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~language:"bos"
~language:"eng"
~subject:"Asset-backed securities"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
Estimation
Stochastischer Prozess
Volatility
Theory
250,825
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250,716
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150,284
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150,180
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81,637
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Gupta, Rangan
276
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150
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131
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122
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110
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107
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102
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98
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97
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97
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90
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89
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82
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78
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77
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68
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67
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66
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66
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64
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64
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64
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63
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63
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61
Hamori, Shigeyuki
59
Tsionas, Efthymios G.
59
Moosa, Imad A.
56
Brooks, Robert
55
Zhang, Yaojie
55
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54
Egger, Peter
53
Kutan, Ali Mustafa
53
Wagner, Joachim
53
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2
Federal Reserve Bank of St. Louis
2
APMOD <8, 2006, Madrid>
1
Asian Regional Exchange for New Alternatives
1
Banca d'Italia
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Brussels European and Global Economic Laboratory
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Conference on Employment and Development <2015, Bonn>
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Conference on Realized Volatility <2006, Montréal>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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European Economic Association
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HFDF <2, 1998, Zürich>
1
Han gug eun haeng
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Hongkong / Monetary Authority
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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International Seminar on Macroeconomics <26, 2003, Barcelona>
1
International Study Group on Exports and Productivity
1
Italian Congress of Econometrics and Empirical Economics <4, 2011, Pisa>
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National Bureau of Economic Research
1
Stochastic Optimization Workshop <2001>
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Applied economics letters
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Economic modelling
1,109
Energy economics
998
Economics letters
942
Finance research letters
929
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
797
Journal of econometrics
789
Journal of banking & finance
770
International review of economics & finance : IREF
760
European journal of operational research : EJOR
733
International review of financial analysis
668
Applied financial economics
642
Journal of international money and finance
627
The North American journal of economics and finance : a journal of financial economics studies
560
The journal of futures markets
510
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
477
International journal of theoretical and applied finance
476
Journal of economic dynamics & control
451
Journal of empirical finance
449
Journal of financial economics
431
Journal of international financial markets, institutions & money
426
Journal of applied econometrics
421
Research in international business and finance
419
International journal of finance & economics : IJFE
367
Journal of risk and financial management : JRFM
359
The American economic review
358
The empirical economics letters : a monthly international journal of economics
355
Insurance / Mathematics & economics
341
The review of economics and statistics
341
International journal of economics and financial issues : IJEFI
339
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
336
The European journal of finance
333
International Journal of Energy Economics and Policy : IJEEP
326
Journal of macroeconomics
324
International journal of economics and finance
322
The journal of finance : the journal of the American Finance Association
320
Labour economics : official journal of the European Association of Labour Economists
315
Quantitative finance
308
European economic review : EER
306
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ECONIS (ZBW)
79,469
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
3
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
4
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
5
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
6
Adjustable light robust optimization with second order stochastic dominance constraints
Ji, Xinzhi
;
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014580947
Saved in:
7
An advanced acceptance reliability sampling plan for heterogeneous items subject to external shocks
Cha, Ji Hwan
;
Finkelstein, Maxim
- In:
IMA journal of management mathematics
35
(
2024
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10014526116
Saved in:
8
Advertising expenditures and unobserved heterogeneity in bank performance : a conditional nonparametric frontier analysis
Papadamou, Stephanos
;
Tzeremes, Panayiotis G.
; …
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
5
,
pp. 3359-3373
Persistent link: https://www.econbiz.de/10014553884
Saved in:
9
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
10
Age at marriage and marital stability : evidence from China
García-Hombrados, Jorge
;
Özcan, Berkay
- In:
Review of Economics of the Household
22
(
2024
)
1
,
pp. 297-328
Persistent link: https://www.econbiz.de/10014502917
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