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1
A smooth transition autoregressive model for matrix-variate time series
Bucci, Andrea
- In:
Computational economics
65
(
2025
)
1
,
pp. 429-458
Persistent link: https://www.econbiz.de/10015195772
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2
A novel ARMA type possibilistic fuzzy forecasting functions based on grey-wolf optimizer (ARMA-PFFs)
Tak, Nihat
- In:
Computational economics
59
(
2022
)
4
,
pp. 1539-1556
Persistent link: https://www.econbiz.de/10013261999
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3
Symbolic ARMA model analysis
Webb, Keith H.
;
Leemis, Lawrence M.
- In:
Computational economics
43
(
2014
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10010258811
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4
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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5
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
64
(
2024
)
3
,
pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
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6
Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos
;
Matías, José M.
; …
- In:
Computational economics
40
(
2012
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
Saved in:
7
Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert
- In:
Computational economics
45
(
2015
)
2
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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8
The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga
;
Emirmahmutoglu, Furkan
- In:
Computational economics
49
(
2017
)
4
,
pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
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9
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
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10
Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
Zhang, B.
;
Wang, J.
;
Zhang, W.
;
Wang, G. C.
- In:
Computational economics
56
(
2020
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10012272040
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