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~isPartOf:"Applied economics quarterly"
~isPartOf:"Computational economics"
~isPartOf:"Credit and capital markets : Kredit und Kapital"
~subject:"Bank failure"
~subject:"EU-Staaten"
~subject:"Foreign Exchange Intervention"
~subject:"Monetary policy"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Supply chain"
~subject:"United Kingdom"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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Bank failure
EU-Staaten
Foreign Exchange Intervention
Monetary policy
Schätzung
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Supply chain
United Kingdom
Volatilität
Theory
627
Theorie
626
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204
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183
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130
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Belke, Ansgar
9
Bahmani-Oskooee, Mohsen
8
Burghof, Hans-Peter
5
Li, Yong
5
Schnabl, Gunther
5
Boubaker, Heni
4
Fabozzi, Frank J.
4
Tiwari, Aviral Kumar
4
Wagner, Joachim
4
Aghdam, Y. Esmaeelzade
3
Beretta, Edoardo
3
Bianchi, Michele Leonardo
3
Chen, Cathy W. S.
3
Czudaj, Robert
3
Drakos, Kōnstantinos
3
Fountas, Stilianos
3
Hegerty, Scott W.
3
Koch, Carolin
3
Krüger, Malte
3
Péguin-Feissolle, Anne
3
Richter, Christian
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Seitz, Franz
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Su, Ender
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Adl, A.
2
Anastasiou, Dimitrios
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2
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2
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2
Bouri, Elie
2
Boutahar, Mohamed
2
Caporale, Guglielmo Maria
2
Carr, Peter
2
Chevallier, Julien
2
Christodoulakis, Nicos
2
Constant, Amelie
2
Cronin, David
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Ekinci, Aykut
2
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International Conference in Applied Theory, Macroeconomics and Empirical Finance <3., 2017, Thessaloniki>
1
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Applied economics quarterly
Computational economics
Credit and capital markets : Kredit und Kapital
Applied economics
2,961
International journal of production economics
2,081
Applied economics letters
1,874
European journal of operational research : EJOR
1,819
Economic modelling
1,772
International journal of production research
1,770
Kom / Kommission der Europäischen Gemeinschaften
1,689
Intereconomics : review of European economic policy
1,585
Economics letters
1,583
Energy economics
1,531
Journal of banking & finance
1,279
Journal of international money and finance
1,277
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,262
Finance research letters
1,210
Journal of common market studies : JCMS
1,034
International review of economics & finance : IREF
1,003
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
992
Journal of monetary economics
890
Journal of economic dynamics & control
887
International review of financial analysis
864
European economic review : EER
862
Applied financial economics
853
The economic journal : the journal of the Royal Economic Society
842
Journal of econometrics
819
Transportation research / E : an international journal
808
Journal of macroeconomics
803
Journal of money, credit and banking : JMCB
771
The North American journal of economics and finance : a journal of financial economics studies
694
Journal of international financial markets, institutions & money
639
The American economic review
639
Regional studies
608
Research in international business and finance
594
The journal of futures markets
588
International journal of finance & economics : IJFE
541
Journal of applied econometrics
532
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
530
Management science : journal of the Institute for Operations Research and the Management Sciences
522
The European journal of finance
522
Journal of empirical finance
520
Journal of policy modeling : JPMOD ; a social science forum of world issues
511
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ECONIS (ZBW)
557
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557
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1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
2
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
Saved in:
3
The Changing behavior of the European credit default swap spreads during the Covid‑19 pandemic : a Bayesian network analysis
Cinicioglu, Esma Nur
;
Kışla, Gül Huyugüzel
;
Özlem …
- In:
Computational economics
63
(
2024
)
3
,
pp. 1213-1254
Persistent link: https://www.econbiz.de/10014548274
Saved in:
4
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
5
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
6
Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender
;
Mak, Ving-Vunk
;
So, Po-Yuk
- In:
Computational economics
63
(
2024
)
6
,
pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
Saved in:
7
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
8
From the East-European regional day-ahead markets to a global electricity market
Bâra, Adela
;
Oprea, Simona-Vasilica
;
Tudorică, Bogdan …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2525-2557
Persistent link: https://www.econbiz.de/10014636761
Saved in:
9
Fuzzy portfolio selection using stochastic correlation
Jo, Gumsong
;
Kim, Hyokil
;
Kim, Hoyong
;
Ri, Gyongho
- In:
Computational economics
63
(
2024
)
4
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10014549109
Saved in:
10
Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis
Meng, Kai
;
Khan, Khalid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
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