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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:"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
Supply chain
United Kingdom
Volatilität
Theory
610
Theorie
609
Estimation
200
Schätzung
198
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167
Prognoseverfahren
167
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135
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135
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127
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125
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Belke, Ansgar
8
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4
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3
Fabozzi, Frank J.
3
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Li, Yong
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Richter, Christian
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Seitz, Franz
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2
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Baldi, Guido
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International Conference in Applied Theory, Macroeconomics and Empirical Finance <3., 2017, Thessaloniki>
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Applied economics quarterly
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Credit and capital markets : Kredit und Kapital
International journal of production economics
1,920
Kom / Kommission der Europäischen Gemeinschaften
1,689
International journal of production research
1,568
Intereconomics : review of European economic policy
1,558
Applied economics
1,547
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,234
European journal of operational research : EJOR
1,167
Economic modelling
1,163
Energy economics
1,048
Journal of common market studies : JCMS
1,015
Economics letters
976
Journal of international money and finance
968
Journal of banking & finance
941
Applied economics letters
865
Finance research letters
767
Journal of monetary economics
745
Transportation research / E : an international journal
712
The economic journal : the journal of the Royal Economic Society
689
European economic review : EER
673
International review of economics & finance : IREF
626
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624
Journal of money, credit and banking : JMCB
618
International review of financial analysis
616
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605
Applied financial economics
539
Regional studies
516
The North American journal of economics and finance : a journal of financial economics studies
501
International journal of logistics systems and management
491
Journal of international financial markets, institutions & money
476
The journal of futures markets
439
Oxford review of economic policy
423
Research in international business and finance
420
Journal of policy modeling : JPMOD ; a social science forum of world issues
413
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
401
Oxford economic papers
397
Open economies review
381
European research studies
380
National Institute economic review
374
Scottish journal of political economy : the journal of the Scottish Economic Society
373
Oxford bulletin of economics and statistics
372
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ECONIS (ZBW)
333
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1
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:
2
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:
3
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:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Are the eurozone financial and business cycles convergent across time and frequency?
Mansour-Ibrahim, Dalia
- In:
Computational economics
61
(
2023
)
1
,
pp. 389-427
Persistent link: https://www.econbiz.de/10014228435
Saved in:
6
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
7
Collaborative innovation strategy of supply chain in the context of MCU domestic substitution : a differential game analysis
Wang, Yaxin
;
Wen, Haoyu
;
Hu, Zhongquan
;
Zhang, Yuntao
- In:
Computational economics
61
(
2023
)
3
,
pp. 1039-1074
Persistent link: https://www.econbiz.de/10014252126
Saved in:
8
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
9
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
10
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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