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~isPartOf:"Computational economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Hassan, M. Kabir"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Economic growth"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzbeitrag"
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Economic growth
Germany
Kapitaleinkommen
Share price
Time series analysis
Wirkungsanalyse
Data envelopment analysis
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Bank stability
1
Banking crisis
1
Banks
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo method
1
Bayesian inference
1
Beneft-of-the-doubt model
1
Bitcoin
1
Capital income
1
Capital market returns
1
Composite index
1
DEA
1
Data-Envelopment-Analyse
1
Ethical investing
1
Financial soundness indicators
1
Handelskonflikt
1
Investment Fund
1
Investmentfonds
1
Kapitalmarktrendite
1
Markov chain
1
Markov-Kette
1
Matrix-exponential
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate GARCH
1
Mutual funds
1
Nachhaltige Kapitalanlage
1
Performance
1
Portfolio selection
1
Portfolio-Management
1
Random forests
1
Realized measure
1
Realized volatility
1
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Article in journal
Bibliografie
Book section
Collection of articles of several authors
Konferenzbeitrag
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English
Macedonian
Norwegian
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Hassan, M. Kabir
McAleer, Michael
Pierdzioch, Christian
Boubaker, Heni
5
Jawadi, Fredj
4
Chen, Wei
3
Gupta, Rangan
3
He, Ling-yun
3
Omay, Tolga
3
Péguin-Feissolle, Anne
3
Asai, Manabu
2
Boeters, Stefan
2
Bourgeois-Gironde, Sacha
2
Boutahar, Mohamed
2
Camarero Olivas, Mariam
2
Caporale, Guglielmo Maria
2
Ceffer, Attila
2
Chen, Cathy W. S.
2
Chen, Yi-Ting
2
Gil-Alaña, Luis A.
2
Gutkin, Boris
2
Han, Lu
2
Huang, Ya-Chi
2
Kvamsdal, Sturla Furunes
2
Li, Handong
2
Li, Yushu
2
Luo, Qixuan
2
Lussange, Johann
2
Olayeni, Olaolu Richard
2
Palminteri, Stefano
2
Panagiōtidēs, Theodōros
2
Plastun, Alex
2
Pollock, David Stephen G.
2
Sephton, Peter S.
2
Su, Ender
2
Sun, Edward W.
2
Tamarit Escalona, Cecilio R.
2
Tramontana, Fabio
2
Tsao, Chueh-Yung
2
Ahmad, Yamin
1
Ahmadi, Mohsen
1
Ahmed, Mansoor
1
Ahn, Kwangwon
1
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Computational economics
Finance research letters
9
Applied economics
8
Applied economics letters
7
Applied financial economics
7
Econometric reviews
7
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of econometrics
5
Journal of economic cooperation & development
5
Journal of economic surveys
5
Research in international business and finance
5
Annals of financial economics
4
Global finance journal
4
Journal of forecasting
4
Risks : open access journal
4
The European journal of finance
4
Econometrics : open access journal
3
Economics letters
3
Journal of economics and finance
3
Applied financial economics letters
2
Borsa Istanbul Review
2
COVID-19 and Islamic social finance
2
Contributions to financial econometrics : theoretical and practical issues
2
Economic modelling
2
Financial innovation : FIN
2
German economic review
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Islamic perspectives on sustainable development
2
Journal of economics & business
2
Journal of economics and finance : JEF
2
Journal of financial services research : JFSR
2
Managerial finance
2
Quarterly journal of business and economics : QJBE
2
Review of financial economics : RFE
2
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ECONIS (ZBW)
2
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1
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:
2
Can efficiency of returns be considered as a pricing factor?
Rubio, J. Francisco
;
Maroney, Neal
;
Hassan, M. Kabir
- In:
Computational economics
52
(
2018
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012052920
Saved in:
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