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  • Search: subject:"Multiplicative"
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Year of publication
Subject
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Theorie 137 Theory 118 Volatility 58 Volatilität 57 Schätzung 51 Estimation 45 Schätztheorie 36 Estimation theory 35 Zeitreihenanalyse 31 Börsenkurs 30 Prognoseverfahren 30 Mathematical programming 29 Mathematische Optimierung 29 ARCH-Modell 28 ARCH model 26 Forecasting model 26 multiplicative error model 26 Share price 25 Time series analysis 25 Multiplicative noise 23 Risiko 23 Multiplicative Error Model 20 Risk 20 Finanzmarkt 18 Portfolio-Management 18 Financial market 16 Multiplicative error model 16 Portfolio selection 16 Multi-criteria analysis 15 Multikriterielle Entscheidungsanalyse 15 Cointegration 14 Kointegration 14 Spillover effect 14 Spillover-Effekt 14 Statistische Verteilung 14 Stochastischer Prozess 14 Data envelopment analysis 13 Markov chain 13 Markov-Kette 13 Stochastic process 13
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Online availability
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Undetermined 274 Free 258 CC license 9
Type of publication
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Article 374 Book / Working Paper 212 Other 1
Type of publication (narrower categories)
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Article in journal 182 Aufsatz in Zeitschrift 182 Working Paper 95 Graue Literatur 45 Non-commercial literature 45 Arbeitspapier 42 Article 12 research-article 3 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 Report 1 review-article 1
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Language
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English 346 Undetermined 234 Italian 6 Portuguese 1
Author
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Hautsch, Nikolaus 26 Gallo, Giampiero M. 15 Lang, Stefan 14 Flamini, Alessandro 10 Lux, Thomas 9 Xu, Yongdeng 9 Otranto, Edoardo 8 Schienle, Melanie 8 Malec, Peter 7 Mihoci, Andrija 7 Schlesinger, Harris 7 Bodnar, Taras 6 Bommier, Antoine 6 Charkhgard, Hadi 6 Franke, Günter 6 Guan, Bo 6 Lu, Wenna 6 Nielsen, Jens Perch 6 Rezai, Armon 6 Sattarhoff, Cristina 6 Stapleton, Richard C. 6 Umlauf, Nikolaus 6 Wang, Zhou-Jing 6 Wechselberger, Peter 6 Jeleskovic, Vahidin 5 Lacava, Demetrio 5 Milas, Costas 5 Morales-Arias, Leonardo 5 Neusser, Klaus 5 Saghand, Payman Ghasemi 5 Sentana, Enrique 5 Xu, Zeshui 5 Apreda, Rodolfo 4 Barigozzi, Matteo 4 Campos-Martins, Susana 4 Cavazos-Cadena, Rolando 4 Dammann, Felix 4 Ferrari, Giorgio 4 Granna, Julian 4 Hafner, Christian M. 4
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Institution
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 10 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Center for Financial Studies 4 Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics 4 C.E.P.R. Discussion Papers 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Deutsche Bundesbank 3 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 Faculty of Economics, University of Cambridge 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Society for Computational Economics - SCE 3 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 2 Department of Economics, Oxford University 2 Department of Economics, School of Business 2 Department of Economics, University of Sheffield 2 Fundación BBVA 2 Institut für Weltwirtschaft (IfW) 2 School of Economics and Management, University of Aarhus 2 Universidad del CEMA 2 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 2 Business School, University of Exeter 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 CESifo 1 Center for Intergenerational Studies, Institute of Economic Research 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1 Department Volkswirtschaftlehre, Universität Bern 1 Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 1 Department of Agricultural and Resource Economics, University of California-Berkeley 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, European University at St. Petersburg 1 Department of Economics, University of Hawaii-Manoa 1 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Dipartimento di Scienze Economiche, Statistiche e Finanziarie, Università della Calabria 1 EconWPA 1 Economics Group, Nuffield College, University of Oxford 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 55 European journal of operational research : EJOR 12 Econometrics Working Papers Archive 10 SFB 649 Discussion Paper 9 SFB 649 Discussion Papers 9 Stochastic Processes and their Applications 8 Computational Statistics & Data Analysis 7 Journal of econometrics 7 Working Papers