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~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Journal of institutional and theoretical economics : JITE"
~language:"eng"
~language:"est"
~person:"Asai, Manabu"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Theorie"
~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
Market entry
Portfolio selection
Schätzung
Theorie
Theory
United States
Volatility
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
4
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3
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2
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2
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2
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Monte Carlo simulation
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Asai, Manabu
Bekiros, Stelios
Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Schweizer, Urs
6
Fabozzi, Frank J.
5
Halkos, George E.
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Chen, Wei
4
Gelbach, Jonah B.
4
Kim, Jeong-yoo
4
Sun, Edward W.
4
Bar-Gill, Oren
3
Baumann, Florian
3
Boubaker, Heni
3
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
Güth, Werner
3
Hawkins, Jenny R.
3
Hermalin, Benjamin E.
3
Hespeler, Frank
3
Kamecke, Ulrich
3
Klerman, Daniel
3
Leshem, Shmuel
3
Marjit, Sugata
3
Mitts, Joshua
3
Nadarajah, Saralees
3
Tassier, Troy
3
Tiwari, Aviral Kumar
3
Tsilika, Kyriaki D.
3
Yu, Min-Teh
3
Alfarano, Simone
2
Aoki, Reiko
2
At, Christian
2
Atolia, Manoj
2
Avdoulas, Christos
2
Bianchi, Michele Leonardo
2
Bouri, Elie
2
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Computational economics
Journal of institutional and theoretical economics : JITE
European journal of operational research : EJOR
28
Journal of econometrics
18
Economics letters
16
Finance research letters
9
International review of economics & finance : IREF
8
International review of financial analysis
7
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
Research in international business and finance
6
Econometric reviews
5
Energy economics
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Applied economics
4
Economic modelling
4
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 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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of hospitality management
3
Journal of economic dynamics & control
3
Journal of international money and finance
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
European economic review : EER
2
Financial markets and portfolio management
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of quantitative economics
2
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ECONIS (ZBW)
12
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
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:
3
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:
4
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon
;
Yoon, Seong-min
;
Bekiros, Stelios
; …
- In:
Computational economics
56
(
2020
)
2
,
pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
Saved in:
5
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:
6
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:
7
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:
8
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:
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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