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~accessRights:"restricted"
~isPartOf:"Computational economics"
~language:"eng"
~language:"est"
~person:"Asai, Manabu"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Ceffer, Attila"
~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
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Schätzung
Theorie
Theory
United States
Volatility
Time series analysis
6
Zeitreihenanalyse
6
Forecasting model
5
Prognoseverfahren
5
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4
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4
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3
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2
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Asai, Manabu
Bekiros, Stelios
Caporale, Guglielmo Maria
Ceffer, Attila
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Fabozzi, Frank J.
5
Halkos, George E.
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Chen, Wei
4
Sun, Edward W.
4
Boubaker, Heni
3
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
Hespeler, Frank
3
Nadarajah, Saralees
3
Tassier, Troy
3
Tiwari, Aviral Kumar
3
Tsilika, Kyriaki D.
3
Yu, Min-Teh
3
Alfarano, Simone
2
Atolia, Manoj
2
Avdoulas, Christos
2
Bianchi, Michele Leonardo
2
Bouri, Elie
2
Brorsen, B. Wade
2
Camarero Olivas, Mariam
2
Cao, Yunfei
2
Chen, Muyan
2
Chen, Ting-Hsuan
2
Chen, Yi-Ting
2
Edwards, David A.
2
Egrioglu, Erol
2
Fallahgoul, Hasan A.
2
Gil-Alaña, Luis A.
2
Gkonkas, Periklēs
2
Gu, Jia-Wen
2
He, Xin-Jiang
2
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Computational economics
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
Applied economics
5
Econometric reviews
5
Energy economics
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
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 institutional and theoretical economics : JITE
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
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila
;
Levendovszky, Janos
;
Fogarasi, Norbert
- In:
Computational economics
54
(
2019
)
1
,
pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
Saved in:
7
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:
8
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:
9
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:
10
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
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