Research classified by Journal of Economic Literature (JEL) codes

2010

• Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010, "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers, Federal Reserve Bank of St. Louis, number 2010-008, DOI: 10.20955/wp.2010.008.

2009

• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
• Talman, Dolf & Yang, Zaifu, 2009, "A discrete multivariate mean value theorem with applications," European Journal of Operational Research, Elsevier, volume 192, issue 2, pages 374-381, January.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 633, Sep.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2009, "On the random walk characteristics of stock returns in India," MPRA Paper, University Library of Munich, Germany, number 46499.
• Lal, Amant, 2009, "An Empirical Time Series Model of Economic Growth and Environment," MPRA Paper, University Library of Munich, Germany, number 66475, Mar.
• Korkmaz, Turhan & Cevik, Emrah Ismail & Özataç, Nesrin, 2009, "Testing for long memory in ISE using Arfima-Figarch model and structural break test," MPRA Paper, University Library of Munich, Germany, number 71302.
• Jaramba, Toddy & Fadiran, Gideon, 2009, "Analysis of Volatility transmission across South African Financial Markets," MPRA Paper, University Library of Munich, Germany, number 77592, Oct, revised 16 Mar 2017.
• CHIKHI, Mohamed, 2009, "Identification non paramétrique d’un processus non linéaire hétéroscédastique
  [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper, University Library of Munich, Germany, number 82108, revised 2009.
• Ghassan, Hassan & Abdullah, Abdelgader, 2009, "Does the entry of foreign investors influence the volatility of Doha Securities Market?," MPRA Paper, University Library of Munich, Germany, number 95620, revised 2010.
• Mikhail Chernov & Ruslan Bikbov, 2009, "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 334.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Antti Sorjamaa & Paul Merlin & Bertrand Maillet & Amaury Lendasse, 2009, "A Non-Linear Approach for Completing Missing Values in Temporal Databases," European Journal of Economic and Social Systems, Lavoisier, volume 22, issue 1, pages 99-117.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2009, "Solving Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-062/1, Jul.
• Talman, A.J.J. & Yang, Z.F., 2009, "A discrete multivariate mean value theorem with applications," Other publications TiSEM, Tilburg University, School of Economics and Management, number d48f2a19-dcc2-40e4-9085-5.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-693, Dec.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," TSE Working Papers, Toulouse School of Economics (TSE), number 09-082, Sep.
• Dipak Basu (ed.), 2009, "Economic Models:Methods, Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7085, ISBN: ARRAY(0x53c47320), March.
• Olav Bjerkholt, 2009, "Some Unresolved Problems of Mathematical Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Alexis Lazaridis, 2009, "A Novel Method of Estimation Under Co-Integration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Dipak R. Basu & Alexis Lazaridis, 2009, "Time Varying Responses of Output to Monetary and Fiscal Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Andrew Hughes Hallet, 2009, "The Advantages of Fiscal Leadership in an Economy with Independent Monetary Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Chirstophe Deissenberg & Pavel Ševčík, 2009, "Cheap-Talk Multiple Equilibria and Pareto — Improvement in an Environmental Taxation Games," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Nikitas Spiros Koutsoukis & Athanassios Mihiotis & Nikos Konidaris, 2009, "Enterprise Modeling and Integration: Review and New Directions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Victoria Miroshnik, 2009, "Toward a Theory of Japanese Organizational Culture and Corporate Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Anna-Maria Mouza, 2009, "Health Service Management Using Goal Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Fabrizio Iacone & Renzo Orsi, 2009, "Inflation Control in Central and Eastern European Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Dipak Basu, "Economic Models Methods, Theory and Applications".
• Athanasios Athanasenas, 2009, "Credit and Income: Co-Integration Dynamics of the US Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Dipak Basu, "Economic Models Methods, Theory and Applications".

2008

• Philippe Mueller & Mikhail Chernov, 2008, "The Term Structure of Inflation Expectations," 2008 Meeting Papers, Society for Economic Dynamics, number 346.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Henry Penikas, 2008, "Forecasting for the Bank's Asset-Liability Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 3-26.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008, "Solving Discrete Systems of Nonlinear Equations," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-105.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008, "Solving Discrete Systems of Nonlinear Equations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 38ca20ed-7652-4b71-acd6-2.

2007

• Francisco Peñaranda & Enrique Sentana, 2007, "Duality in Mean-Variance Frontiers with Conditioning Information," Working Papers, CEMFI, number wp2007_0715.
• Cevik, Emrah Ismail & Pekkaya, Mehmet, 2007, "Spot Ve Vadeli̇ İşlem Fi̇yatlarinin Varyanslari Arasindaki̇ Nedenselli̇k Testi̇
  [Causality in variance test between spot and futures prices]," MPRA Paper, University Library of Munich, Germany, number 71301.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2007, "Combinatorial Integer Labeling Theorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-084/1, Oct.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007, "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-88.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007, "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 264c28a5-10b6-44e1-9694-4.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007, "Computing integral solutions of complementarity problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6f3abdc6-b961-4466-8e60-2.

