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  • Search: subject:"Multiscale"
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Year of publication
Subject
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Volatilität 54 Volatility 53 Theorie 38 Theory 36 Multiscale analysis 33 Aktienmarkt 31 China 31 Stock market 31 Börsenkurs 29 Share price 29 Prognoseverfahren 27 Time series analysis 27 Forecasting model 26 Welt 26 World 26 Zeitreihenanalyse 26 Zustandsraummodell 25 State space model 24 Estimation 22 Multiscale 22 Schätzung 22 Stochastischer Prozess 22 Stochastic process 21 Bubbles 19 Spekulationsblase 19 Risiko 18 Risk 18 Regression analysis 17 Regressionsanalyse 17 Multi-scale 16 Oil price 16 Ölpreis 16 Option pricing theory 15 Optionspreistheorie 15 Spillover effect 15 Spillover-Effekt 15 Causality analysis 13 Kausalanalyse 13 Financial market 12 Finanzmarkt 12
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Online availability
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Undetermined 213 Free 98 CC license 15
Type of publication
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Article 274 Book / Working Paper 58
Type of publication (narrower categories)
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Article in journal 153 Aufsatz in Zeitschrift 153 Working Paper 24 Graue Literatur 21 Non-commercial literature 21 Arbeitspapier 18 Article 9 research-article 4 Thesis 3 Aufsatz im Buch 2 Book section 2 Conference paper 2 Hochschulschrift 2 Konferenzbeitrag 2 Aufsatzsammlung 1 Congress Report 1
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Language
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English 208 Undetermined 124
Author
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Gupta, Rangan 17 Nielsen, Joshua 13 Giampietro, Mario 12 Nel, Jacobus 7 Shang, Pengjian 7 Cifter, Atilla 6 Ozun, Alper 6 Ramos-Martin, Jesus 6 Sornette, Didier 6 Fouque, Jean-Pierre 5 Uddin, Mohammed Gazi Salah 5 Van Eyden, Reneé 5 Zhu, Bangzhu 5 An, Haizhong 4 Bouri, Elie 4 Huang, Shupei 4 Mayumi, Kozo 4 Shi, Wenbin 4 Wang, Jing 4 Wang, Ping 4 Wernz, Christian 4 Zhao, Xiaojun 4 Bibinger, Markus 3 Cepni, Oguzhan 3 Chen, Yali 3 Chevallier, Julien 3 Dalal, Pamela 3 Deuschle, Carola 3 Goulias, Konstadinos G. 3 Leung, Tim 3 Ning, Xinbao 3 Piasecki, R. 3 Piasecki, Ryszard 3 Ramos-Martín, Jesús 3 Ravulaparthy, Srinath 3 Sacchelli, Sandro 3 Schmeck, Maren Diane 3 Sheng, Xin 3 Vogt, Michael 3 Wang, Jun 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Departament d'Economia Aplicada, Universitat Autònoma de Barcelona 3 Institute for Transportation Studies (ITS), University of California-Berkeley 3 Unitat d'Història Econòmica, Universitat Autònoma de Barcelona 2 Agricultural and Applied Economics Association - AAEA 1 Berkeley Electronic Press 1 Centro de Prospectiva Estratégica (CEPROEC), Instituto de Alto Estudies Nacionales (IAEN) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 European Association of Agricultural Economists - EAAE 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 London School of Economics (LSE) 1 Rimini Centre for Economic Analysis (RCEA) 1 Sociedade Brasileira de Economia e Sociologia Rural - SOBER 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 40 Energy economics 17 Department of Economics working paper series 11 Mathematics and Computers in Simulation (MATCOM) 7 International review of financial analysis 6 Computational economics 5 International review of economics & finance : IREF 5 MPRA Paper 5 Applied Energy 4 Applied economics letters 4 Energy 4 Finance research letters 4 Stochastic Processes and their Applications 4 Financial innovation : FIN 3 International Journal of Global Environmental Issues 3 International journal of theoretical and applied finance 3 Journal of geographical systems : geographical information, analysis, theory, and decision 3 Quantitative finance 3 Research paper series / Swiss Finance Institute 3 The North American journal of economics and finance : a journal of financial economics studies 3 The North American journal of economics and finance : a journal of theory and practice 3 Tourism economics : the business and finance of tourism and recreation 3 University of California Transportation Center, Working Papers 3 Water Resources Management 3 Working Papers / Departament d'Economia Aplicada, Universitat Autònoma de Barcelona 3 Advances in Complex Systems (ACS) 2 Annals of financial economics 2 Annals of the Institute of Statistical Mathematics 2 Applied economics 2 Computational Economics 2 EURO Journal on decision processes 2 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 2 Economic modelling 2 Economies 2 Economies : open access journal 2 Environment, Development and Sustainability 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of forecasting 2 Istanbul Stock Exchange Review 2 Journal of East Asian economic integration 2
