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~isPartOf:"Computational economics"
~subject:"Black-Scholes-Modell"
~subject:"Kausalanalyse"
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1
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
2
Does capacity utilization predict inflation? : a wavelet based evidence from United States
Bahramian, Pejman
;
Saliminezhad, Andisheh
- In:
Computational economics
58
(
2021
)
4
,
pp. 1103-1125
Persistent link: https://www.econbiz.de/10012697888
Saved in:
3
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
4
Wavelet multiresolution analysis of the liquidity effect and monetary neutrality
Habimana, Olivier
- In:
Computational economics
53
(
2019
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10012134542
Saved in:
5
Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Aloui, Chaker
;
Jammazi, Rania
;
Ben Hamida, Hela
- In:
Computational economics
52
(
2018
)
2
,
pp. 603-626
Persistent link: https://www.econbiz.de/10012053011
Saved in:
6
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
7
Causality in continuous wavelet transform without spectral matrix factorization : theory and application
Olayeni, Olaolu Richard
- In:
Computational economics
47
(
2016
)
3
,
pp. 321-340
Persistent link: https://www.econbiz.de/10011712373
Saved in:
8
On the historical exchange rates Euro/US Dollar
Vadillo, Fernando
- In:
Computational economics
48
(
2016
)
3
,
pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
Saved in:
9
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
Saved in:
10
A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman
;
Pomenkova, Jitka
;
Kapounek, Svatopluk
- In:
Computational economics
44
(
2014
)
4
,
pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
Saved in:
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