Jaroslava Hlouskova : Citation Profile


Are you Jaroslava Hlouskova?

Institut für Höhere Studien (IHS)

12

H index

12

i10 index

577

Citations

RESEARCH PRODUCTION:

26

Articles

24

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 33
   Journals where Jaroslava Hlouskova has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 24 (3.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phl12
   Updated: 2018-10-13    RAS profile: 2018-10-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Crespo Cuaresma, Jesus (5)

Tsigaris, Panagiotis (5)

Costantini, Mauro (4)

Wagner, Martin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jaroslava Hlouskova.

Is cited by:

Wagner, Martin (17)

Herzer, Dierk (14)

Weron, Rafał (13)

Noy, Ilan (13)

Uchida, Hirofumi (9)

Ono, Arito (9)

Hosono, Kaoru (9)

Égert, Balázs (9)

Uesugi, Iichiro (9)

Yamamura, Eiji (9)

Schüßler, Katharina (8)

Cites to:

Kahneman, Daniel (20)

Tsigaris, Panagiotis (17)

Falk, Armin (16)

Abel, Andrew (15)

Knell, Markus (15)

Pedroni, Peter (13)

Engle, Robert (11)

Wagner, Martin (11)

Phillips, Peter (11)

Constantinides, George (10)

Sala-i-Martin, Xavier (9)

Main data


Where Jaroslava Hlouskova has published?


Journals with more than one article published# docs
Mathematical Methods of Operations Research2
Journal of Optimization Theory and Applications2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies13

Recent works citing Jaroslava Hlouskova (2018 and 2017)


YearTitle of citing document
2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

Full description at Econpapers || Download paper

2017Unraveling the Effects of Tropical Cyclones on Economic Sectors Worldwide. (2017). Kunze, Sven. In: Working Papers. RePEc:awi:wpaper:0641.

Full description at Econpapers || Download paper

2018Unraveling the Effects of Tropical Cyclones on Economic Sectors Worldwide. (2018). Kunze, Sven. In: Working Papers. RePEc:awi:wpaper:0653.

Full description at Econpapers || Download paper

2017THEORETICAL ASPECTS OF THE PREDICTIONAL INSTRUMENTATION FOR APPLICATION IN THE STATE REGULATION OF THE PARTICIPANTS RELATIONSHIPS IN THE ELECTRICITY MARKET. (2017). Koliesnichenko, Anastasiia. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2017:3:2:8.

Full description at Econpapers || Download paper

2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

Full description at Econpapers || Download paper

2017The Long-run Relationship Between Trade and Population Health: Evidence from Five Decades. (2017). Herzer, Dierk. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:462-487.

Full description at Econpapers || Download paper

2018Measurement of Economic Welfare Risk and Resilience of the Philippine Regions. (2018). Noy, Ilan ; Yonson, Rio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6953.

Full description at Econpapers || Download paper

2017Forecasting the distributions of hourly electricity spot prices. (2017). Pape, Christian ; Weber, Christoph ; Woll, Oliver ; Vogler, Arne . In: EWL Working Papers. RePEc:dui:wpaper:1705.

Full description at Econpapers || Download paper

2017The Role of Residual Demand in Electricity Price Analysis and Forecasting: Case of Czech Electricity Market. (2017). Smolen, Jan ; Dudic, Branislav. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-16.

Full description at Econpapers || Download paper

2017Mainstreaming disaster risk management strategies in development instruments: Policy briefs for selected member countries of the Caribbean Development and Cooperation Committee. (2017). Bello, Omar ; Peralta, Leda ; Osorio, Claudio ; Khamis, Marion. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:42175.

Full description at Econpapers || Download paper

2017Disasters, economic growth and fiscal response in the countries of Latin America and the Caribbean, 1972-2010. (2017). Bello, Omar . In: Revista CEPAL. RePEc:ecr:col070:42007.

Full description at Econpapers || Download paper

2018A bat optimized neural network and wavelet transform approach for short-term price forecasting. (2018). Bento, P. M. R., ; Mariano, S. J. P. S., ; Calado, M. R. A., ; Pombo, J. A. N., . In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:88-97.

Full description at Econpapers || Download paper

2018Forecasting day-ahead electricity prices in Europe: The importance of considering market integration. (2018). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:890-903.