2006

• Sergey Smolyak, 2006, "Econometric Analysis in the investment projects efficiency evaluation and property valuation theories," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 55-62.
• Talman, A.J.J. & Yang, Z.F., 2006, "A Discrete Multivariate Mean Value Theorem with Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-106.
• Talman, A.J.J. & Yang, Z.F., 2006, "A Discrete Multivariate Mean Value Theorem with Applications," Other publications TiSEM, Tilburg University, School of Economics and Management, number 84f991df-1e9b-42d9-9637-3.

2005

• Hayford, M. D. & Malliaris, A. G., 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, volume 163, issue 1, pages 20-29, May.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporat," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005, "Computing Integral Solutions of Complementarity Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-006/1, Jan.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-106/1, Nov.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-122.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Computing Integral Solutions of Complementarity Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-5.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Solving Discrete Zero Point Problems with Vector Labeling," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9bd940ee-3fe6-4201-aede-7.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005, "Computing Integral Solutions of Complementarity Problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number b8e0c74e-2219-4ab0-99a2-0.
• A G Malliaris, 2005, "Economic Uncertainty, Instabilities and Asset Bubbles:Selected Essays," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5864, ISBN: ARRAY(0x53c966a8), March.
• Fwu-Ranq Chang & A. G. Malliaris, 2005, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "How big is the random walk in macroeconomic time series: Variance ratio tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "An empirical investigation among real, monetary and financial variables," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Walter F. Mullady & M. E. Malliaris, 2005, "Interest rates and inflation: A continuous time stochastic approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Mary E. Malliaris, 2005, "Decomposition of Inflation and its Volatility: A Stochastic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Several Illustrations of the Quantity Theory of Money: 1947–1987 and 1867–1975," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Silvana Stefani, 2005, "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jerome L. Stein, 2005, "Methodological issues in asset pricing: Random walk or chaotic dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• George C. Philippatos & Efi Pilarinu & A. G. Malliaris, 2005, "Chaotic Behavior in Prices of European Equity Markets: A Comparative Analysis of Major Economic Regions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "European Stock Market Fluctuations: Short And Long Term Links," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marco Corazza & A. G. Malliaris, 2005, "Multi-Fractality in Foreign Currency Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Ramaprasad Bhar & A. G. Malliaris, 2005, "Are There Rational Bubbles In The U.S Stock Market? Overview And A New Test," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Is The Federal Reserve Stock Market Bubble-Neutral?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• M. D. Hayford & A. G. Malliaris, 2005, "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Marc D. Hayford & A. G. Malliaris, 2005, "Monetary Policy And The U.S. Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "The Impact Of The Persian Gulf Crisis On National Equity Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris & Jorge L. Urrutia, 2005, "Oil And World Stock Markets' Reaction To The Gulf Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• Jorge Urrutia & A. G. Malliaris, 2005, "Equity And Oil Markets Under External Shocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".
• A. G. Malliaris, 2005, "Global monetary instability: The role of the IMF, the EU and NAFTA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays".

2004

• Robert C. Shelburne, 2004, "Wage Differentials, Monopsony Labor Markets, and the Trade-Labor Standards Debate," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 19, issue 1, pages 131-161.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004, "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-112/1, Oct.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-113.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004, "Solving discrete zero point problems," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7199ad17-969b-4bd5-b82a-f.
• Ewa Broszkiewicz-Suwaj & Agnieszka Wylomanska, 2004, "Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/04/04.

2003

• Stutzer, Michael, 2003, "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 365-386.
• Andriansyah, Andriansyah, 2003, "Model Vector Autoregressive (VAR) Hubungan Dinamis Antara Harga Saham dan Nilai Tukar Rupiah: Penerapan pada IHSG dan Indeks Sektoral di Bursa Efek Jakarta Tahun 1990-2001
  [Vector Autoregressive (V," MPRA Paper, University Library of Munich, Germany, number 111641.

2002

• Marco Corazza & A. G. Malliaris, 2002, "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, volume 6, issue 2, pages 65-98, June.
• Chikhi, Mohamed & Terraza, Michel, 2002, "Un essai de prévision non paramétrique de l'action France Télécom
  [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper, University Library of Munich, Germany, number 77268, revised Dec 2003.
• Malliaris, A. G., 2002, "Global monetary instability: The role of the IMF, the EU and NAFTA," The North American Journal of Economics and Finance, Elsevier, volume 13, issue 1, pages 72-92, May.

2001

• Moloche, Guillermo, 2001, "Local Nonparametric Estimation of Scalar Diffusions," MPRA Paper, University Library of Munich, Germany, number 46154, Sep.

