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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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Food Inflation in India: The Role for Monetary Policy
Anand, Rahul; Ding, Ding; Tulin, Volodymyr - International Monetary Fund (IMF) - 2014
Indian food and fuel inflation has remained high for several years, and second-round effects on core inflation are estimated to be large. This paper estimates the size of second-round effects using an estimated reduced-form general equilibrium model of the Indian economy, which incorporates...
Persistent link: https://www.econbiz.de/10010959475
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Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Vitek, Francis - International Monetary Fund (IMF) - 2014
, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary …
Persistent link: https://www.econbiz.de/10010959478
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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