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~person:"Choi, Tsan-Ming"
~person:"Holmes, Mark J."
~person:"Kerstens, Kristiaan"
~person:"Spagnolo, Nicola"
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Heterogeneous dynamic panels
18
VAR-GARCH-in-mean model
16
mean reversion
16
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15
Volatilität
15
panel stationarity test
14
Spillover-Effekt
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efficient frontier
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shortage function
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Mean and volatility spillovers
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mean and volatility spillovers
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Choi, Tsan-Ming
Holmes, Mark J.
Kerstens, Kristiaan
Spagnolo, Nicola
McAleer, Michael
64
Ringle, Christian M.
52
Caporale, Guglielmo Maria
50
Chang, Chia-Lin
39
Sarstedt, Marko
36
Gil-Alaña, Luis A.
29
Serletis, Apostolos
29
Kim, Hyeongwoo
27
Phillips, Peter C. B.
22
Wong, Hoi Ying
21
Fabozzi, Frank J.
20
Hair, Joseph F.
20
Spagnolo, Fabio
19
Panagiotidis, Theodore
18
Wagner, Martin
18
Gupta, Rangan
17
Klein, Ingo
17
Pesaran, M. Hashem
17
Wong, Wing-Keung
17
Ferrari, Giorgio
16
Perron, Pierre
16
Zeng, Yan
16
Leung, Tim
15
Yao, Haixiang
15
Dianetti, Jodi
14
Gao, Jiti
14
Li, Xun
14
Ullah, Aman
14
Wong, Wing Keung
14
Albers, Scott
13
Cui, Xiangyu
13
Nielsen, Bent
13
Otero, Jesús
13
Wolf, Michael
13
Chernozhukov, Victor
12
Henseler, Jörg
12
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
Rimini Centre for Economic Analysis (RCEA)
5
IÉSEG School of Management, Université Catholique de Lille
4
CESifo
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
CESifo Working Paper
5
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
5
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4
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4
European journal of operational research : EJOR
4
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4
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3
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2
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2
Economics discussion paper series / Loughborough University, Department of Economics
2
European Journal of Operational Research
2
International Journal of Production Economics
2
International journal of production economics
2
Koç University-TUSIAD Economic Research Forum Working Papers
2
Production and operations management : the flagship research journal of the Production and Operations Management Society
2
Transportation research / E : an international journal
2
Working Paper
2
Applied economics letters
1
Emerging production optimization issues in supply chain systems
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IEEE transactions on engineering management : EM
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Asian Economics
1
Journal of international financial markets, institutions & money
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Journal of the Operational Research Society
1
Management Science
1
Open economies review
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Working Paper / Departament d'Empresa, Facultat d'Economia i Empresa
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RePEc
35
ECONIS (ZBW)
33
EconStor
10
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1
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-
mean
analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
2
Will being an angel bring more harm than good? : altruistic newsvendors with different risk attitudes
Choi, Tsan-Ming
;
Zhang, Ting
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1153-1165
Persistent link: https://www.econbiz.de/10013492837
Saved in:
3
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
-
2020
This paper examines
mean
and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum …
Persistent link: https://www.econbiz.de/10012227664
Saved in:
4
Cyber attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
-
2020
This paper examines
mean
and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum …
Persistent link: https://www.econbiz.de/10012219891
Saved in:
5
Pareto optimality and contract dependence in supply chain coordination with risk-averse agents
Zhang, Juzhi
;
Sethi, Suresh P.
;
Choi, Tsan-Ming
;
Cheng, …
- In:
Production and operations management : the flagship …
31
(
2022
)
6
,
pp. 2557-2570
Persistent link: https://www.econbiz.de/10013277069
Saved in:
6
Financing product development projects in the blockchain era : initial coin offerings versus traditional bank loans
Choi, Tsan-Ming
- In:
IEEE transactions on engineering management : EM
69
(
2022
)
6,1
,
pp. 3184-3196
Persistent link: https://www.econbiz.de/10013542894
Saved in:
7
Supply chain risk analysis with
mean
-variance models : a technical review
Chiu, Chun-Hung
;
Choi, Tsan-Ming
- In:
Emerging production optimization issues in supply chain …
,
(pp. 489-507)
.
2016
Persistent link: https://www.econbiz.de/10011497695
Saved in:
8
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Saved in:
9
Creating all-win by blockchain technology in supply chains : impacts of agents' risk attitudes towards cryptocurrency
Choi, Tsan-Ming
- In:
Journal of the Operational Research Society
72
(
2021
)
11
,
pp. 2580-2595
Persistent link: https://www.econbiz.de/10012697344
Saved in:
10
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
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