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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
Saved in:
2
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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3
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
Saved in:
4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
IT investment and Hicks' composite-good theorem: the U.S. experience
Marquez, Jaime
;
Wang, Shing-Yi
-
Federal Reserve Board (Board of Governors of the …
-
2003
pattern that is consistent with Hicks' composite-good theorem and that may be used for
forecasting
. To determine whether one …
Persistent link: https://www.econbiz.de/10005368144
Saved in:
10
A framework for economic
forecasting
Ericsson, Neil R.
;
Marquez, Jaime
-
Federal Reserve Board (Board of Governors of the …
-
1998
from other aspects of the
forecasting
process, resulting in inefficient
forecasting
techniques and seemingly puzzling …
forecasting
process. …
Persistent link: https://www.econbiz.de/10005368254
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