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  • Search: subject:"absolute deviation"
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Year of publication
Subject
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Theorie 28 Theory 26 Herdenverhalten 25 Herding 25 Anlageverhalten 19 Behavioural finance 19 Portfolio selection 17 Portfolio-Management 17 Capital income 15 Kapitaleinkommen 15 Schätztheorie 15 Estimation theory 14 Mathematical programming 14 Mathematische Optimierung 14 Regression analysis 14 Regressionsanalyse 14 Aktienmarkt 13 Stock market 13 Coronavirus 9 Estimation 9 Herding behavior 9 mean absolute deviation 9 median absolute deviation 9 Least absolute deviation 8 Schätzung 8 cross-sectional absolute deviation 8 herding behaviour 8 Mean absolute deviation 7 Risikomaß 7 Risk 7 Risk measure 7 Robust statistics 7 Robustes Verfahren 7 Börsenkurs 6 CSAD 6 Forecasting model 6 Prognoseverfahren 6 Share price 6 Volatility 6 Volatilität 6
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Online availability
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Undetermined 93 Free 43 CC license 3
Type of publication
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Article 124 Book / Working Paper 28
Type of publication (narrower categories)
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Article in journal 66 Aufsatz in Zeitschrift 66 Working Paper 11 research-article 7 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 4 Aufsatz im Buch 1 Book section 1
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Language
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English 94 Undetermined 57 French 1
Author
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Konno, Hiroshi 5 Ren, Louie 5 Gather, Ursula 4 Honda, Toshio 4 Mishra, SK 4 Ren, Peter 4 Wellmann, Jürgen 4 Czarnitzki, Dirk 3 Doherr, Thorsten 3 Kumar, Ashish 3 Pochea, Maria Miruna 3 Yamamoto, Rei 3 Bengtsson, Niklas 2 Bure, Vladimir 2 Cai, Zongwu 2 Coudin, Elise 2 D'Amico, Guglielmo 2 Dassanayake, Sandun 2 Dufour, Jean-Marie 2 Espinosa Méndez, Christian 2 Falk, Michael 2 Filip, Angela Maria 2 Härdle, Wolfgang 2 KONNO, HIROSHI 2 Krasilnikov, Mikhail 2 Kuruppu, Gayithri Niluka 2 Lai, K.K. 2 Liu, S. 2 Lozkins, Aleksejs 2 Manca, Raimondo 2 Maquieira, Carlos 2 Markowitz, Harry 2 Michalik, Thorsten 2 Ng, Sin-Huei 2 Pasricha, Puneet 2 Peng, Liang 2 Roy, Dilip 2 San, Ong Tze 2 Schubert, Leo 2 Selvamuthu, Dharmaraja 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Collegio Carlo Alberto, Università degli Studi di Torino 1 EconWPA 1 Graduate School of Economics, Hitotsubashi University 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Research, Hitotsubashi University 1 Instytut Badañ Gospodarczych (IBG) 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Annals of the Institute of Statistical Mathematics 7 MPRA Paper 6 Computational Statistics & Data Analysis 5 Statistics & Probability Letters 5 Finance research letters 4 Computational Management Science 3 Computational Management Science : CMS 2 Econometric reviews 2 European journal of operational research : EJOR 2 Global business & economics review 2 International Journal of Quality & Reliability Management 2 International Journal of Revenue Management 2 International journal of behavioural accounting and finance 2 Journal of Asian finance, economics and business : JAFEB 2 Journal of Multivariate Analysis 2 Journal of behavioral and experimental finance 2 Journal of econometrics 2 Quantitative finance and economics 2 Review of economic studies and research Virgil Madgearu 2 Statistical Papers / Springer 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Agricultural Systems 1 American Journal of Finance and Accounting 1 Applied economics 1 Asia Pacific financial markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Benchmarking : an international journal ; BIJ 1 Benchmarking: An International Journal 1 Carlo Alberto Notebooks 1 China Finance Review International 1 China finance review international 1 Computational Optimization and Applications 1 Computational management science 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Discussion Papers (ECON - Département des Sciences Economiques) 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Discussion paper 1 Documents de recherche / ESSEC Centre de Recherche 1 Economic Analysis Working Papers 1
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Source
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ECONIS (ZBW) 73 RePEc 62 EconStor 9 Other ZBW resources 8
Showing 1 - 10 of 152
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Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
Barbato, Michele; Ceselli, Alberto - In: European journal of operational research : EJOR 316 (2024) 3, pp. 1070-1084
Persistent link: https://www.econbiz.de/10014577855
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A new index of option implied absolute deviation
Dotsis, George - In: The journal of futures markets 44 (2024) 9, pp. 1543-1555
Persistent link: https://www.econbiz.de/10015110685
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Herding behaviour of stock market in emerging country : insight from Pakistan
Fatima, Mahnoor; Zia-ur-Rehman, Rao; Baig, Wajeeha; … - In: Global business & economics review 32 (2025) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10015376335
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Sensitivity comparison of control charts under MAD shift detector using the rank set sampling scheme
Saeed, Nadia; Abu-Shawiesh, Moustafa Omar Ahmed - In: European journal of industrial engineering : EJIE 19 (2025) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10015332475
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Herding behavior in the Chinese stock market and the impact of COVID-19
Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de Economía 49 (2022) 2, pp. 199-229
-sectional absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January …
Persistent link: https://www.econbiz.de/10014486063
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Herding behavior in the Chinese stock market and the impact of COVID-19
Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de economía 49 (2022) 2, pp. 199-229
-sectional absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January …
Persistent link: https://www.econbiz.de/10013489813
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Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic : a quantile regression analysis
Assifuah-Nunoo, Emmanuel; Owusu Junior, Peterson; Adam, … - In: Quantitative finance and economics 6 (2022) 2, pp. 244-269
Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...
Persistent link: https://www.econbiz.de/10013498963
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Asymmetrical herding in cryptocurrency : Impact of COVID 19
Bharti; Kumar, Ashish - In: Quantitative finance and economics 6 (2022) 2, pp. 326-341
Persistent link: https://www.econbiz.de/10013498979
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Exploring herding behavior in an innovative-oriented stock market: Evidence from ChiNext
Ng, Sin-Huei; Zhuang, Zhehan; Toh, Moau Yong; San, Ong Tze - In: Journal of Applied Economics 25 (2022) 1, pp. 523-542
We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade …
Persistent link: https://www.econbiz.de/10015334266
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Exploring herding behavior in an innovative-oriented stock market : evidence from ChiNext
Ng, Sin-Huei; Zhuang, Zhehan; Toh, Moau Yong; San, Ong Tze - 2022
We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade …
Persistent link: https://www.econbiz.de/10013177036
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