in Economics and Statistics 7 Energy economics 6 MPRA Paper 6 Working papers 6 Computers & operations research : and their applications to problems of world concern ; an international journal 5 Annals of the Institute of Statistical Mathematics 4 CFS Working Paper 4 CFS Working Paper Series 4 CoFE Discussion Paper 4 European Journal of Operational Research 4 Finance and Stochastics 4 Finance and stochastics 4 Group decision and negotiation 4 International Journal of Information Technology & Decision Making (IJITDM) 4 OxCarre Working Papers 4 Risks : open access journal 4 Statistics & Probability Letters 4 Working papers in economics and statistics 4 CEPR Discussion Papers 3 CORE Discussion Papers 3 Cambridge Working Papers in Economics 3 Cardiff Economics Working Papers 3 Cardiff economics working papers 3 Computational Optimization and Applications 3 Discussion Papers 3 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 3 Econometric reviews 3 Economic modelling 3 Economics letters 3 Insurance 3 International journal of production economics 3 Journal of forecasting 3
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Source
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RePEc 280 ECONIS (ZBW) 229 EconStor 65 Other ZBW resources 7 BASE 6
Showing 1 - 10 of 587
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A novel Full Multiplicative Data Envelopment Analysis Model for solving Multi-Attribute Decision-Making problems
Narong Wichapa; Atchara Choompol; Ronnachai Sangmuenmao - 2025
This study presents a novel Full Multiplicative Data Envelopment Analysis (FMDEA) for solving Multi-Attribute Decision … Data Envelopment Analysis (DEA) with Full Multiplicative Form (FMF). This approach effectively addresses the significant …-Objective Optimization with Full Multiplicative Form (MOOFMF), Multi-Objective Optimization by Ratio Analysis (MOORA), Technique for Order of …
Persistent link: https://www.econbiz.de/10015420161
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Learning the follower’s objective function in sequential bilevel games
Molan, Ioana; Schmidt, Martin; Thürauf, Johannes - In: Mathematical Methods of Operations Research 102 (2026) 2-3, pp. 291-323
the leader to learn the objective function (values) of the follower over time. We focus on two methods: a multiplicative …
Persistent link: https://www.econbiz.de/10015627019
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Classification and evaluation of social entrepreneurship development indicators
Pereverzieva, Anna; Gryn, Viktoriia; Maltyz, Viktoriia - In: Baltic Journal of Economic Studies 9 (2023) 4, pp. 206-212
Persistent link: https://www.econbiz.de/10015145212
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Using daily stock returns to estimate the unconditional and conditional variances of lower-frequency stock returns
Kirby, Chris - In: Risks : open access journal 13 (2025) 10, pp. 1-17
should lead to substantial increases in efficiency. Next, I fit a multiplicative error model to the realized measures for … produced by the multiplicative error model always generate lower mean absolute errors. Furthermore, the improvements in …
Persistent link: https://www.econbiz.de/10015492451
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A simple measure of catastrophic health expenditures
Ogwang, Tomson; Mwabu, Germano M. - In: Health economics 34 (2025) 10, pp. 1821-1831
Persistent link: https://www.econbiz.de/10015460378
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Quantile regression with log(0) outcomes
Liu, Xin; Kaplan, David M. - 2025
Persistent link: https://www.econbiz.de/10015472248
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The impact of WTI futures on Shanghai crude futures : identifying spillover effects on crude oil prices using the multiplicative error model
Forgione, Antonio Fabio; Migliardo, Carlo; Otranto, Edoardo - In: Journal of economic studies 52 (2025) 9, pp. 215-233
Persistent link: https://www.econbiz.de/10015574303
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Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2025
Persistent link: https://www.econbiz.de/10015651378
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Common volatility shocks driven by the global carbon transition
Campos-Martins, Susana; Hendry, David F. - In: Journal of econometrics 239 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015073965
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Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo; Mazouz, Khelifa; Xu, Yongdeng - In: Energy economics 130 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
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