//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Finance research letters"
~language:"eng"
~language:"est"
~person:"Alfarano, Simone"
~person:"Caporale, Guglielmo Maria"
~person:"Chen, Cathy W. S."
~person:"Färe, Rolf"
~person:"Gil-Alaña, Luis A."
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~subject:"Ankündigungseffekt"
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
Ankündigungseffekt
Börsenkurs
Market entry
Schätzung
Theory
United States
Theorie
12
Estimation
8
Time series analysis
8
Zeitreihenanalyse
8
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
Fractional integration
5
Share price
4
Aktienmarkt
3
Exchange rate
3
Forecasting model
3
Persistence
3
Prognoseverfahren
3
Stock market
3
Trading strategy
3
Wechselkurs
3
Correlation
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Exchange rates
2
Korrelation
2
Long memory
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Pair trading
2
Risikomaß
2
Risk measure
2
Structural break
2
Strukturbruch
2
Time-varying correlation
2
USA
2
Value-at-risk
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Handbuch
Language
All
English
Estonian
Author
All
Alfarano, Simone
Caporale, Guglielmo Maria
Chen, Cathy W. S.
Färe, Rolf
Gil-Alaña, Luis A.
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Gupta, Rangan
24
Goodell, John W.
18
Bouri, Elie
16
Tiwari, Aviral Kumar
12
Shahzad, Syed Jawad Hussain
11
Shen, Dehua
11
Corbet, Shaen
9
Xiong, Xiong
9
Zaremba, Adam
9
Lucey, Brian M.
8
Roubaud, David
8
Han, Liyan
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Sensoy, Ahmet
7
Thornton, John
7
Zhang, Wei
7
Aharon, David Y.
6
Apergēs, Nikolaos
6
Demir, Ender
6
Lyócsa, Štefan
6
Ma, Feng
6
Molnár, Peter
6
Ryu, Doojin
6
Wen, Fenghua
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Yousaf, Imran
6
Bekiros, Stelios
5
Boubaker, Sabri
5
Dowling, Michael
5
Fabozzi, Frank J.
5
Gillas, Konstantinos Gkillas
5
Gozgor, Giray
5
Halkos, George E.
5
Jawadi, Fredj
5
Ji, Qiang
5
more ...
less ...
Published in...
All
Computational economics
Finance research letters
European journal of operational research : EJOR
27
Economics letters
19
Journal of econometrics
14
Applied economics
11
International review of economics & finance : IREF
9
Research in international business and finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics letters
6
Econometric theory
6
International journal of production economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Omega : the international journal of management science
5
Journal of international money and finance
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometric reviews
3
International journal of hospitality management
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of economic studies
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Review of development finance
3
The Manchester School
3
Tourism management : research, policies, practice
3
China economic review : an international journal
2
Economic modelling
2
Empirica : journal of european economics
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 empirical finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
3
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
6
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:
7
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:
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
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->