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VC investors' venture screening : the role of the decision maker's education and experience
Moritz, Alexandra; Diegel, Walter; Block, Jörn; Fisch, … - In: Journal of business economics : JBE 92 (2022) 1, pp. 27-63
Persistent link: https://www.econbiz.de/10012795224
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Between benefit and risk : how entrepreneurs evaluate corporate investors
Weniger, Stefanie; Jarchow, Svenja - In: Journal of business economics : JBE 93 (2023) 5, pp. 783-816
Persistent link: https://www.econbiz.de/10014322360
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Multimodal preference heterogeneity in choice-based conjoint analysis : a simulation study
Goeken, Nils; Kurz, Peter; Steiner, Winfried J. - In: Journal of business economics : JBE 94 (2024) 1, pp. 137-185
Persistent link: https://www.econbiz.de/10014494374
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Academic success is in the eye of the beholder : understanding scholars' implicit appointment preferences through adaptive choice-based conjoint analysis
Graf, Laura; Rimbeck, Marlen; Stumpf-Wollersheim, Jutta; … - In: Journal of business economics : JBE 94 (2024) 5, pp. 725-761
Persistent link: https://www.econbiz.de/10015045196
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Changes in the aggregate labor force participation rate
Hotchkiss, Julie L. - In: Economic Review 94 (2009)
estimates from more complex structural forecasting models. …
Persistent link: https://www.econbiz.de/10010281870
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Asymmetric Realized Volatility Risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - Tinbergen Instituut - 2014
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011272575
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Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility
Hol, Eugenie; Koopman, Siem Jan - Tinbergen Instituut - 2000
returns and intradaily squared returns for forecasting horizons rangingfrom 1 to 10 days. For the daily squared returns we …
Persistent link: https://www.econbiz.de/10011255461
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Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. - Tinbergen Instituut - 2014
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10011256058
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Realized Volatility Risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - Tinbergen Instituut - 2013
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011256164
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The Ohio economy: a time series analysis
Hoehn, James G.; James J. Balazsy, Jr. - In: Economic Review (1985) Q III, pp. 25-36
A time series methodology is used to understand the Ohio economy by assessing various indicators of economic activity in Ohio. These can be identified and quantified through simple methods applicable to other regional economies, as well.
Persistent link: https://www.econbiz.de/10005360761