1999

• Malliaris, A. G. & Stein, Jerome L., 1999, "Methodological issues in asset pricing: Random walk or chaotic dynamics," Journal of Banking & Finance, Elsevier, volume 23, issue 11, pages 1605-1635, November.
• Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999, "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 264, issue 3, pages 562-569, DOI: 10.1016/S0378-4371(98)00551-2.
• Mercik, Szymon & Weron, Rafal, 1999, "Scaling in currency exchange: a conditionally exponential decay approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 267, issue 1, pages 239-250, DOI: 10.1016/S0378-4371(99)00019-9.

1998

• Okay, Nesrin, 1998, "Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 52812.
• Aleksander Weron & Szymon Mercik & Rafal Weron, 1998, "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/98/01.
• Szymon Mercik & Rafal Weron, 1998, "Scaling in currency exchange: A Conditionally Exponential Decay approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/98/02.

1995

• Malliaris, A G & Malliaris, Mary E, 1995, "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, volume 5, issue 1, pages 93-103, March.

1992

• Malliaris, A. G. & Urrutia, Jorge L., 1992, "The International Crash of October 1987: Causality Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 353-364, September.
• Malliaris, A. G., 1992, "Several illustrations of the quantity theory of money: 1947-1987 and 1867-1975," International Review of Financial Analysis, Elsevier, volume 1, issue 1, pages 77-93.

1991

• Malliaris, A. G. & Urrutia, Jorge L., 1991, "An empirical investigation among real, monetary and financial variables," Economics Letters, Elsevier, volume 37, issue 2, pages 151-158, October.
• Malliaris, A. G. & Mullady, Walter Sr. & Malliaris, M. E., 1991, "Interest rates and inflation : A continuous time stochastic approach," Economics Letters, Elsevier, volume 37, issue 4, pages 351-356, December.
• Malliaris, A. G. & Stefani, Silvana, 1991, "Money, inflation and interest rates: Illustrations from twelve European economies," European Journal of Political Economy, Elsevier, volume 7, issue 3, pages 275-298, October.

1990

• Malliaris, A. G. & Urrutia, Jorge L., 1990, "How big is the random walks in macroeconomic time series : Variance ratio tests," Economics Letters, Elsevier, volume 34, issue 2, pages 113-116, October.

1987

• Fwu-Ranq Chang & A. G. Malliaris, 1987, "Asymptotic Growth under Uncertainty: Existence and Uniqueness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 54, issue 1, pages 169-174.

1986

• Amelung, Torsten & Mehltretter, Thorsten, 1986, "Early-Warning Warning Systems in Light of the International Debt Crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 32, issue 5, pages 257-281.

1979

• Samuelson, Paul A., 1979, "Why we should not make mean log of wealth big though years to act are long," Journal of Banking & Finance, Elsevier, volume 3, issue 4, pages 305-307, December.

1976

• Markowitz, Harry M, 1976, "Investment for the Long Run: New Evidence for an Old Rule," Journal of Finance, American Finance Association, volume 31, issue 5, pages 1273-1286, December.

1969

• Samuelson, Paul A, 1969, "Lifetime Portfolio Selection by Dynamic Stochastic Programming," The Review of Economics and Statistics, MIT Press, volume 51, issue 3, pages 239-246, August.

0

• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Weidong Lin & Abderrahim Taamouti, 2023, "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers, University of Liverpool, Department of Economics, number 202311.
• Rose Mary K. Abraham, , "Financialisation of Commodity Markets: Evidence from India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:10, DOI: https://doi.org/10.1177/09738010211.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Amane Saito, 2022, "Volatility Analysis of ESG-integrated Japanese Equity Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-27, Feb.
• Amane Saito & Hisashi Tanizaki, 2022, "Volatility Analysis of Sustainability-Themed Japanese Equity Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 22-01, Jun.
• Andrea Bucci, 0, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Axel Bücher & Peter N Posch & Philipp Schmidtke, 0, "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 556-584.
• Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2021, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," Working Papers, University of Pretoria, Department of Economics, number 202159, Aug.
• Capasso Salvatore & D’Uva Marcella, & Fiorelli Cristiana & Napolitano Oreste, 2022, "Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 654, Oct.
• Daan Opschoor & Michel van der Wel, , "A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-011/III.
• Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019, "Modelling the relationship between crude oil and agricultural commodity prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-11, Mar.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Tzu-Yi Yang & Eddy Lie & Chien-Chung Lu, 0, "The Influences of the US Stock Market on Virtual Currency Price under US Monetary Policy Threshold," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-19.
• Nezir Köse & Emre Ünal, 0, "The Effects of the Volatilities in Global Determinants on the Istanbul Stock Exchange," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-38.
• María Noelia Garbero & María Inés Lara, & Monserrat Serio, 2019, "Trade-off between obesity and tobacco consumption," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 65, pages 125-172, January-D.
• Tomas Heryan, , "Reinvestments in dentistry and differences between western or central and eastern European countries," Review of Socio - Economic Perspectives, Reviewsep, number 202220, DOI: https://doi.org/10.19275/RSEP141.
• Jianqing Fan & Yuan Liao & Xiaofeng Shi, 2013, "Risks of Large Portfolios," Papers, arXiv.org, number 1302.0926, Feb.
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