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  • Search: subject:"Stylised Facts"
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Year of publication
Subject
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stylised facts 13 Stylised facts 7 Stylised Facts 5 Agent-based modeling 4 Agentenbasierte Modellierung 4 Theorie 4 Theory 4 Business cycle 3 Developing Countries 3 Economic Growth 3 Entwicklungsländer 3 Growth Empirics 3 Konjunktur 3 Korrelation 3 Market microstructure 3 Marktmikrostruktur 3 Securities trading 3 Time series analysis 3 Volatility 3 Wertpapierhandel 3 Zeitreihenanalyse 3 Agent-based model 2 Aktienmarkt 2 Anlageverhalten 2 Behavioural finance 2 Börsenkurs 2 Correlation 2 Economic growth 2 Electronic trading 2 Elektronisches Handelssystem 2 Entwicklung 2 Estimation 2 Konjunkturzusammenhang 2 Limit order book 2 Schätzung 2 Share price 2 Stock market 2 The paper aims at deriving some stylised facts for financial 2 Volatilität 2 Wirtschaftswachstum 2
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Online availability
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Free 15 Undetermined 12
Type of publication
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Article 16 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
All
Article in journal 9 Aufsatz in Zeitschrift 9 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 20 Undetermined 8 German 1 Spanish 1
Author
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Pérez, Javier J. 3 Steger, Thomas M. 3 Sánchez-Fuentes, A. Jesús 3 Castro, Francisco de 2 Detken, Carsten 2 Male, Rachel 2 Martí, Francisco 2 Montesinos, Antonio 2 Smets, Frank 2 Apergis, Nicholas 1 Aravalath, Lagesh 1 Arévalo, Julián 1 Benavides, Guillermo 1 Booth, Ash 1 Calabre, Serge 1 Castro Fernández, Francisco de 1 Castro, Angélica 1 Chinthalapati, V. L. Raju 1 Gerding, Enrico 1 Golub, A. 1 Gumbo, Victor 1 Gunessee, Saileshsingh 1 Hall, Viv B. 1 Heine, Bernd-O. 1 Hu, Shuang 1 Hudson, Robert 1 Jaklič, Marko 1 Ladley, Dan 1 Liu, Chang 1 Llacay, Bàrbara 1 Manahov, Viktor 1 Martí Esteve, Francisco 1 McGroarty, Frank 1 McKelvie, S. 1 Meyer, Matthias 1 Montesinos Afonso, Antonio 1 Napoletano, Mauro 1 O'Brien, D. P. 1 Olsen, R. 1 Panethimitakis, Alexandros 1
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Institution
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Banco de España 1 European Central Bank 1 School of Economics and Finance, Queen Mary 1 School of Economics and Finance, Victoria Business School 1 School of Economics, University of Manchester 1 Wirtschaftswissenschaften, Ernst-Moritz-Arndt-Universität Greifswald 1
Published in...
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Wirtschaftswissenschaftliche Diskussionspapiere 3 44th Congress of the European Regional Science Association: "Regions and Fiscal Federalism", 25th - 29th August 2004, Porto, Portugal 1 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 Application of operations research to financial markets 1 Banco de España Working Papers 1 Centre for Growth and Business Cycle Research Discussion Paper Series 1 Computational and mathematical organization theory 1 Documentos de trabajo / Banco de España 1 ECB Working Paper 1 Economic research 1 International Journal of Economics and Business Research 1 International journal of economic policy in emerging economies : IJEPEE 1 Journal of Artificial Societies and Social Simulation 1 Journal of Economic Methodology 1 Journal of economic behavior & organization : JEBO 1 Journal of mathematical finance 1 Mondes en développement 1 Physica A: Statistical Mechanics and its Applications 1 Quantitative finance 1 Revista de Economía Institucional 1 Swiss Finance Institute Research Paper Series 1 The empirical economics letters : a monthly international journal of economics 1 Working Paper 1 Working Paper Series / European Central Bank 1 Working Paper Series / School of Economics and Finance, Victoria Business School 1 Working Papers / School of Economics and Finance, Queen Mary 1
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Source
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RePEc 13 ECONIS (ZBW) 12 EconStor 4 BASE 1
Showing 1 - 10 of 30
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Chinese cross-border acquisitions : stylised facts and new directions
Hu, Shuang; Gunessee, Saileshsingh; Liu, Chang - 2024
Persistent link: https://www.econbiz.de/10015374819
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Business cycle variability in Mexico : an empirical analysis from 1980-2017
Benavides, Guillermo - In: International journal of economic policy in emerging … 18 (2023) 2, pp. 130-158
Persistent link: https://www.econbiz.de/10015063124
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An agent-based model of intra-day financial markets dynamics
Staccioli, Jacopo; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 331-348
Persistent link: https://www.econbiz.de/10012598343
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Agent-based modelling in directional-change intrinsic time
Petrov, Vladimir; Golub, A.; Olsen, R. - In: Quantitative finance 20 (2020) 3, pp. 463-482
Persistent link: https://www.econbiz.de/10012194902
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High frequency trading strategies, market fragility and price spikes : an agent based model perspective
McGroarty, Frank; Booth, Ash; Gerding, Enrico; … - In: Application of operations research to financial markets, (pp. 217-244). 2019
Persistent link: https://www.econbiz.de/10012157446
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Fiscal policies in Spain: Main stylises facts revisited
Castro, Francisco de; Martí, Francisco; Montesinos, Antonio - Banco de España - 2014
We provide key stylised facts on fiscal policy developments in Spain over the past three decades using quarterly data … (1986Q1-2012Q2). First, we compute stylised facts on the cyclical properties of fiscal policies over that period. Next, we …
Persistent link: https://www.econbiz.de/10010862281
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Fiscal policies in Spain : main stylises facts revisited
Castro, Francisco de; Martí, Francisco; Montesinos, Antonio - 2014
Persistent link: https://www.econbiz.de/10011789016
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Using realistic trading strategies in an agent-based stock market model
Llacay, Bàrbara; Peffer, Gilbert - In: Computational and mathematical organization theory 24 (2018) 3, pp. 308-350
Persistent link: https://www.econbiz.de/10011885546
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Characterizing empirical regularities of the post reform business cycles in India
Aravalath, Lagesh - In: The empirical economics letters : a monthly … 17 (2018) 6, pp. 799-808
Persistent link: https://www.econbiz.de/10011913462
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Stylised facts about Slovenian high-growth firms
Srhoj, Stjepan; Zupic, Ivan; Jaklič, Marko - In: Economic research 31 (2018) 1,2, pp. 1851-1879
Persistent link: https://www.econbiz.de/10012391901
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