Narrow search
Showing 1 - 10 of 59
Cover Image
Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
Cover Image
Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
Cover Image
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 52 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Cover Image
A hybrid metaheuristic for the efficient solution of GARCH with trend models
Uribe, Lourdes; Perea, Benjamin; Hernández del Valle, … - In: Computational economics 52 (2018) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10012052926
Cover Image
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos; Bekiros, Stelios - In: Computational economics 52 (2018) 2, pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
Cover Image
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Cover Image
Testing for periodic integration with a changing mean
Barrio Castro, Tomás del; Camarero Olivas, Mariam; … - In: Computational economics 54 (2019) 1, pp. 45-75
Persistent link: https://www.econbiz.de/10012134081
Cover Image
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola; Antognini, Jonathan; Kristjanpoller … - In: Computational economics 54 (2019) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Cover Image
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Cover Image
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila; Levendovszky, Janos; Fogarasi, Norbert - In: Computational economics 54 (2019) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10012134161