Search Results

THE DYNAMICS OF ASSOCIATIONS AND FOUNDATIONS IN ROMANIA. ECONOMETRIC ANALYSIS,
Chelariu Gabriel, in Oradea Journal of Business and Economics (2017)
Keywords: NPO, unemployment, poverty, expenditure per household, dynamic, econometric

Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?,
Carlos Castellar and Jose Ignacio Uribe, in Colombian Economic Journal (2004)
Keywords: unemployment rate, hysteresis, Dickey and Fuller test

TECHNICAL ANALYSIS OF FTSE 100 INDEX USING QUANTMOD PACKAGE,
Sorin Marius Pirnac, in Annals of University of Craiova - Economic Sciences Series (2015)
Keywords: Technical Analysis, R, FTSE, quantmod, financial markets, volatility , algorithmic trading

Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios,
João Frois Caldeira and Marcelo Savino Portugal, in Brazilian Review of Finance (2010)
Keywords: Cointegration, Index Tracking, Long-Short, Market Neutral Strategy

Implications des chocs communs et specifiques pour le federalisme budgetaire europeen,
Alexis Garatti, in Economie Internationale (2003)
Keywords: VAR structurels; filtre de Kalman; chocs communs et specifiques; federalisme budgetaire

Quality Functions Modeling of Industrial Enterprises Products,
Anvar V. Gumerov, Milyausha K. Biktemirova, Vitalii ?. Babushkin, Svetlana M. Nuryyakhmetova, Roman E. Moiseev, Anna B. Nikolaeva, Regina R. Kharisova and Vera P. Rukomoinikova, in International Review of Management and Marketing (2016)
Keywords: Industrial Enterprise, Quality Management System, Product Quality, Modeling, The vote of the Customer

Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande,
M. Podevin, from Université Panthéon-Sorbonne (Paris 1) (1998)
Keywords: TAUX D'INTERET

Estimation of a Nonlinear Common Factor Model,
George Richards, in Journal of Economics and Econometrics (2018)
Keywords: Multivariate GARCH, Nonlinear Common Factor Model.

Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach,
Keiichi Kubota and Hitoshi Takehara, in The Japanese Accounting Review (2011)
Keywords: Accounting Accruals; Rational Expectations; Mishkin Test; Augmented Dickey-Fuller Test; Impulse Response Functions

Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock,
João Gabe and Marcelo Savino Portugal, in Brazilian Review of Finance (2004)
Keywords: volatility, options, conditional variance, FIGARCH, Black-Scholes

Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models,
Douglas Gomes dos Santos and Flávio Augusto Ziegelmann, in Brazilian Review of Finance (2012)
Keywords: volatility, semiparametric additive models, GARCH models, crisis

Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data,
I. Bryan, from Ryerson Polytechnical Institute - Department of Economics (1996)
Keywords: TIME SERIES;PRICING;ECONOMIC MODELS

Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model,
Haruhisa Nishino, Kazuhiko Kakamu and Takashi Oga, in Journal of Income Distribution (2012)
Keywords: Income Inequality, Lognormal distribution, Persistence, selected order statistics, stochastic volatility (SV) model, Markov Chain Monte Carlo (MCMC) method

Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean),
Seungmoon Choi and Byungkuk Kim, in Economic Analysis (Quarterly) (2017)
Keywords: Regime-switching, Diffusion process model, Call rate behaviour, Maximum likelihood estimation, Transition probability density function

Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models,
Emmanuel Antwi, Emmanuel Numapau Gyamfi and Kwabena A. Kyei, in Journal of Developing Areas (2019)
Keywords: Inflation, Nonlinear Models, Self-Exciting Threshold Autoregression Model, Logistics Smooth Threshold Autoregression Model, Forecasting

Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates,
Seungmoon Choi, in Economic Analysis (Quarterly) (2015)
Keywords: Short-term interest rates, Continuous-time diffusion model, Maximum likelihood estimation

Effect of Government Expenditure on GDP in the Turkish Economy,
E. Simsek, M. Orhan and F. Macit, in International Econometric Review (IER) (2017)
Keywords: Lucas Critique, Government Expenditure, Superexogeneity Test

Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej,
Robert Socha, in Gospodarka Narodowa. The Polish Journal of Economics (2014)
Keywords: ceny, ropa naftowa, paliwa płynne, asymetria, kointegracja

Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007,
Issa Ali and Reetu Verma, in Applied Econometrics and International Development (2012)
Keywords: Economic development, unit root hypothesis, structural breaks, and Libyan economy.

Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003,
M. Pahlavani, in Applied Econometrics and International Development (2005)
Keywords: structural break, unit root tests, cointegration technique, and Iranian economy

Economic Growth Before and After Reform: The Case of Egypt, 1973-2002,
A. Kamaly, in International Journal of Applied Econometrics and Quantitative Studies (2006)
Keywords: Economic Growth, Egyptian economy, Growth Accounting, Total Factor Productivity.

Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003,
M. Pahlavani, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: structural break, unit root tests, ARDL method, and Iranian economy

The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach,
Biing-Shen Kuo and Anne Mikkola, from C.E.P.R. Discussion Papers (1997)
Keywords: Purchasing Power Parity; Real Exchange Rate; Unit Root

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010),
Raphael Rocha Gouvêa and Bernardo Patta Schettini, in Economia (2015)
Keywords: Quarterly Brazilian imports;Cointegration models with structural breaks; Markov-switching models; State-space models

Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional,
Raul De Jesus Gutierrez, Edgar Ortiz Calisto, Oswaldo Garcia Salgado and Veronica Angeles Morales, in EconoQuantum, Revista de Economia y Finanzas (2016)
Keywords: Petroleo, Teoria de valores extremos condicional, Medidas VaR y ES.

ASEAN Long-Run Tourism Elasticity Demand in Thailand,
Akarapong Untong, in Applied Economics Journal (2015)
Keywords: tourism demand, long-run elasticities, structural change, ASEAN, Thailand

NAFTA¡¯S IMPACT ON THE MEXICAN AUTOMOTIVE SECTOR,
Lila J. Truett and Dale B. Truett, in Journal of Economic Development (2005)
Keywords: Mexico, Automotive Industry, NAFTA

A Simple GCV Method of Span Selection for Periodigram Smoothing,
H.C. Ombao, J.A. Raz, R.L. Strawderman and R. von Sachs, from Catholique de Louvain - Institut de statistique (1999)
Keywords: TIME SERIES ; ESTIMATOR ; ECONOMETRICS

Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence),
Dobra Iulian, in Revista OEconomica (2010)
Keywords: crisis, credit market, Eastern Europe, financial sector

Impact of the Economic Crisis on the Countries in Eastern Europe (II),
Dobra Iulian, in Revista OEconomica (2010)
Keywords: crisis, credit market, Eastern Europe, financial sector

Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence,
Dobra Iulian, in Revista OEconomica (2010)
Keywords: crisis, credit market, Eastern Europe, financial sector

Changing Temporary Employment Dynamics in the Korean Economy (in Korean),
Sun-Ung Hwang, in Economic Analysis (Quarterly) (2007)
Keywords: Temporary Employment, Structural Change, Vector Error Correction Model

Weak Identification in Maximum Likelihood: A Question of Information,
Isaiah Andrews and Anna Mikusheva, in American Economic Review (2014)

La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008),
Boris A. Luna Acevedo, in Revista de Análisis del BCB (2011)
Keywords: Tipo de cambio, balanza comercial, series de tiempo

Volatility Spillover and Dynamic conditional correlation of exchange rate on banks stock index (in Persian),
Hossein Mohseni and mohammad Hashem Botshekan, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2017)

Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta,
Werner Kristjanpoller Rodriguez and Carolina Liberona Maturana, in EconoQuantum, Revista de Economia y Finanzas (2010)
Keywords: CAPM, Reward Beta, Modelo tres Factores de Fama y French.

Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models,
Fernanda Maria Muller and Fábio Mariano Bayer, in Brazilian Review of Finance (2015)
Keywords: Beta-Skew-t-EGARCH, maximum likelihood estimator, Monte Carlo simulation, likelihood ratio test, volatility

Value-at-Risk in Frontier Markets: Adapted Models and Evidences from Two North-African Stock Exchanges,
Mhamed-Ali El-Aroui and Wafa Snoussi, in The African Finance Journal (2020)
Keywords: Value-at-Risk, Frontier Markets, Asymmetric information, Over-predictability, Market-risk, Liquidity, Backtesting, Morocco, Tunisia

Analisis de la influencia de la actividad real de la economia sobre la volatilidad de la rentabilidad accionaria: un caso en el sector de edificacion en Mexico,
Ricardo Perez and Raul F. Montalvo, in EconoQuantum, Revista de Economia y Finanzas (2017)
Keywords: GARCH, crecimiento economico, desarrollo de vivienda

Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD,
Guillermo Benavides Perales, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2016)
Keywords: Exchange rates, Mexican peso-USD, Risk-Neutral Densities, Risk premiums

Interdependencies between Expected Default Frequency and the Macro Economy,
Per Asberg Sommar and Hovick Shahnazarian, in International Journal of Central Banking (2009)

Model Selection and Estimation of Long-Memory Time-Series Models,
Katelijne A.E. Carbonez, in Review of Business and Economic Literature (2009)
Keywords: model selection, inference, long memory, fractional integration

An Analysis of Supply Response for Natural Rubber in Cambodia,
Samin Much, Sopin Tongpan and Prapinwadee Sirisupluxana, in Applied Economics Journal (2011)
Keywords: natural rubber, supply response, Cambodia

Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse,
Sabrina Dorn, in KOF Analysen (2015)
Keywords: Exchange rate regimes, Bilateral trade, Heterogeneous treatment effects, Stratified matching, Random Forests

CONSIDERATIONS REGARDING THE HORECA INDUSTRY IN BIHOR COUNTY. AN ECONOMETRIC APPROACH,
Simona Roxana Patarlageanu, Marius Constantin and Mihai Dinu, in Oradea Journal of Business and Economics (2020)
Keywords: HORECA industry, Bihor County, multiple linear regression, county-level analysis, Romania.

Spatial Differences in Rice Price Volatility:A Case Study of Pakistan 1994–2011,
Burhan Ahmad, Ole Gjølberg and Mubashir Mehdi, in The Pakistan Development Review (2017)
Keywords: Rice Prices Volatility, Regional Markets, Pakistan. DCC-GARCH-models

GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?,
Ouael El Jebari and Abdelati Hakmaoui, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2018)
Keywords: volatility forecasting; volatility modeling; stylized facts; GARCH family models; EWMA; pronósticos de volatilidad; modelización de volatilidad; hechos estilizados; modelos de la familia GARCH; EWMA

Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016),
Khairul Kabir Sumon and Md. Sazib Miyan, in International Journal of Economics and Financial Issues (2017)
Keywords: Economic Growth, Inflation, Threshold Level Of Inflation, Co-Integration, Error Correction Model, Conditional Least Square

Are Consumers Forward-Looking?,
M. Podevin, from Université Panthéon-Sorbonne (Paris 1) (2001)
Keywords: CONSUMPTION ; ECONOMIC MODELS ; ECONOMETRICS

Oil and S&P 500 Markets: Evidence from the Nonlinear Model,
Yen-Hsien Lee and Fang Hao, in International Journal of Economics and Financial Issues (2012)
Keywords: Threshold Co-integration Test; Threshold Error-Correction Model; Stock Market; Oil Market; STECM-GARCH Model

Currency Risk: Comovements and Intraday Cojumps,
Jérôme Lahaye, in Annals of Economics and Statistics (2016)
Keywords: Cojump, Jump, Bootstrap, Diffusion, Brownian, Semimartingale, High-Frequency, Risk, Diversification, Foreign Exchange, Correlation, Crisis, Tail

A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm,
Fethi Belhaj and Ezzeddine Abaoub, in International Journal of Economics and Financial Issues (2015)
Keywords: Trading Volume, Conditional Volatility, Mixture of Distribution Hypothesis, Sequential Information Arrival Hypothesis, Generalized Autoregressive Conditional Heteroskedasticity, Volatility Persistence, Information flow

Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio,
Asmara Jamaleh, in Rivista di Politica Economica (2001)

Firm Financial Performance: An Empirical Investigation on Romanian SMEs,
Ionescu Alexandra, Horga Maria-Gabriela and Nancu Dorinela, in Ovidius University Annals, Economic Sciences Series (2013)
Keywords: factor analysis, financial performance, principal components.

Копулярные модели совместного распределения курсов валют. Copula models of the joint distribution of exchange rates,
Антонов И. Н., Князев А. Г. and Лепёхин О. А., in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки (2016)
Keywords: архимедовы копулы, валюты, копула Гамбела – Хаугарда, копула Joe BB1, копула Франка, метод Кендалла, метод Маршалла – Олкина, прогноз, HAC, HKC, Vine., Archimedean copulas, currency, forecast, Frank copula, Gumbel-Hougaard copula, HAC, HKC, Joe BB1 copula, Marshall-Olkin’s algorithm, sampling via Kendall’s Distribution, Vine.

