//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chen, Cathy W. S."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
ARCH model
4
ARCH-Modell
4
Estimation
3
Schätzung
3
Trading strategy
3
Analysis
2
Börsenkurs
2
CAPM
2
Capital income
2
Correlation
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Exchange rate
2
GARCH
2
Kapitaleinkommen
2
Korrelation
2
Mathematical analysis
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Time series analysis
2
Time-varying correlation
2
Volatility
2
Volatilität
2
Wechselkurs
2
Zeitreihenanalyse
2
Abnormal returns
1
Anlageverhalten
1
Anomaly
1
Asymmetric effect
1
Bayes-Statistik
1
Bayesian hypothesis testing
1
Bayesian inference
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
CUSUM test
1
Contrarian strategy
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Caporale, Guglielmo Maria
Chen, Cathy W. S.
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
7
Semmler, Willi
7
Tsilika, Kyriaki D.
7
Velupillai, Kumaraswamy
7
Amman, Hans M.
6
Bekiros, Stelios
6
Boubaker, Heni
6
Fabozzi, Frank J.
6
Gkonkas, Periklēs
6
He, Ling-yun
6
Li, Yong
6
Lux, Thomas
6
Papadimitriou, Theophilos
6
Sun, Edward W.
6
Tiwari, Aviral Kumar
6
Tucci, Marco Paolo
6
Atolia, Manoj
5
Ching, Wai Ki
5
Hespeler, Frank
5
Kim, Junseok
5
Prigent, Jean-Luc
5
Siu, Tak Kuen
5
Tassier, Troy
5
Venkatachalam, Ragupathy
5
Aghdam, Y. Esmaeelzade
4
Boutahar, Mohamed
4
Brorsen, B. Wade
4
Chen, Wei
4
Chen, Yi-Ting
4
Chevallier, Julien
4
Clempner, Julio B.
4
Egrioglu, Erol
4
García-Rubio, Raquel
4
Gonzalez, Fidel
4
more ...
less ...
Published in...
All
Computational economics
Research in international business and finance
13
International journal of finance & economics : IJFE
12
Journal of forecasting
11
Applied economics letters
10
Journal of international money and finance
10
Economic modelling
9
Finance research letters
9
Applied financial economics
8
Applied economics
7
Journal of economics and finance
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international financial markets, institutions & money
6
Review of international economics
6
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of economic integration
5
The Manchester School
5
Journal of economics and finance : JEF
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Bulletin of economic research
3
China economic review : an international journal
3
Cogent economics & finance
3
Economics letters
3
Financial markets and portfolio management
3
International journal of forecasting
3
Journal of applied economics
3
Open economies review
3
Review of financial economics : RFE
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
African development review
2
Applied financial economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
2
Intelligent systems in accounting finance and management : international journal
2
Investment management and financial innovations
2
Journal of banking & finance
2
Journal of economic development
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
2
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
4
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
5
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
6
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
7
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
8
Smooth transition quantile capital asset pricing models with heteroscedasticity
Chen, Cathy W. S.
;
Lin, Simon
;
Yu, Philip L. H.
- In:
Computational economics
40
(
2012
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10009627520
Saved in:
9
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
Saved in:
10
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Computational economics
35
(
2010
)
3
,
pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->