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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

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

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

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

GDPNow: A Model for GDP "Nowcasting"

Higgins, Patrick Curry - Federal Reserve Bank of Atlanta - 2014

This paper documents GDPNow, a "nowcasting" model for gross domestic product (GDP) growth that synthesizes the "bridge equation" approach relating GDP subcomponents to monthly source data with the factor model approach used by Giannone, Reichlin, and Small (2008). The GDPNow model forecasts GDP...

Persistent link: https://www.econbiz.de/10010942502

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

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

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

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

Forecasting Productivity Using Information from Firm-Level Data

Bartelsman, Eric J.; Wolf, Zoltán - Tinbergen Institute - 2009

explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …

Persistent link: https://www.econbiz.de/10005016264