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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:"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
Stochastischer Prozess
Supply chain
United Kingdom
Volatilität
Theory
610
Theorie
609
Estimation
200
Schätzung
198
Forecasting model
167
Prognoseverfahren
167
Time series analysis
135
Zeitreihenanalyse
135
EU countries
127
Geldpolitik
125
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124
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121
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121
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114
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110
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Belke, Ansgar
5
Burghof, Hans-Peter
5
Fabozzi, Frank J.
4
Li, Yong
4
Aghdam, Y. Esmaeelzade
3
Boubaker, Heni
3
Fountas, Stilianos
3
Hegerty, Scott W.
3
Koch, Carolin
3
Tiwari, Aviral Kumar
3
Adl, A.
2
Anastasiou, Dimitrios
2
Bahmani-Oskooee, Mohsen
2
Bianchi, Michele Leonardo
2
Blueschke, D.
2
Blueschke-Nikolaeva, V.
2
Carr, Peter
2
Chevallier, Julien
2
Christodoulakis, Nicos
2
Drakos, Kōnstantinos
2
Ekinci, Aykut
2
Erdal, Halil İbrahim
2
Fecker, Achim
2
Freytag, Andreas
2
Gischer, Horst
2
Gkonkas, Periklēs
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Gros, Daniel
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He, Xin-Jiang
2
Heidebrecht, Sebastian
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jaquart, Patrick
2
Karidis, Socrates
2
Kendrick, David A.
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Khani, Ali
2
Kim, See-Woo
2
Li, Xin
2
Liang, Rubing
2
Lin, Sha
2
Lück, Martin
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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
International journal of production economics
2,006
International journal of production research
1,703
European journal of operational research : EJOR
1,700
Kom / Kommission der Europäischen Gemeinschaften
1,689
Intereconomics : review of European economic policy
1,462
Applied economics
1,355
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,115
Energy economics
1,074
Journal of common market studies : JCMS
1,006
Economic modelling
867
Journal of banking & finance
827
Transportation research / E : an international journal
777
Finance research letters
734
Economics letters
718
Applied economics letters
711
Journal of international money and finance
609
The economic journal : the journal of the Royal Economic Society
603
International review of financial analysis
582
Applied financial economics
515
Regional studies
512
International review of economics & finance : IREF
501
International journal of logistics systems and management
499
European economic review : EER
477
Journal of econometrics
465
The journal of futures markets
451
International journal of theoretical and applied finance
446
Journal of international financial markets, institutions & money
424
The North American journal of economics and finance : a journal of financial economics studies
423
Omega : the international journal of management science
420
Management science : journal of the Institute for Operations Research and the Management Sciences
383
Oxford review of economic policy
374
Fiscal studies : the journal of the Institute for Fiscal Studies
369
The European journal of finance
364
European research studies
363
International journal of logistics : research and applications
362
Research in international business and finance
362
Supply chain management : an international journal
352
Computers & operations research : and their applications to problems of world concern ; an international journal
351
Journal of empirical finance
351
National Institute economic review
350
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ECONIS (ZBW)
320
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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
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:
4
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:
5
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:
6
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:
7
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
Saved in:
8
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
9
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:
10
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
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