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~isPartOf:"Computational economics"
~language:"eng"
~language:"est"
~person:"Asai, Manabu"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Prigent, Jean-Luc"
~person:"Tsilika, Kyriaki D."
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theorie"
~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
Market entry
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Theorie
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Volatility
Portfolio selection
5
Portfolio-Management
5
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Volatilität
4
Zeitreihenanalyse
4
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3
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Handbuch
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Asai, Manabu
Bekiros, Stelios
Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Prigent, Jean-Luc
Tsilika, Kyriaki D.
Tsionas, Efthymios G.
Chen, Cathy W. S.
5
Fabozzi, Frank J.
5
Halkos, George E.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Amman, Hans M.
4
Boubaker, Heni
4
Boutahar, Mohamed
4
Chen, Wei
4
Li, Yong
4
Li, Yushu
4
Siu, Tak Kuen
4
Alfarano, Simone
3
Atolia, Manoj
3
Bourgeois-Gironde, Sacha
3
Bouri, Elie
3
Brorsen, B. Wade
3
Chen, Shu-Heng
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
He, Ling-yun
3
Hudgins, David
3
Kormilitsina, Anna
3
Lux, Thomas
3
Plastun, Alex
3
Péguin-Feissolle, Anne
3
Raddant, Matthias
3
Sun, Edward W.
3
Tassier, Troy
3
Tiwari, Aviral Kumar
3
Velupillai, Kumaraswamy
3
Alkemade, Floortje
2
Arratia, Argimiro
2
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Computational economics
Journal of econometrics
58
European journal of operational research : EJOR
40
Economics letters
35
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
Economic modelling
20
Journal of economics
20
Econometric reviews
17
The Manchester School
17
Journal of productivity analysis
16
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International review of economics & finance : IREF
12
Journal of applied econometrics
11
Applied economics
10
International journal of finance & economics : IJFE
10
The econometrics journal
10
Finance research letters
9
International economic review
9
International review of financial analysis
9
Applied financial economics
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Oxford bulletin of economics and statistics
8
Research in international business and finance
8
Review of international economics
8
Energy economics
7
Journal of international money and finance
7
Bulletin of economic research
6
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 banking & finance
6
Journal of economics and finance
6
Journal of empirical finance
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
Econometrics : open access journal
5
International journal of industrial organization
5
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ECONIS (ZBW)
20
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1
Crisis and risk management : recent developments in computational economics
Ftiti, Zied
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
2
,
pp. 487-491
Persistent link: https://www.econbiz.de/10014382726
Saved in:
2
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:
3
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
4
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
5
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:
6
Computational aspects of sustainability
Halkos, George E.
;
Tsilika, Kyriaki D.
- In:
Computational economics
58
(
2021
)
3
,
pp. 549-553
Persistent link: https://www.econbiz.de/10012650986
Saved in:
7
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
8
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
9
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:
10
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi
;
Abbes, Mouna Boujelbène
;
Prigent, …
- In:
Computational economics
56
(
2020
)
1
,
pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
Saved in:
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