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~accessRights:"restricted"
~person:"McAleer, Michael"
~person:"Tsionas, Efthymios G."
~source:"econis"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Statistische Methodenlehre"
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Finanzkrise
Forecasting model
Statistische Methodenlehre
Bayes-Statistik
57
Bayesian inference
57
Theorie
35
Theory
35
Estimation theory
26
Schätztheorie
26
Technical efficiency
21
Technische Effizienz
21
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20
Nichtparametrisches Verfahren
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McAleer, Michael
Tsionas, Efthymios G.
Gupta, Rangan
40
Marcellino, Massimiliano
28
Carriero, Andrea
18
Huber, Florian
17
Clark, Todd E.
16
Koop, Gary
15
Wang, Yudong
13
Eckstein, Peter P.
12
Balcilar, Mehmet
11
Rossi, Barbara
11
Poon, Aubrey
10
Bekiros, Stelios
9
Kapetanios, George
9
Ravazzolo, Francesco
9
Wohar, Mark E.
9
Pierdzioch, Christian
8
Taylor, Robert
8
Backhaus, Klaus
7
Bouri, Elie
7
Cai, Zongwu
7
Erichson, Bernd
7
Ghysels, Eric
7
Inoue, Atsushi
7
Korobilis, Dimitris
7
Schorfheide, Frank
7
Weiber, Rolf
7
Westerlund, Joakim
7
Demetrescu, Matei
6
Giannone, Domenico
6
Kang, Kyu Ho
6
Narayan, Paresh Kumar
6
Peren, Franz W.
6
Pfarrhofer, Michael
6
Shang, Han Lin
6
Timmermann, Allan
6
Wang, Shouyang
6
Zhang, Xinyu
6
Zhang, Yaojie
6
Casarin, Roberto
5
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Annals of financial economics
1
International journal of contemporary hospitality management
1
International journal of production economics
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Regression trees for hospitality data analysis
Tsionas, Efthymios G.
;
Assaf, A. Georges
- In:
International journal of contemporary hospitality management
35
(
2023
)
7
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
Saved in:
2
Bayesian hypothesis testing for hospitality and tourism research
Assaf, A. Georges
;
Tsionas, Efthymios G.
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
6
,
pp. 1114-1130
Persistent link: https://www.econbiz.de/10012592352
Saved in:
3
Bayesian forecasting with the structural damped trend model
Tsionas, Efthymios G.
- In:
International journal of production economics
234
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012502831
Saved in:
4
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
5
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
6
A bayesian signals approach for the detection of crises
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 551-585
Persistent link: https://www.econbiz.de/10012418855
Saved in:
7
Modeling and forecasting regional tourism demand using the Bayesian global vector autoregressive (BGVAR) model
Assaf, A. Georges
;
Li, Gang
;
Song, Haiyan
;
Tsionas, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 383-397
Persistent link: https://www.econbiz.de/10011982830
Saved in:
8
Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Journal of financial stability
24
(
2016
),
pp. 61-70
Persistent link: https://www.econbiz.de/10011704102
Saved in:
9
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
10
Bayesian GVAR with k-endogenous dominants & input-output weights : financial and trade channels in crisis transmission for BRICs
Tsionas, Efthymios G.
;
Konstantakis, Konstantinos N.
; …
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011673401
Saved in:
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