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~isPartOf:"Applied economics"
~subject:"Financial crisis"
~subject:"Panel study"
~subject:"Volatility"
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Financial crisis
Panel study
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Monte Carlo simulation
49
Monte-Carlo-Simulation
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39
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36
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36
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15
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Ameur, H. Ben
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Applied economics
Journal of econometrics
31
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23
International journal of theoretical and applied finance
18
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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Economics : the open-access, open-assessment e-journal
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Finance research letters
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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10
International journal of forecasting
9
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Arbeitspapier / Technische Hochschule Darmstadt, Fachbereich I, Rechts- und Wirtschaftswissenschaften, Institut für Volkswirtschaftslehre
8
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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
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
4
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Saved in:
5
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:
6
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:
7
A panel data test for poverty traps
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1943-1952
Persistent link: https://www.econbiz.de/10009758487
Saved in:
8
Testing for panel unit roots in the presence of spatial dependency
Månsson, Kristofer
;
Shukur, Ghazi
;
Sjölander, Pär
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4152-4159
Persistent link: https://www.econbiz.de/10010345751
Saved in:
9
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:
10
Which panel data estimator should I use?
Reed, W. Robert
;
Ye, Haichun
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 985-1000
Persistent link: https://www.econbiz.de/10009124342
Saved in:
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