Full description at Econpapers || Download paper

2018Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms. (2018). Lago, Jesus ; de Schutter, Bart ; de Ridder, Fjo. In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:386-405.

Full description at Econpapers || Download paper

2017Liberalization, bankers’ motivation and productivity: A simple model with an application. (2017). Bajracharya, Pushkar ; Luintel, Kul B ; Selim, Sheikh . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:102-112.

Full description at Econpapers || Download paper

2018Earthquakes don’t kill, built environment does: Evidence from cross-country data. (2018). Rahman, Muhammad Habibur. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:458-468.

Full description at Econpapers || Download paper

2018Does energy efficiency promote economic growth? Evidence from a multicountry and multisectoral panel dataset. (2018). Rajbhandari, Ashish ; Zhang, Fan. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

Full description at Econpapers || Download paper

2018Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666.

Full description at Econpapers || Download paper

2017Comparative advantage, capital destruction, and hurricanes. (2017). Pelli, Martino ; Tschopp, Jeanne. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:315-337.

Full description at Econpapers || Download paper

2017Convergence-driven inflation and the channels of its absorption. (2017). Welfe, Aleksander ; Konopczak, Karolina. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1019-1034.

Full description at Econpapers || Download paper

2017Optimal portfolio choice with loss aversion over consumption. (2017). Curatola, Giuliano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:345-358.

Full description at Econpapers || Download paper

2017A new electricity price prediction strategy using mutual information-based SVM-RFE classification. (2017). Shao, Zhen ; Lin, Peng ; Zhou, Kaile ; Gao, Fei ; Yang, Shanlin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:330-341.

Full description at Econpapers || Download paper

2017Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries. (2017). Suleymanov, Elchin ; Hasanov, Fakhri ; Bulut, Cihan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:73:y:2017:i:c:p:369-386.

Full description at Econpapers || Download paper

2017Do population density, economic growth, energy use and exports adversely affect environmental quality in Asian populous countries?. (2017). Rahman, Mohammad Mafizur. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:506-514.

Full description at Econpapers || Download paper

2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

Full description at Econpapers || Download paper

2018Forecasting methods in energy planning models. (2018). Debnath, Kumar Biswajit ; Mourshed, Monjur. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:88:y:2018:i:c:p:297-325.

Full description at Econpapers || Download paper

2017Salarios, desempleo y productividad laboral en la industria manufacturera mexicana. (Wage, Unemployment and Labor Productivity in the Mexican Manufacturing Industry).. (2017). Lopez, Jose Abraham ; Mendoza, Jorge Eduardo. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvi:y:2017:i:2:p:185-228.

Full description at Econpapers || Download paper

2018Electricity Price Forecasting Using Recurrent Neural Networks. (2018). Ugurlu, Umut ; Tas, Oktay ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1255-:d:146305.

Full description at Econpapers || Download paper

2018Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of Influence. (2018). Pezzutto, Simon ; Dunjic, Stefan ; Zambotti, Stefano ; Grilli, Gianluca. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1460-:d:150820.

Full description at Econpapers || Download paper

2018The Effect of Renewable Energy Generation on the Electric Power Spot Price of the Japan Electric Power Exchange. (2018). Shimada, Koji ; Shinkuma, Sarana ; Hai, Bui Hien ; Maekawa, Jun. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2215-:d:165548.

Full description at Econpapers || Download paper

2017Contrasting the Effect of Risk- and Non Risk-Based Capital Structure on Insurers’ Performance in Nigeria. (2017). Akpan, Sunday S ; Nassir, Annuar ; Noordin, Bany-Ariffin ; Mahat, Fauziah. In: Social Sciences. RePEc:gam:jscscx:v:6:y:2017:i:4:p:143-:d:119944.

Full description at Econpapers || Download paper

2018Economic Vulnerability and Resilience to Natural Hazards: A Survey of Concepts and Measurements. (2018). Noy, Ilan ; Yonson, Rio. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2850-:d:163169.

Full description at Econpapers || Download paper

2018The Effects of Natural Disasters on Social Trust: Evidence from South Korea. (2018). Skidmore, Mark ; Kang, Sung Hoon . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:2973-:d:164972.

