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~language:"eng"
~person:"Färe, Rolf"
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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ARCH-Modell
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227
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Färe, Rolf
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195
Gupta, Rangan
188
Phillips, Peter C. B.
175
Beladi, Hamid
163
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Creedy, John
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Güth, Werner
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Lai, Ching-chong
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96
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95
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95
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Theoretical economics letters
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ECONIS (ZBW)
292
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1
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10
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292
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1
The denominator rule with unit ratio difference
Färe, Rolf
;
Karagiannēs, Giannēs
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 183-190
Persistent link: https://www.econbiz.de/10014502494
Saved in:
2
Addition and aggregative efficiency
Färe, Rolf
;
Karagiannēs, Giannēs
- In:
Journal of productivity analysis : an official journal …
59
(
2023
)
3
,
pp. 281-285
Persistent link: https://www.econbiz.de/10014259221
Saved in:
3
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
4
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
5
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
6
Revealed pollution abatement costs revisited
Färe, Rolf
;
Grosskopf, Shawna
;
Pasurka, Carl A.
- In:
Environmental economics and policy studies : the …
25
(
2023
)
4
,
pp. 601-629
Persistent link: https://www.econbiz.de/10014371909
Saved in:
7
Translation efficiency and directionally optimal scale
Färe, Rolf
;
Karagiannēs, Giannēs
- In:
Journal of economics
140
(
2023
)
3
,
pp. 259-273
Persistent link: https://www.econbiz.de/10014426295
Saved in:
8
Aggregating Farrell efficiencies without value data : the case of hospitals
Färe, Rolf
;
Karagiannēs, Giannēs
- In:
Socio-economic planning sciences : the international …
84
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013489395
Saved in:
9
Aggregation and decomposition of Farrell efficiencies
Färe, Rolf
;
Karagiannēs, Giannēs
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5675-5683
Persistent link: https://www.econbiz.de/10013445635
Saved in:
10
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
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