//--> //--> //--> //-->
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
~isPartOf:"Annual World Bank Conference on Development Economics 2000"
~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
State space model
5
Zustandsraummodell
5
Estimation theory
4
Schätztheorie
4
Simulation
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Economic growth
2
Forecasting model
2
Long memory
2
Long-memory
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Wavelet analysis
2
Wavelet estimation
2
Welt
2
Wirtschaftswachstum
2
World
2
ARFIMA
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
3
Book section
3
Language
All
Bosnian
English
Undetermined
4
Author
All
Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Stiglitz, Joseph E.
Halkos, George E.
13
Villani, Giovanni
12
Biancardi, Marta Elena
8
Jawadi, Fredj
8
Chen, Shu-Heng
7
Semmler, Willi
7
Tsilika, Kyriaki D.
7
Velupillai, Kumaraswamy
7
Amman, Hans M.
6
Bekiros, Stelios
6
Gkonkas, Periklēs
6
He, Ling-yun
6
Li, Yong
6
Lux, Thomas
6
Papadimitriou, Theophilos
6
Prigent, Jean-Luc
6
Sun, Edward W.
6
Tiwari, Aviral Kumar
6
Tucci, Marco Paolo
6
Caporale, Guglielmo Maria
5
Chen, Cathy W. S.
5
Ching, Wai Ki
5
Hespeler, Frank
5
Kim, Junseok
5
Siu, Tak Kuen
5
Tassier, Troy
5
Venkatachalam, Ragupathy
5
Aghdam, Y. Esmaeelzade
4
Boutahar, Mohamed
4
Brorsen, B. Wade
4
Chen, Wei
4
Chen, Yi-Ting
4
Chevallier, Julien
4
Clempner, Julio B.
4
Egrioglu, Erol
4
Ftiti, Zied
4
García-Rubio, Raquel
4
more ...
less ...
Published in...
All
Annual World Bank Conference on Development Economics 2000
Computational economics
NBER working paper series
120
NBER Working Paper
114
Working paper / National Bureau of Economic Research, Inc.
108
The Frank J. Fabozzi series
52
The journal of portfolio management : JPM
34
The Economists' voice
33
Investment management and financial management
29
The journal of portfolio management : a publication of Institutional Investor
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The American economic review
22
The theory and practice of investment management
22
The journal of fixed income
21
Journal of policy modeling : JPMOD ; a social science forum of world issues
15
The economic journal : the journal of the Royal Economic Society
15
Journal of banking & finance
13
Working Papers / Department of Economics, Florida State University
13
International journal of theoretical and applied finance
12
Applied economics
11
Frank J. Fabozzi series
11
Industrial and corporate change
11
Journal of economic dynamics & control
11
Policy research working paper : WPS
11
Center Discussion Paper
10
Center discussion paper / Economic Growth Center, Yale University
10
IEA conference volume
10
KIT Working Paper Series in Economics
10
Rewriting the rules of the European economy : an agenda for growth and shared prosperity
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper series in economics
10
Cowles Foundation Discussion Papers
9
European economic review : EER
9
European journal of operational research : EJOR
9
Finance research letters
9
Frank J. Fabozzi Ser
9
The journal of fixed income : JFI
9
Journal of public economics
8
The journal of structured finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
4
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
5
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
6
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
7
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
8
Trade costs and endogenous nontradability in a model with sectoral and firm-level heterogeneity
Atolia, Manoj
- In:
Computational economics
53
(
2019
)
2
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012134856
Saved in:
9
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
10
Labor market volatility in the RBC search model : a look at Hagedorn and Manovskii's calibration
Atolia, Manoj
;
Gibson, John
;
Marquis, Milton H.
- In:
Computational economics
52
(
2018
)
2
,
pp. 583-602
Persistent link: https://www.econbiz.de/10012053008
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->