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~isPartOf:"Applied economics"
~subject:"Agentenbasierte Modellierung"
~subject:"Financial crisis"
~subject:"Volatility"
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Agentenbasierte Modellierung
Financial crisis
Volatility
Monte Carlo simulation
48
Monte-Carlo-Simulation
47
Simulation
39
Theorie
35
Theory
35
Estimation theory
15
Schätztheorie
15
Estimation
11
Schätzung
11
Agent-based modeling
7
Time series analysis
7
Zeitreihenanalyse
7
USA
6
United States
6
Einheitswurzeltest
5
Markov chain
5
Markov-Kette
5
Option pricing theory
5
Optionspreistheorie
5
Panel
5
Panel study
5
Stochastic process
5
Stochastischer Prozess
5
Unit root test
5
ARCH model
4
ARCH-Modell
4
Finanzkrise
4
Kaufkraftparität
4
Monte Carlo
4
Monte Carlo simulations
4
Purchasing power parity
4
Technical efficiency
4
Technische Effizienz
4
Volatilität
4
simulation
4
Allgemeines Gleichgewicht
3
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3
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English
12
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Ameur, H. Ben
1
Arouri, Mohamed
1
Balcilar, Mehmet
1
Cimini, Ricardo
1
Eichholtz, Piet
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Hammoudeh, Shawkat
1
Hui, Eddie Chi Man
1
Huisman, Ronald
1
Jawadi, F.
1
Jawadi, N.
1
Kakamu, Kazuhiko
1
Kunimoto, Noriyuki
1
Lawrenz, Jochen
1
Li, Daye
1
Li, Rongrong
1
Louhichi, W.
1
Mazza, Paolo
1
Mohammadpour, Adel
1
Naghshineh A., Omid
1
Petitjean, Mikael
1
Safarazi, Soodabeh
1
Salavati, Erfan
1
Salle, Isabelle
1
Seppecher, Pascal
1
Sun, Qiankun
1
Tourani Rad, Alireza
1
Weisskopf, Jean-Philippe
1
Zare, Mohammad
1
Zheng, Xian
1
Zwinkels, Remco C. J.
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Applied economics
Computational economics
118
Journal of economic dynamics & control
108
Journal of economic interaction and coordination : JEIC
88
International journal of production research
84
Journal of economic behavior & organization : JEBO
78
LEM working paper series
70
European journal of operational research : EJOR
57
SpringerLink / Bücher
57
Computational and mathematical organization theory
55
Journal of economic interaction and coordination
52
Journal of evolutionary economics : JEE
50
Technological forecasting & social change : an international journal
46
International journal of production economics
38
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
37
Discussion paper / Tinbergen Institute
34
Economic modelling
32
Economics / Discussion papers : the open-access, open-assessment e-journal
31
ERIM report series research in management
26
Economics / Journal articles : the open-access, open-assessment journal
25
Working paper
24
Economics working paper
23
Energy economics
21
International journal of theoretical and applied finance
21
Quantitative finance
21
CESifo working papers
20
NBER working paper series
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Journal of econometrics
19
Sciences Po OFCE working paper
18
Artificial markets modeling : methods and applications
17
Evolutionary and institutional economics review
17
Journal of evolutionary economics
17
Working paper / National Bureau of Economic Research, Inc.
17
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
16
Computational & mathematical organization theory
16
Decision support systems : DSS ; the international journal
16
Econometric reviews
16
Electronic commerce research and applications
16
Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...]
16
Journal of business research : JBR
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ECONIS (ZBW)
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
An agent-based model and detect price manipulation based on intraday transaction data with
simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
3
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
4
How has the financial crisis affected earnings management? : a European study
Cimini, Ricardo
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 302-317
Persistent link: https://www.econbiz.de/10010463931
Saved in:
5
The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
Saved in:
6
Testing the effect of technical analysis on market quality and order book dynamics
Mazza, Paolo
;
Petitjean, Mikael
- In:
Applied economics
51
(
2019
)
18
,
pp. 1947-1976
Persistent link: https://www.econbiz.de/10012196620
Saved in:
7
Behavioural heterogeneity in wine investments
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
51
(
2019
)
30
,
pp. 3236-3255
Persistent link: https://www.econbiz.de/10012196824
Saved in:
8
Are Islamic finance innovations enough for investors to escape from a financial downturn? : further evidence from portfolio simulations
Arouri, Mohamed
;
Ameur, H. Ben
;
Jawadi, N.
;
Jawadi, F.
; …
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3412-3420
Persistent link: https://www.econbiz.de/10010345400
Saved in:
9
How the heterogeneity in investment horizons affects market trends
Li, Daye
;
Li, Rongrong
;
Sun, Qiankun
- In:
Applied economics
49
(
2017
)
15
,
pp. 1473-1482
Persistent link: https://www.econbiz.de/10011813610
Saved in:
10
Deleveraging crises and deep recessions : a behavioural approach
Seppecher, Pascal
;
Salle, Isabelle
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3771-3790
Persistent link: https://www.econbiz.de/10011293433
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