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The spherical parametrisation for correlation matrices and its computational advantages
Lucchetti, Riccardo; Pedini, Luca - In: Computational economics 64 (2024) 2, pp. 1023-1046
Persistent link: https://www.econbiz.de/10015078073
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Entropy of graphs in financial markets
Nie, Chun-Xiao; Song, Fu-Tie - In: Computational economics 57 (2021) 4, pp. 1149-1166
Persistent link: https://www.econbiz.de/10012543268
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Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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Correlated at the tail : implications of asymmetric tail-dependence across Bitcoin markets
Bekiros, Stelios; Hedström, Axel; Jayasekera, Evgeniia; … - In: Computational economics 58 (2021) 4, pp. 1289-1299
Persistent link: https://www.econbiz.de/10012697920
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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
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Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin; Spånberg, Erik - In: Computational economics 55 (2020) 3, pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
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Estimating income distributions from grouped data : a minimum quantile distance approach
Spasova, Tsvetana - In: Computational economics 64 (2024) 4, pp. 2079-2096
Persistent link: https://www.econbiz.de/10015143992
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Estimation of models for stock returns
Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 6, pp. 3577-3616
Persistent link: https://www.econbiz.de/10015144254
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Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Huang, Chao; Lin, Jin-guan; Ren, Yan-yan - In: Computational economics 39 (2012) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10009513172
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Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel; Alvarez, Susana - In: Computational economics 40 (2012) 2, pp. 115-129
Persistent link: https://www.econbiz.de/10009627482