Narrow search
Showing 1 - 10 of 29
Cover Image
Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen; Hung, Mao-Wei; Huang, Jing-Bo - In: Computational economics 51 (2018) 2, pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
Cover Image
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Cover Image
The efficient frontier for weakly correlated assets
Best, Michael J.; Zhang, Xiliang - In: Computational economics 40 (2012) 4, pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
Cover Image
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Cover Image
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
Cover Image
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha; Mehra, Aparna - In: Computational economics 53 (2019) 3, pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
Cover Image
Forecasting financial returns volatility : a GARCH-SVR model
Sun, Hao; Yu, Bo - In: Computational economics 55 (2020) 2, pp. 451-471
Persistent link: https://www.econbiz.de/10012223641
Cover Image
Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode decomposition approach
Wang, Qunwei; Dai, Xingyu; Zhou, Dequn - In: Computational economics 55 (2020) 4, pp. 1117-1150
Persistent link: https://www.econbiz.de/10012223704
Cover Image
Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Maciel, Leandro; Gomide, Fernando; Ballini, Rosangela - In: Computational economics 48 (2016) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10011712504
Cover Image
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135