christian
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Salisu, Afees A.
6
Wen, Fenghua
6
Yousaf, Imran
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Gozgor, Giray
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Ma, Feng
5
Ryu, Doojin
5
Wohar, Mark E.
5
Wu, Xinyu
5
Xuan Vinh Vo
5
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4
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Computational economics
European economic review : EER
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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
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International review of financial analysis
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Omega : the international journal of management science
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
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Energy economics
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Journal of economic dynamics & control
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Journal of financial stability
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3
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3
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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
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ECONIS (ZBW)
22
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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
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:
5
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:
6
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:
7
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
Saved in:
8
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
9
Is anti-herding behavior spurious?
Stavroyiannis, Stavros
;
Babalos, Vassilios
;
Bekiros, Stelios
- In:
Finance research letters
29
(
2019
),
pp. 379-383
Persistent link: https://www.econbiz.de/10012419237
Saved in:
10
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
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