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~isPartOf:"Computational economics"
~language:"eng"
~person:"Chen, Wei"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Theorie
6
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3
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3
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3
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3
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Chen, Wei
Fabozzi, Frank J.
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
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Semmler, Willi
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Tsilika, Kyriaki D.
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6
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5
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5
Ching, Wai Ki
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4
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4
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Computational economics
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
10
Journal of banking & finance
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European journal of operational research : EJOR
9
Finance research letters
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The journal of risk model validation
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International review of financial analysis
6
Economics letters
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Journal of international money and finance
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Journal of risk management in financial institutions
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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The journal of structured finance
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Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
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Advances in futures and options research : a research annual
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Annals of operations research
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Emerging markets review
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ECONIS (ZBW)
10
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1
Cap and trade versus carbon tax : an analysis based on a CGE model
Zhou, Jin-Feng
;
Wu, Dan
;
Chen, Wei
- In:
Computational economics
59
(
2022
)
2
,
pp. 853-885
Persistent link: https://www.econbiz.de/10013169088
Saved in:
2
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:
3
Predicting stock price using two-stage machine learning techniques
Zhang, Jun
;
Li, Lan
;
Chen, Wei
- In:
Computational economics
57
(
2021
)
4
,
pp. 1237-1261
Persistent link: https://www.econbiz.de/10012543291
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
9
Global exponential stability of Cournot duopolies with delays
Chen, Wei
;
Wang, Wentao
- In:
Computational economics
48
(
2016
)
1
,
pp. 147-154
Persistent link: https://www.econbiz.de/10011646613
Saved in:
10
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
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