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Source
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ECONIS (ZBW) 178 RePEc 127 EconStor 15 Other ZBW resources 7 BASE 4 USB Cologne (EcoSocSci) 1
Showing 1 - 10 of 332
Did you mean: subject:"multistage" (11,014 results)
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Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
Amponsah, Dan Owusu; Abdullah, Mohammad; Abakah, … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015359788
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Multi-level agent-based modelling of social-ecological systems: Bridging the gap between the micro and macro levels
Sun, Zhanli; Ringsmuth, Andrew K.; Barbrook-Johnson, Pete; … - In: Socio-Environmental Systems Modelling 8 (2026), pp. 1-20
Social-ecological systems (SESs) are complex adaptive systems that encompass multiple spatial, temporal, and organisational scales and levels. The dynamics of SESs are driven by interactions among processes occurring both within and across different levels. These multi-level interactions...
Persistent link: https://www.econbiz.de/10015638861
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Multiscale dynamic interdependency between China's crude oil futures and petrochemical-related commodity futures : an integrated perspective from the industry chain system
Yang, Jie; Feng, Yun; Yang, Hao - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015359789
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015359814
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Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - In: Economies : open access journal 13 (2025) 2, pp. 1-25
the Multi-Scale Log-Periodic Power Law Singularity Confidence Indicator (MS-LPPLS-CI) approach to detect both positive and …
Persistent link: https://www.econbiz.de/10015210403
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Fractal portfolio strategies : does scale preference of investors matter?
Kakinaka, Shinji; Hayakawa, Tadaaki; Kato, Daisuke; … - In: Applied economics letters 32 (2025) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10015195560
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Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets
Foglia, Matteo; Gupta, Rangan; Caraiani, Petre; … - 2025
Persistent link: https://www.econbiz.de/10015458638
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Territorial solar baking potential : a socio-technical analysis for planning the sustainable energy transition of the bakery world
Guimbretière, Guillaume; Pillot, Benjamin; Révillion, … - In: Cleaner and responsible consumption 17 (2025), pp. 1-13
Nowadays, for energy reasons bread consumption appears unsustainable in the long-term. Direct solar baking can be part of the solution, but tools allowing for the estimation of the social-technical potential of solar baking at the territorial scale are lacking. In this article a socio-technical...
Persistent link: https://www.econbiz.de/10015458751
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Implied skewness of the treasury yield : a new predictor for stock market bubbles
Polat, Onur; Gupta, Rangan; Demirer, Rıza; Bouri, Elie - 2025
Persistent link: https://www.econbiz.de/10015467592
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Spatial patterns and geographic characteristics of tourism-accommodation intensity hotspots in Kyoto city
Kato, Haruka - In: Annals of tourism research empirical insights 6 (2025) 1, pp. 1-9
The tourism intensity index can be used to determine the risk of overtourism. This study aimed to clarify the spatial patterns and geographic characteristics of tourism-accommodation hotspots in Kyoto City. This study calculated the tourism-accommodation intensity index as the ratio of the...
Persistent link: https://www.econbiz.de/10015416432
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