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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."
~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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Asai, Manabu
Bekiros, Stelios
Caporale, Guglielmo Maria
Ceffer, Attila
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Halkos, George E.
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New Zealand economic papers
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Open economies review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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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
Correlated at the tail : implications of asymmetric tail-dependence across Bitcoin markets
Bekiros, Stelios
;
Hedström, Axel
;
Jayasekera, Evgeniia
; …
- In:
Computational economics
58
(
2021
)
4
,
pp. 1289-1299
Persistent link: https://www.econbiz.de/10012697920
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
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:
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
Accounting for heterogeneity in environmental performance using data envelopment analysis
Halkos, George E.
;
Tsionas, Efthymios G.
- In:
Computational economics
54
(
2019
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10012134487
Saved in:
8
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:
9
Customer satisfaction prediction in the shipping industry with Hybrid Meta-heuristic approaches
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Matsatsinis, Nikolaos
- In:
Computational economics
54
(
2019
)
2
,
pp. 647-667
Persistent link: https://www.econbiz.de/10012134340
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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