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Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G17: Financial Forecasting
Most recent items first, undated at the end.
2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel [Downloadable!]
2009 Higher-order beliefs among professional stock market forecasters: some first empirical tests
by Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas [Downloadable!]
2009 Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach
by Michel Beine & Bertrand Candelon & Jan Piplack [Downloadable!]
2009 Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model
by Jan Piplack [Downloadable!]
2009 Modelling Realized Covariances
by Xin Jin & John M Maheu [Downloadable!]
2009 Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis
by D. Sornette & R. Woodard [Downloadable!]
2009 A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals
by D. Sornette & L. Lin & Ren R.E. [Downloadable!]
2009 On the economic benefit of utility based estimation of a volatility model
by Adam Clements & Annastiina Silvennoinen [Downloadable!]
2009 Economic crisis, its prospects and challenges for economic theory
by Slavica Manic [Downloadable!]
2009 What Ties Return Volatilities to Price Valuations and Fundamentals?
by Alexander David & Pietro Veronesi [Downloadable!]
2009 The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
by Òscar Jordà & Alan M. Taylor [Downloadable!]
2009 The stock market and aggregate employment
by Long Chen & Lu Zhang [Downloadable!]
2009 Inflation and the Stock Market:Understanding the "Fed Model"
by Geert Bekaert & Eric Engstrom [Downloadable!]
2009 The Superiority of Time-Varying Hedge Ratios in Turkish Futures
by Onur Olgun & Ý. Hakan Yetkiner [Downloadable!]
2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter [Downloadable!]
2009 On economic evaluation of directional forecasts
by Oliver Blaskowitz & Helmut Herwartz [Downloadable!]
2009 The Market Impact of a Limit Order
by Nikolaus Hautsch & Ruihong Huang [Downloadable!]
2009 Combination of multivariate volatility forecasts
by Alessandra Amendola & Giuseppe Storti [Downloadable!]
2009 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes
by Lillie Lam & Laurence Fung & Ip-wing Yu [Downloadable!]
2009 On risk prediction
by Lönnbark, Carl [Downloadable!]
2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
by Andrea Bastianin [Downloadable!]
2009 Predicting Betas: Two new methods
by Mª Victoria Esteban González & Fernando Tusell Palmer [Downloadable!]
2009 Volatility under Bounded Rationality
by Nhat Le [Downloadable!]
2009 Testing Asymmetric-Information Asset Pricing Models
by Kelly, Bryan & Ljungqvist, Alexander P. [Downloadable!]
2009 Forecasting bank loans loss-given-default
by Joao A. Bastos [Downloadable!]
2009 A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
by Li LIN & Ruo En REN & Didier SORNETTE [Downloadable!]
2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
by Camilo SERRANO & Martin HOESLI [Downloadable!]
2009 Bayesian Extreme Value Mixture Modelling for Estimating VaR
by Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley [Downloadable!]
2009 Extreme Value GARCH modelling with Bayesian Inference
by Les Oxley & Marco Reale & Carl Scarrott & Xin Zhao [Downloadable!]
2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag [Downloadable!]
2009 Exchange Rate And Its Impact On Foreign Economic Activity
by Boris KHOLOD & Alexei ZADOIA [Downloadable!]
2009 Long Term Financing Decision at the Level of Companies
by Dobrota Gabriela & Chirculescu Maria Felicia [Downloadable!]
2009 Hedge fund and market risk: new concepts and models, beyond VaR
by Maria Debora Braga [Downloadable!]
2008 Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole
by Miguel A. Ferreira & Pedro Santa-Clara [Downloadable!]
2008 A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius [Downloadable!]
2008 Testing directional forecast value in the presence of serial correlation
by Oliver Blaskowitz & Helmut Herwartz [Downloadable!]
2008 Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia
by Söderberg, Jonas [Downloadable!]
2008 Financial Market Integration Under EMU
by Jappelli, Tullio & Pagano, Marco [Downloadable!]
2008 Term Structure Of Interest Rates Analysis In The Spanish Market
by Barberà Mariné, M.G. & Garbajosa Cabello, M.J. & Guercio, M.B.
2008 Methodologic Elements Necessary In Making Forecasts For Regional
by Timerman Dumitru & Deju Mihai [Downloadable!]
2008 Tax competition – areas of display and efects
by Mitu Narcis Eduard [Downloadable!]
2008 The foreign direct investments in Romania – contradictories trends
by Ana POPA [Downloadable!]