DASHBOARD USABILITY IN FINANCIAL MODELING,
Ivan Stríček and Ivana Andrisková, in CBU International Conference Proceedings (2015)
Keywords: Dashboardfinancial, modeling, tool, excel, data,

A PROPOSAL OF A PROCESS MODEL FOR POSTAL ELECTRONIC SERVICE IMPLEMENTATION,
Bystrík Nemček and Iveta Kremeňová, in CBU International Conference Proceedings (2015)
Keywords: Modelpostal, electronic, service, modelling,

The Impact of Fiscal Deficit on Economic Growth in India: An Economic Analysis,
Dr. Sanjeev Kumar, in Journal of Commerce and Trade (2019)
Keywords: Fiscal deficit; Economic growth and India.

Copula Models of the Joint Distribution of Exchange Rates,
Antonov I. N., Knyazev A. G. and Lepekhin O. A., in World of economics and management / Vestnik NSU. Series: Social and Economics Sciences (2016)
Keywords: Archimedean copulas, currency, forecast, Frank copula, Gumbel-Hougaard copula, HAC, HKC, Joe BB1 copula, Marshall-Olkin’s algorithm, sampling via Kendall’s Distribution, Vine.

Comparison of Volatility Models of PX Index and FTSE 100 Index,
Adam Borovička, in Acta Oeconomica Pragensia (2011)
Keywords: volatility, conditional heteroskedasticity, EGARCH, GJR-GARCH, function NIC

Determinants of Net Interest Margins in Emerging Markets:A Generalized Method of Moments Approach,
Adeela Khalil and Umar Farooq, in Journal of Quantitative Methods (2019)
Keywords: net interest margin; leverage risk; implicit interest payment; non-interest bearing reserve; management efficiency; credit risk

TESTING FOR CAUSALITY IN VARIANCE FOR WORLD STOCK EXCHANGE INDEXES,
Malgorzata Madrak-Grochowska and Miroslawa Zurek, in Oeconomia Copernicana (2011)
Keywords: causality in variance, Cheung- Ng test, GARCH model

A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns,
Malay Bhattacharyya and Siddarth Madhav R, from University Library of Munich, Germany (2012)
Keywords: Dynamic VaR; GARCH; EVT; Johnson SU; Pearson Type IV; Mixture of Normal Distributions; Manly; John Draper; Yeo-Johnson Transformations

Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model,
Lucius Cassim, from University Library of Munich, Germany (2018)
Keywords: GARCH, TARCH, EGARCH, Quasi Maximum Likelihood Estimation, Martingale

Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process,
Omar Ibrahim, from University Library of Munich, Germany (2019)
Keywords: Risk Management, Value at Risk, GARCH, Markov Chains

Connecting Silos: On linking macroeconomics and finance, and the role of econometrics therein,
Michel van der Wel, from 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. (2020)
Keywords: Macro-Finance, Econometrics, Financial Econometrics, Fixed Income, Time Series Econometrics, Term Structure of Interest Rates, macro-economie, economische crises, econometrische modellen, financiering, obligaties, tijdreeksen

Econometric modelling of exchange rate volatility using mixed-frequency data,
Priya Chaturvedi and Kuldeep Kumar, from University Library of Munich, Germany (2022)
Keywords: exchange rate volatility; GARCH-MIDAS; macroeconomic and financial variables; asymmetry

Robust inference of risks of large portfolios,
Jianqing Fan, Fang Han, Han Liu and Byron Vickers, in Journal of Econometrics (2016)
Keywords: High dimensionality; Robust inference; Rank statistics; Quantile statistics; Risk management;

Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios,
Razali Muhammad Najib, Jalil Rohaya Abdul and Shayuti Ahmad Faisal, in Real Estate Management and Valuation (2021)
Keywords: outbreaks, Malaysia, listed property companies, mixed-assets, property portfolio

Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets,
Khamis Hamed Al-Yahyaee, Walid Mensi and Seong-Min Yoon, in Finance Research Letters (2018)
Keywords: Bitcoin; Efficient market hypothesis; Long memory; Hurst exponent; MF-DFA;

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches,
Syed Jawad Hussain Shahzad, Chaker Aloui and Rania Jammazi, in Finance Research Letters (2020)
Keywords: Credit default swaps; Stock markets; Volatility index; Wavelet squared coherence;

Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices,
Ginanjar Dewandaru, AbdelKader Alaoui, Obiyathulla Bacha and Abul Masih, from University Library of Munich, Germany (2014)
Keywords: Islamic finance, Shariah, Shock transmission, financial crisis, contagion, interdependence, market integration, wavelet analysis, wavelet coherency

Econometric Model – A Tool in Financial Management,
Riana Iren Radu, in Economics and Applied Informatics (2011)
Keywords: Financial management, Econometric model, Instrument

Dynamic network analysis of North American financial institutions,
Shaowen Liu, Massimiliano Caporin and Sandra Paterlini, in Finance Research Letters (2021)
Keywords: Financial network; Dynamic network; COVID19; Financial contagion; Financial crises;

volatilityforecastingpackage: A Financial Volatility Package in Mathematica,
Noorshanaaz Khodabaccus and Aslam A. E. F. Saib, in Computational Economics (2024)
Keywords: Volatility forecasting, Volatility models, Financial econometrics

Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances,
Harry Vander Elst and David Veredas, in Journal of Financial Econometrics (2017)
Keywords: realized measures, noise, jumps, synchronization

The Role of Jumps in Realized Volatility Modeling and Forecasting,
Massimiliano Caporin, in Journal of Financial Econometrics (2023)
Keywords: forecasting, jumps, liquidity, realized volatility, staleness

Martingale approach in pricing and hedging European options under regime-switching,
Grigori N. Milstein and Vladimir Spokoiny, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
Keywords: incomplete markets, martingale measure, generalized self-financing strategy, attainability, self-financing in mean

Forecasting tail risk measures for financial time series: An extreme value approach with covariates,
Robert James, Henry Leung, Jessica Wai Yin Leung and Artem Prokhorov, in Journal of Empirical Finance (2023)
Keywords: Value-at-risk; Expected shortfall; GARCH models; Extreme value theory; Variable selection; Regularization;

Heterogeneous tail generalized common factor modeling,
Simon Hediger, Jeffrey Näf, Marc S. Paolella and Paweł Polak, in Digital Finance (2023)
Keywords: Asset pricing model, Cryptocurrencies, Expectation maximization algorithm, Mixture distribution, Portfolio optimization

Distributional properties of continuous time processes: from CIR to bates,
Ostap Okhrin, Michael Rockinger and Manuel Schmid, in AStA Advances in Statistical Analysis (2023)
Keywords: Higher moments, Distributional properties, Stochastic volatility, Jump diffusion, CIR process, Square-root process

The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach,
Radovan Parrák, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2013)
Keywords: GARCH, Realized volatility, economic loss function, volatility forecasting

Evaluating the performance of futures hedging using multivariate realized volatility,
Masato Ubukata and Toshiaki Watanabe, in Journal of the Japanese and International Economies (2015)
Keywords: Realized covariance matrix; Optimal hedge ratio; Conditional hedging model; High-frequency data;

The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences,
Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui and Muhammad Shahbaz, in International Review of Economics & Finance (2018)
Keywords: CDS spreads; Wavelet coherence; Multiple wavelet; Partial wavelet; Maximum overlap discrete wavelet transform;

Multivariate statistical analysis for portfolio selection of italian stock market,
Alessia Naccarato and Andrea Pierini, from Department of Economics - University Roma Tre (2012)
Keywords: Markowitz Portfolio, Cointegrated Vector Autoregressive Models, BEKK Model

Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises,
Zouheir Mighri and Faysal Mansouri, in International Journal of Economics and Financial Issues (2013)
Keywords: Dynamic correlation; DCC-GARCH; contagion; financial crisis; stock markets.

A generic approach to investment modelling in recursive dynamic CGE models,
Hom M Pant, from The Australian National University, Arndt-Corden Department of Economics (2015)
Keywords: recursive dynamic CGE model, static expectation, expected rates of return, investment allocation

Securities Estimation Techniques in Republic of Moldova,
Ala Roller, Ana Berdila and Dorian Nacu, in Knowledge Horizons - Economics (2010)
Keywords: Technical analysis; fundamental analysis; intrinsic value; financial flows; securities market

Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model,
Joanna Gorna, Karolina Gorna and Elzbieta Szulc, in Dynamic Econometric Models (2013)
Keywords: economic convergence, spatial effects, connectivity matrix, spatial panel models.

QUALITY METRICS FOR IT PROJECT MANAGEMENT,
Felician Alecu, Paul Pocatilu and Radu Marsanu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: Project Management, Information Technology, Metrics, Pareto Principle