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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
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CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader; Tiwari, Aviral Kumar - In: Computational economics 61 (2023) 2, pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
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Yield curve and recession forecasting in a Machine Learning framework
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Computational economics 45 (2015) 4, pp. 635-645
Persistent link: https://www.econbiz.de/10011440977
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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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Forecasting crude oil prices : a comparison between artificial neural networks and vector autoregressive models
Ramyar, Sepehr; Kianfar, Farhad - In: Computational economics 53 (2019) 2, pp. 743-761
Persistent link: https://www.econbiz.de/10012134859
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Evolutionary computation for macroeconomic forecasting
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Computational economics 53 (2019) 2, pp. 833-849
Persistent link: https://www.econbiz.de/10012134879
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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
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Optimal prediction periods for new and old volatility indexes in USA and German markets
Giner, Javier; Morini, Sandra; Rosillo, Rafael - In: Computational economics 47 (2016) 4, pp. 527-549
Persistent link: https://www.econbiz.de/10011712458
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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
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Carbon price analysis using empirical mode decomposition
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: Computational economics 45 (2015) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10011325724