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~language:"eng"
~person:"Barros, Carlos Pestana"
~person:"Carr, Peter"
~person:"Tsionas, Efthymios G."
~subject:"Cointegration"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Cointegration
Stochastischer Prozess
Technical efficiency
159
Technische Effizienz
159
Theorie
149
Theory
149
Bayes-Statistik
79
Bayesian inference
79
Productivity
65
Data envelopment analysis
63
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63
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63
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56
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Barros, Carlos Pestana
Carr, Peter
Tsionas, Efthymios G.
Bahmani-Oskooee, Mohsen
87
Gil-Alaña, Luis A.
73
Chang, Tsangyao
70
Shahbaz, Muhammad
65
Phillips, Peter C. B.
52
Gupta, Rangan
47
Caporale, Guglielmo Maria
44
Narayan, Paresh Kumar
43
Escudero, Laureano F.
40
McAleer, Michael
40
Tiwari, Aviral Kumar
40
Apergēs, Nikolaos
39
Lütkepohl, Helmut
31
Ramírez, Miguel D.
31
Wong, Wing Keung
31
Herzer, Dierk
30
Lee, Chien-chiang
30
Escobar, Marcos
29
Payne, James E.
27
Wong, Hoi Ying
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Siu, Tak Kuen
26
Arize, Augustine Chuck
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Belke, Ansgar
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Hainaut, Donatien
23
Johansen, Søren
23
Asai, Manabu
21
Elliott, Robert J.
21
Rahbek, Anders
21
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21
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European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Applied economics
3
Journal of financial economics
3
African development review
2
Computational economics
2
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Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance and stochastics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
71
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1
Efficiency measurement in Norwegian electricity distribution : a generalized four-way-error-component stochastic
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
The energy journal
44
(
2023
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10014249089
Saved in:
2
The environmental consequences of blockchain technology : a Bayesian quantile cointegration analysis for Bitcoin
Polemis, Michael
;
Tsionas, Efthymios G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1602-1621
Persistent link: https://www.econbiz.de/10014253427
Saved in:
3
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
4
A novel hydroeconomic - econometric approach for integrated transboundary water management under uncertainty
Englezos, N.
;
Kartala, X.
;
Koundouri, Phoebe
;
Tsionas, …
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 975-1030
Persistent link: https://www.econbiz.de/10014251916
Saved in:
5
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
6
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
7
Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
Bertsatos, Georgios
;
Sakellarēs, Plutarchos
;
Tsionas, …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012819488
Saved in:
8
Multivariate stochastic volatility for herding detection : evidence from the energy sector
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Philippas, …
- In:
Energy economics
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013283765
Saved in:
9
Semi-analytical pricing of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
10
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
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