Full description at Econpapers || Download paper

2017Price Forecasting of Electricity Markets in the Presence of a High Penetration of Wind Power Generators. (2017). Talari, Saber ; Heidari, Alireza ; Wang, Fei ; Osorio, Gerardo J ; Shafie-Khah, Miadreza. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:11:p:2065-:d:118284.

Full description at Econpapers || Download paper

2017A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109.

Full description at Econpapers || Download paper

2017Spatial price transmission and trade policies: new evidence for agricultural products from selected sub-Saharan African countries with high frequency data. (2017). Muratori, Lodovico ; Fricke, Susanne . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-006.

Full description at Econpapers || Download paper

2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0161.

Full description at Econpapers || Download paper

2017The Relationship Between Growth and Economic Complexity: Evidence from Southeastern and Central Europe. (2017). Kocarev, Ljupco ; Stojkoski, Viktor. In: MPRA Paper. RePEc:pra:mprapa:77837.

Full description at Econpapers || Download paper

2017How Would a Slowdown in the People’s Republic of China Affect its Trading Partners?. (2017). Thorbecke, Willem. In: ADBI Working Papers. RePEc:ris:adbiwp:0634.

Full description at Econpapers || Download paper

2017Spatial price transmission and trade policies: new evidence for agricultural products from selected sub-Saharan African countries with high frequency data.. (2017). Muratori, Lodovico ; Fricke, Susanne . In: Working Papers. RePEc:saq:wpaper:5/17.

Full description at Econpapers || Download paper

2017Employment Protection Legislation and Its Impact on the Elasticity of Employment in OECD Countries. (2017). Kwiatkowski, Eugeniusz ; Wodarczyk, Przemysaw. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2017:i:3:p:29-53.

Full description at Econpapers || Download paper

2017Comparative Advantage, Capital Destruction, and Hurricanes. (2017). Pelli, Martino ; Tschopp, Jeanne. In: Cahiers de recherche. RePEc:shr:wpaper:17-07.

Full description at Econpapers || Download paper

2017Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching. (2017). Chevallier, Julien ; Goutte, Stephane. In: Annals of Operations Research. RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-1967-5.

Full description at Econpapers || Download paper

2018A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs. (2018). Chen, Wei ; MEHLAWAT, MUKESH KUMAR ; Wang, Yun. In: Annals of Operations Research. RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-016-2365-3.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis. (2018). Herzer, Dierk ; Donaubauer, Julian. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1206-1.

Full description at Econpapers || Download paper

2017Affective reactions influence investment decisions: evidence from a laboratory experiment with taxation. (2017). Schüßler, Katharina ; Schüßler, Katharina ; Schüßler, Katharina ; Schuessler, Katharina ; Fochmann, Martin ; Schussler, Katharina ; Kiesewetter, Dirk ; Hewig, Johannes . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:6:d:10.1007_s11573-016-0838-0.

Full description at Econpapers || Download paper

2017Household migration in disaster impact analysis: incorporating behavioural responses to risk. (2017). Husby, Trond G ; Koks, Elco E. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:87:y:2017:i:1:d:10.1007_s11069-017-2763-0.

Full description at Econpapers || Download paper

2017Stock market prediction and Portfolio selection models: a survey. (2017). Rather, Akhter Mohiuddin ; Agarwal, Arun ; Sastry, V N. In: OPSEARCH. RePEc:spr:opsear:v:54:y:2017:i:3:d:10.1007_s12597-016-0289-y.

Full description at Econpapers || Download paper

2018Distributional impacts of disaster recovery: Sri Lankan households a decade after the 2004 Indian Ocean tsunami. (2018). de Alwis, Diana . In: Working Paper Series. RePEc:vuw:vuwecf:6980.

Full description at Econpapers || Download paper

2017Innovation as Adaptation to Natural Disasters. (2017). Li, Hongxiu. In: Working Papers. RePEc:wat:wpaper:1709.

Full description at Econpapers || Download paper

2017Security issuance and price impact under loss aversion. (2017). Niu, Weining ; Zeng, Qingduo. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500360.

Full description at Econpapers || Download paper

2017Humans, Econs and Portfolio Choice. (2017). Best, Michael J ; Grauer, Robert R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s201013921750001x.

