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1
Portfolio correlations in the bank-firm credit market of Japan
Luu, Duc Thi
- In:
Computational economics
60
(
2022
)
2
,
pp. 529-569
Persistent link: https://www.econbiz.de/10013380791
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2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
5
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
6
Entropy pooling with discrete weights in a time-dependent setting
Van der Schans, Martin
- In:
Computational economics
53
(
2019
)
4
,
pp. 1633-1647
Persistent link: https://www.econbiz.de/10012135580
Saved in:
7
Programming correlation criteria with free CAS software
Halkos, George E.
;
Tsilika, Kyriaki D.
- In:
Computational economics
52
(
2018
)
1
,
pp. 299-311
Persistent link: https://www.econbiz.de/10012052940
Saved in:
8
Sparse Bayesian variable selection with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun
;
Xiang, Ju
;
Shu, Lianjie
;
Yang, Hongqiang
- In:
Computational economics
51
(
2018
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10011963673
Saved in:
9
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:
10
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Computational economics
46
(
2015
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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