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Evaluating combined non-replicable forecasts
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What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
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Structure and asymptotic theory for nonlinear models with GARCH errors
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Coercive journal self-citations, impact factor, journal Influence and article influence
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Ten things you should know about DCC
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Coercive journal self citations, impact factor, journal influence and article influence
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Ten things you should know about DCC
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Are forecast updates progressive?
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Moment restriction-based econometric methods
an overview -
Robust estimation and forecasting of the capital asset pricing model
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Journal impact factor versus eigenfactor and article influence
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Alternative asymmetric stochastic volatility models
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
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Evaluating combined non-replicable forecasts
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What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
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Testing the Box-Cox parameter for an integrated process
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Structure and asymptotic theory for nonlinear models with GARCH Errors
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Modelling and simulation
an overview -
Recent developments in financial economics and econometrics
an overview -
What do experts know about forecasting journal quality?
a comparison with ISI research impact in finance -
Ten things you should know about DCC
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The impact of China on stock returns and volatility in the Taiwan tourism industry
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Risk-averse and risk-seeking investor preferences for oil spot and futures