Full description at Econpapers || Download paper

2017Tax loss offset restrictions and biased perception of risky investments. (2017). Mehrmann, Annika ; Sureth-Sloane, Caren. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:222.

Full description at Econpapers || Download paper

Works by Jaroslava Hlouskova:


YearTitleTypeCited
2015GMM Estimation of Affine Term Structure Models In: Papers.
[Full Text][Citation analysis]
paper0
2015GMM Estimation of Affine Term Structure Models.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES In: Economic Inquiry.
[Full Text][Citation analysis]
article107
2005CEEC growth projections: Certainly necessary and necessarily uncertain In: The Economics of Transition.
[Full Text][Citation analysis]
article21
2004CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain.(2004) In: Diskussionsschriften.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2009Finite Sample Correction Factors for Panel Cointegration Tests In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2009Finite Sample Correction Factors for Panel Cointegration Tests.(2009) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002The CEEC10s Real Convergence Prospects In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper15
2001The CEEC10s Real Convergence Prospects.(2001) In: Transition Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2016The role of the marginal rate of substitution of wealth for a loss averse investor In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2004Forecasting electricity spot-prices using linear univariate time-series models In: Applied Energy.
[Full Text][Citation analysis]
article83
2009Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2004Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management.(2004) In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Optimal asset allocation under linear loss aversion In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2010Optimal Asset Allocation Under Linear Loss Aversion.(2010) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2017The consumption–investment decision of a prospect theory household: A two-period model In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article0
2005Real options and the value of generation capacity in the German electricity market In: Review of Financial Economics.
[Full Text][Citation analysis]
article19
2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study In: Economics Working Papers.
[Full Text][Citation analysis]
paper120
2006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2006) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
article
2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2005) In: Diskussionsschriften.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
2014Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article1
2007An Integrated CVaR and Real Options Approach to Investments in the Energy Sector In: Economics Series.
[Full Text][Citation analysis]
paper13
2007The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study In: Economics Series.
[Full Text][Citation analysis]
paper87
2010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study.(2010) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
article
2009Growth Regressions, Principal Components and Frequentist Model Averaging In: Economics Series.
[Full Text][Citation analysis]
paper7
2012Capital Income Taxation and Risk Taking under Prospect Theory In: Economics Series.
[Full Text][Citation analysis]
paper4
2012Capital income taxation and risk taking under prospect theory.(2012) In: International Tax and Public Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? In: Economics Series.
[Full Text][Citation analysis]
paper0
2012Optimal Asset Allocation under Quadratic Loss Aversion In: Economics Series.
[Full Text][Citation analysis]
paper0
2014Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series.
[Full Text][Citation analysis]
paper2
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016The Consumption-Investment Decision of a Prospect Theory Household In: Economics Series.
[Full Text][Citation analysis]
paper1
2017Exchange rate forecasting and the performance of currency portfolios In: Economics Series.
[Full Text][Citation analysis]
paper0
2001Legal Restrictions on Portfolio Holdings: Some Empirical Results In: Economics Series.
[Full Text][Citation analysis]
paper0
2005An Algorithm for Portfolio Optimization with Transaction Costs In: Management Science.
[Full Text][Citation analysis]
article9
2015Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
2005Beating the random walk in Central and Eastern Europe In: Journal of Forecasting.
[Full Text][Citation analysis]
article13
2014Loss-Aversion with Kinked Linear Utility Functions In: Computational Economics.
[Full Text][Citation analysis]
article3
2017A behavioral portfolio approach to multiple job holdings In: Review of Economics of the Household.
[Full Text][Citation analysis]
article0
2013The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article2
2004Forecasting exchange rates in transition economies: A comparison of multivariate time series models In: Empirical Economics.
[Full Text][Citation analysis]
article1
2007An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article3
2007An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article3
2000The efficient frontier for bounded assets In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article13
2015Downside loss aversion: Winner or loser? In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
article0
2000Forecasting the Euro exchange rate using vector error correction models In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article9
2002Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management In: Diskussionsschriften.
[Full Text][Citation analysis]
paper0
2004Whats Really the Story with this Balassa-Samuelson Effect in the CEECs? In: Diskussionsschriften.
[Full Text][Citation analysis]
paper24
2016Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team