2007 THE VALUE OF e-CUSTOMER SATISFACTION TO INTERNET COMPANIES
by Lozano, Carmen & Martínez, Soledad & Fuentes, Federico
2007 Extending The Roughness Of The Data Via Transitive Closures Of Similarity Indexes
by Bertran, F.X. & Clara, N. & Ferrer, J.C.
2007 The Use Of Subtle Sets To Studying The Life’S Quality
by Stoica, Marcel Dragos
2007 Unification Point In Methods For The Selection Of Financial Products
by Merigó Lindahl, J.M. & Gil Lafuente, A.M.
2007 Qualitative Answering Surveys And Soft Computing
by Morillas, Antonio & Díaz, Bárbara
2007 Planning Business Activity Under Uncertainty
by Kuznetsov, Leonid A. & Morozov, Andrew S.
2007 Understanding and measuring liquidity risk
by Andrea Resti & Andrea Sironi [Downloadable!]
2007 Recent Evolutions On Romanian Capital Market
by Sorin Tudor & Daniela Danciulescu [Downloadable!]
2007 Foreign Direct Investment In Romania - Recent Trends
by Laura Giurca Vasilescu [Downloadable!]
2006 A Fuzzy Decision Support System To Identify Establishments With Low Paid Employees In The British Economy
by Malcolm J. Beynon & Keith Whitfield
2006 Fuzzy Logic Approach To Identification And Forecasting Of Financial Time Series Using Elliott Wave Theory
by Andriy Matviychuk
2006 Evaluation Of Iris Ratios Using ?-Cuts
by Lazzari, Luisa L. & Fernández, María José
2006 A Comparison Of K-Means And Fuzzy C-Means Using Background Knowledge
by Goddard, J. & de los Cobos Silva, S.G. & Gutiérrez Andrade, M.A.
2006 Economic Principle On Fuzzy Profit By Weighted Average Value
by Facchinetti, Gisella & Pacchiarotti, Nicoletta
2006 Evaluating The Total Costs Of Purchasing Via Probabilistic And Fuzzy Reasoning
by Costantino, N. & Dotoli, M. & Falagario, M. & Fanti, M. P. & Iacobellis, G.
2006 Modeling Imprecision And Subjectiveness For The Multiattribute Decisions
by Luban, Florica
2006 A Fuzzy Set Approach To Poverty Measurement
by Caramuta, Diego M. & Contiggiani, Federico
2006 Credit Card Application Assessment Using A Neuro-Fuzzy Classification System
by Kitsios, E. & Doumpos, M. & Zopounidis, C.
2006 Intellectual Support Of Small Firms’ Management
by Kuznetsov, Leonid A.
2005 A Fuzzy Characterization Of Uncertainty In Financial Crises
by Pazzi, Jorge & Tohmé, Fernando
2005 New Product Ideas Screening Decision With Approximate Evaluations: Optimization Approach
by Smimou, K. & Bhatt, S. K. & Dahl, D. W
2005 Interval Weights In Ahp By Linear And Quadratic Programming
by Entani, T. & Sugihara, K. & Tanaka, H.
2005 Rbf Centers Initialization Using Fuzzy Clustering Technique For Function Approximation Problems
by Guillén, A. & Rojas, I. & González, J. & Pomares, H. & Herrera, L.J.
2005 Application Of Crisp And Fuzzy Goal Programming Models For Optimization Of Cropping Pattern In Haraz Sub-Basin In Iran
by Asadpour, H. & Khalilian, S. & Peykani Gh. R.
2002 Effectiveness Of System Identification For Complex Systems By The Fuzzy Adaptive Gmdh
by Tomonori Nishikawa & Shizue Shimizu & Masafumi Imai
2002 Behavioristic Analysis And Comparative Evaluation Of Intelligent Methodologies For Short-Term Stock Price Forecasting
by Koulouriotis, D.E. & Emiris, D.M. & Diakoulakis, I.E. & Zopounidis, C.
2002 Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters
by Sfetsos, A. & Siriopoulos, C.
2001 Debt: A Factor Of Both "Good" And "Bad" Stress During An Economic Recession: Evidence From France
by Levasseur, Michel & Bodt, Eric De & Severin, Eric
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral [Downloadable!]
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
by Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS [Downloadable!]
Dragon-Kings, Black Swans and the Prediction of Crises
by Didier SORNETTE [Downloadable!]
Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis
by Didier SORNETTE & Ryan WOODARD [Downloadable!]
This page was last updated on 2009-12-6.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.