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~isPartOf:"Computational economics"
~language:"cat"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Stiglitz, Joseph E."
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Gupta, Rangan
McAleer, Michael
Stiglitz, Joseph E.
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
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Computational economics
Applied economics
54
Finance research letters
39
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34
The journal of portfolio management : JPM
34
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International review of economics & finance : IREF
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Economics letters
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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The Economists' voice
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied financial economics
15
The economic journal : the journal of the Royal Economic Society
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International review of financial analysis
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of theoretical and applied finance
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Industrial and corporate change
10
International journal of finance & economics : IJFE
10
The South African journal of economics
10
European journal of operational research : EJOR
9
International journal of forecasting
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Journal of international money and finance
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Risks : open access journal
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The journal of fixed income : JFI
9
European economic review : EER
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International business and economics research journal
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ECONIS (ZBW)
11
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
3
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
4
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10012486864
Saved in:
5
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
6
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
7
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
8
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
9
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
10
Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein
;
Ghodsi, Zara
;
Gupta, Rangan
;
Segnon, …
- In:
Computational economics
49
(
2017
)
1
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
Saved in:
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