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~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"est"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~person:"Zhang, Wei"
~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
~subject:"Effizienzmarkthypothese"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
Efficient market hypothesis
Effizienzmarkthypothese
Market entry
Schätzung
Theory
United States
Volatility
Theorie
19
Estimation
11
Capital income
9
Kapitaleinkommen
9
Share price
8
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
7
Prognoseverfahren
7
Volatilität
6
China
5
Euro area
5
Eurozone
5
USA
5
Business cycle
4
Causality analysis
4
Estimation theory
4
Kausalanalyse
4
Konjunktur
4
Schätztheorie
4
Technical efficiency
4
Technische Effizienz
4
Aktienmarkt
3
Bayes-Statistik
3
Bayesian inference
3
EU countries
3
EU-Staaten
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
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34
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Article in journal
Aufsatz in Zeitschrift
Collection of articles written by one author
Handbuch
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English
Estonian
Author
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Bekiros, Stelios
Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Tsionas, Efthymios G.
Zhang, Wei
Gupta, Rangan
12
Afonso, Oscar
11
Jawadi, Fredj
11
Prigent, Jean-Luc
11
Anwar, Sajid
10
Arouri, Mohamed
9
Gil-Alaña, Luis A.
9
Ma, Feng
9
Narayan, Paresh Kumar
9
Siu, Tak Kuen
9
Wang, Yudong
9
Yang, Chunpeng
9
Chaudhuri, Sarbajit
8
Ftiti, Zied
8
Kit, Pong Wong
8
Lee, Chien-chiang
8
Tiwari, Aviral Kumar
8
Zhang, Yaojie
8
Chen, Shyh-Wei
7
Dufrénot, Gilles
7
Hall, Stephen G.
7
Li, Yong
7
Minford, Patrick
7
Semmler, Willi
7
Sousa, Ricardo M.
7
Whalley, John
7
Yoon, Gawon
7
Belke, Ansgar
6
Boutahar, Mohamed
6
Chang, Tsangyao
6
Chevallier, Julien
6
Greiner, Alfred
6
Hertel, Thomas W.
6
Louhichi, Waël
6
Péguin-Feissolle, Anne
6
Reboredo, Juan Carlos
6
Salisu, Afees A.
6
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Computational economics
Economic modelling
Journal of econometrics
53
Economics letters
38
European journal of operational research : EJOR
38
Econometric theory
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of economics
21
Applied economics letters
20
The Manchester School
17
Finance research letters
16
Journal of productivity analysis
16
International review of financial analysis
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Applied economics
12
International review of economics & finance : IREF
12
Econometric reviews
11
Journal of applied econometrics
11
Research in international business and finance
11
International economic review
9
International journal of finance & economics : IJFE
9
The econometrics journal
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Oxford bulletin of economics and statistics
8
Review of international economics
8
Bulletin of economic research
7
Energy economics
7
Journal of banking & finance
7
Journal of international money and finance
7
Empirica : journal of european economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of production economics
6
Journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
6
Omega : the international journal of management science
6
American journal of agricultural economics
5
Applied financial economics
5
Financial innovation : FIN
5
International journal of industrial organization
5
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ECONIS (ZBW)
34
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1
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
2
The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan
;
Ebrahimi, Seyed Babak
;
Mohammadi, Arman
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
Saved in:
3
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
4
Measuring comparative advantages in the Euro Area
Konstantakopoulou, Ioanna
;
Tsionas, Efthymios G.
- In:
Economic modelling
76
(
2019
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012198326
Saved in:
5
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
6
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
7
Credit rationing and the simulation of multi-bank credit market model : a computational economics approach
Zhang, Yu
;
Xiong, Xiong
;
Zhang, Wei
;
Liu, Xuefeng
- In:
Computational economics
52
(
2018
)
4
,
pp. 1233-1256
Persistent link: https://www.econbiz.de/10012053348
Saved in:
8
Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
; …
- In:
Economic modelling
69
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
Saved in:
9
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
Saved in:
10
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos
;
Bekiros, Stelios
- In:
Computational economics
52
(
2018
)
2
,
pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
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