Narrow search
Showing 1 - 10 of 80
Cover Image
A redefined variance inflation factor : overcoming the limitations of the variance inflation factor
Salmerón-Gómez, Román; García-García, Catalina B.; … - In: Computational economics 65 (2025) 1, pp. 337-363
Persistent link: https://www.econbiz.de/10015195768
Cover Image
Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Kang, Shuaimin; Liu, Guangying; Qi, Howard; Wang, Min - In: Computational economics 52 (2018) 2, pp. 459-477
Persistent link: https://www.econbiz.de/10012052960
Cover Image
Increment variance reduction techniques with an application to multi-name credit derivatives
Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Computational economics 55 (2020) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
Cover Image
An expanded Local Variance Gamma model
Carr, Peter; Itkin, Andrey - In: Computational economics 57 (2021) 4, pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Cover Image
Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum; Kim, Jeong-Hoon; Kim, See-Woo - In: Computational economics 57 (2021) 4, pp. 1059-1092
Persistent link: https://www.econbiz.de/10012543256
Cover Image
Streaming approach to quadratic covariation estimation using financial ultra-high-frequency data
Holý, Vladimír; Tomanová, Petra - In: Computational economics 62 (2023) 1, pp. 463-485
Persistent link: https://www.econbiz.de/10014327571
Cover Image
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten; Oleynik, Anna; Mazur, Stepan - In: Computational economics 63 (2024) 6, pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
Cover Image
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria; Righi, Marcelo Brutti - In: Computational economics 63 (2024) 1, pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Cover Image
Graphical methods, inductive causal inference, and econometrics : a literature review
Kwon, Dae-heum; Bessler, David A. - In: Computational economics 38 (2011) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10009236999
Cover Image
Heterogeneous computing in economics : a simplified approach
Dziubinski, Matt P.; Grassi, Stefano - In: Computational economics 43 (2014) 4, pp. 485-495
Persistent link: https://www.econbiz.de/10010396242