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  • Search: subject:"Lag structure"
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Year of publication
Subject
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lag structure 11 Theorie 9 Theory 9 Lag structure 6 economic growth 5 entrepreneurship 5 Lag model 4 Lag-Modell 4 Lead-lag structure 4 Statistical test 4 Statistischer Test 4 Time series analysis 4 Zeitreihenanalyse 4 Business ownership 3 Entrepreneurship 3 Estimation 3 HAR model 3 Schätzung 3 Volatility 3 Volatilität 3 lead-lag structure 3 Adaptive lasso 2 Algorithm 2 Algorithmus 2 Arbitrage 2 Arbitrage Pricing 2 Arbitrage pricing 2 Banking crisis 2 Banking sector 2 Business Ownership 2 Business cycle 2 Causality analysis 2 Dynamic linear feedback model 2 Economic Growth 2 Electronic trading 2 Elektronisches Handelssystem 2 Exchange rate 2 Finance 2 Forecasting model 2 Interest rate 2
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Online availability
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Undetermined 15 Free 14
Type of publication
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Article 18 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 7 Arbeitspapier 4 Graue Literatur 3 Non-commercial literature 3 research-article 1
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Language
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English 20 Undetermined 12
Author
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Audrino, Francesco 4 Camponovo, Lorenzo 3 Roth, Constantin 3 Stübinger, Johannes 3 Thurik, Roy 3 Bidabad, Bijan 2 Carree, M.A. 2 Carree, Martin 2 Carree, Martin Anthony 2 Esposti, Roberto 2 Hagedoorn, John 2 Hassan, Abul 2 Sornette, Didier 2 Thurik, A.R. 2 Wang, Ning 2 Zhou, Wei-Xing 2 Bai, Xiwen 1 Bekiroglu, Korkut 1 Brooker, John R. 1 Bultez, Alain V. 1 Carree, Martin A. 1 Chen, Zhang-HangJian 1 Chu, Wei-Wei 1 Crespi, Gustavo 1 Duran, Hasan Engin 1 Duru, Okan 1 Eastwood, David B. 1 Gao, Ruobin 1 Gao, Xiang 1 Gerolimetto, Margherita 1 Geuna, Aldo 1 Gulay, Emrah 1 Huang, Chen 1 Koedijk, Kees 1 Li, Hong-Yu 1 Magrini, Stefano 1 Meng, Hao 1 Mo, Jixian 1 Naert, Philippe A. 1 Okhrin, Ostap 1
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Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Max-Planck-Institut für Ökonomik, Max-Planck-Gesellschaft 1 School of Economics and Political Science, Universität St. Gallen 1 Science and Technology Policy Research (SPRU), School of Business, Management and Economics 1
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Published in...
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Papers on Entrepreneurship, Growth and Public Policy 3 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 ERIM Report Series Research in Management 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 FAU Discussion Papers in Economics 1 FAU discussion papers in economics 1 Global finance journal 1 IEEE transactions on engineering management : EM 1 Journal of Agribusiness 1 Journal of Applied Economics 1 Journal of Financial Regulation and Compliance 1 Journal of Productivity Analysis 1 Journal of financial regulation and compliance : an international journal 1 Journal of international financial markets, institutions & money 1 Management Science 1 Papers on entrepreneurship, growth and public policy 1 Quality & Quantity: International Journal of Methodology 1 Quantitative finance 1 Quantitative finance and economics 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research Policy 1 Research paper series / Swiss Finance Institute 1 Research policy : policy, management and economic studies of science, technology and innovation 1 SPRU Working Paper Series 1 Small Business Economics 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Swiss Finance Institute Research Paper 1 The North American journal of economics and finance : a journal of financial economics studies 1 Transportation research : an international journal 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1 Working Papers / Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 1
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Source
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ECONIS (ZBW) 14 RePEc 14 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 32
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Predictive analysis of sell-and-purchase shipping market : a PIMSE approach
Mo, Jixian; Gao, Ruobin; Yuen, Kum Fai; Bai, Xiwen - In: Transportation research : an international journal 185 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015078402
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Extreme weather, climate risk, and the lead-lag role of carbon
Chen, Zhang-HangJian; Chu, Wei-Wei; Gao, Xiang; … - In: Global finance journal 61 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014635895
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Predictability of the physical shipping market by freight derivatives
Duru, Okan; Gulay, Emrah; Bekiroglu, Korkut - In: IEEE transactions on engineering management : EM 70 (2023) 1, pp. 267-279
Persistent link: https://www.econbiz.de/10014231489
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Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500
Stübinger, Johannes - 2018
A considerable theoretical and empirical literature studies the corporation's capital structure. Economists have paid less attention to capital structure in other enterprise forms such as partnerships, which typically operate under different legal constraints and appeal to smaller enterprises....
Persistent link: https://www.econbiz.de/10011784949
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Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500
Stübinger, Johannes - 2018
A considerable theoretical and empirical literature studies the corporation's capital structure. Economists have paid less attention to capital structure in other enterprise forms such as partnerships, which typically operate under different legal constraints and appeal to smaller enterprises....
Persistent link: https://www.econbiz.de/10011781705
Saved in:
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - In: Quantitative finance and economics 1 (2017) 4, pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
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Time-varying lead–lag structure between investor sentiment and stock market
Yao, Can-Zhong; Li, Hong-Yu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654780
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - 2015
Persistent link: https://www.econbiz.de/10011289179
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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes - In: Quantitative finance 19 (2019) 6, pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
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Flexible HAR model for realized volatility
Audrino, Francesco; Huang, Chen; Okhrin, Ostap - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
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