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~person:"Auerbach, Alan J."
~person:"Brännäs, Kurt"
~person:"McAleer, Michael"
~subject:"finance"
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Auerbach, Alan J.
Brännäs, Kurt
McAleer, Michael
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52
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45
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ECONIS (ZBW)
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1
Decision Sciences, Economics,
Finance
, Business, Computing, and Big Data: Connections
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2018
This paper provides a review of some connecting literature in Decision Sciences, Economics,
Finance
, Business …, they could then conduct simulations to examine whether the estimators or
statistics
in the new theories on estimation and …
Persistent link: https://www.econbiz.de/10011819539
Saved in:
2
Big data, computational science, economics,
finance
, marketing, management, and psychology: Connections
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Journal of Risk and Financial Management
11
(
2018
)
1
,
pp. 1-29
The paper provides a review of the literature that connects Big Data, Computational Science, Economics,
Finance
…
Persistent link: https://www.econbiz.de/10012611003
Saved in:
3
Review papers for journal of risk and financial management (JRFM)
McAleer, Michael
- In:
Journal of Risk and Financial Management
13
(
2020
)
8
,
pp. 1-18
,
finance
, marketing, management and psychology, factors, outcome, and the solutions of supply chain
finance
, with a review and …
Persistent link: https://www.econbiz.de/10012611387
Saved in:
4
Just how Good are the Top Three Journals in
Finance
? An Assessment based on Quantity and Quality Citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
The paper is concerned with ranking academic journal quality and research impact in
Finance
, based on the widely … journals in the ISI category of "Business -
Finance
" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in
Finance
makes it clear that there are three leading journals in
Finance
, namely Journal of
Finance
…
Persistent link: https://www.econbiz.de/10010377232
Saved in:
5
An Alternative Conditional Asymmetry Specification for Stock Returns
Brännäs, Kurt
;
Nordman, Niklas
-
2001
The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...
Persistent link: https://www.econbiz.de/10010315189
Saved in:
6
Management Science, Economics and
Finance
: A Connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing-Keung
-
2016
This paper provides a brief review of the connecting literature in management science, economics and
finance
, and …
Persistent link: https://www.econbiz.de/10011526117
Saved in:
7
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
-
2001
The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...
Persistent link: https://www.econbiz.de/10011398115
Saved in:
8
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
-
2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
Saved in:
9
Just how good are the top three journals in
finance
? : an assessment based on quantity and quality citations
Chang, Chia-ling
;
McAleer, Michael
-
2014
The paper is concerned with ranking academic journal quality and research impact in
Finance
, based on the widely … journals in the ISI category of "Business -
Finance
" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in
Finance
makes it clear that there are three leading journals in
Finance
, namely Journal of
Finance
…
Persistent link: https://www.econbiz.de/10010357909
Saved in:
10
Just how good are the top three journals in
finance
? : an assessment based on quantity and quality citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010437494
Saved in:
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