Narrow search
Showing 1 - 6 of 6
Cover Image
Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
Brooks, Chris; Rew, Alistair G. - In: Computational economics 20 (2002) 3, pp. 157-176
Persistent link: https://www.econbiz.de/10007035897
Cover Image
Chaos in Foreign Exchange Markets: A Sceptical View
Brooks, Chris - In: Computational economics 11 (1998) 3, pp. 265-282
Persistent link: https://www.econbiz.de/10007063943
Cover Image
The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test
Brooks, Chris; Heravi, Saeed M. - In: Computational economics 13 (1999) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10007057773
Cover Image
Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets
Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10010258818
Cover Image
Spatial interaction model of credit risk contagion in the CRT market
Chen, Tingqiang; Li, Xindan; Wang, Jining - In: Computational economics 46 (2015) 4, pp. 519-537
Persistent link: https://www.econbiz.de/10011478505
Cover Image
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao; Azencott, Robert; Zhu, Hongliang; Li, Xindan - In: Computational economics 63 (2024) 4, pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027