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~accessRights:"restricted"
~isPartOf:"Computational economics"
~language:"eng"
~language:"est"
~person:"Caporale, Guglielmo Maria"
~person:"Edwards, David A."
~person:"Färe, Rolf"
~person:"Kristjanpoller Rodríguez, Werner"
~person:"Mukherjee, Arijit"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
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Börsenkurs
Estimation
Kapitaleinkommen
Schätzung
Theory
United States
Theorie
6
Exchange rate
2
Hypothek
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Mortgage
2
Refinancing
2
Refinanzierung
2
Time series analysis
2
Trading strategy
2
Volatility
2
Volatilität
2
Wechselkurs
2
Zeitreihenanalyse
2
Algorithm
1
Algorithmus
1
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1
Ant colony optimization
1
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1
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Data envelopment analysis
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Caporale, Guglielmo Maria
Edwards, David A.
Färe, Rolf
Kristjanpoller Rodríguez, Werner
Mukherjee, Arijit
Tsionas, Efthymios G.
Jawadi, Fredj
5
Chen, Wei
4
Halkos, George E.
4
Prigent, Jean-Luc
4
Boubaker, Heni
3
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Fabozzi, Frank J.
3
Ftiti, Zied
3
Hespeler, Frank
3
Nadarajah, Saralees
3
Sun, Edward W.
3
Tsilika, Kyriaki D.
3
Afuecheta, Emmanuel
2
Alfarano, Simone
2
Avdoulas, Christos
2
Bekiros, Stelios
2
Brorsen, B. Wade
2
Camarero Olivas, Mariam
2
Cao, Yunfei
2
Ceffer, Attila
2
Chen, Muyan
2
Chen, Ting-Hsuan
2
Chen, Yi-Ting
2
Ching, Wai Ki
2
Egrioglu, Erol
2
Gil-Alaña, Luis A.
2
Gkonkas, Periklēs
2
Gu, Jia-Wen
2
Gupta, Rangan
2
Heinrich, Torsten
2
Huang, Weihong
2
Huang, Ya-Chi
2
Kormilitsina, Anna
2
Lazebnik, Teddy
2
Li, Bo
2
Li, Handong
2
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Computational economics
European journal of operational research : EJOR
27
Economics letters
14
International journal of production economics
6
International review of economics & finance : IREF
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
Finance research letters
5
Journal of econometrics
5
Omega : the international journal of management science
5
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Economic modelling
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of hospitality management
3
Journal of economic dynamics & control
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
The Manchester School
3
Tourism management : research, policies, practice
3
Applied economics
2
China economic review : an international journal
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
Financial markets and portfolio management
2
Journal of banking & finance
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of institutional and theoretical economics : JITE
2
Socio-economic planning sciences : the international journal of public sector decision-making
2
The B.E. journal of theoretical economics
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Applied economics letters
1
British journal of management : BJM
1
Bulletin of economic research
1
China economic review
1
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ECONIS (ZBW)
8
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date (oldest first)
1
High frequency and dynamic pairs trading with ant colony optimization
Cerda, José
;
Rojas-Morales, Nicolás
;
Minutolo, Marcel C.
- In:
Computational economics
59
(
2022
)
3
,
pp. 1251-1275
Persistent link: https://www.econbiz.de/10013169355
Saved in:
2
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
3
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola
;
Antognini, Jonathan
;
Kristjanpoller …
- In:
Computational economics
54
(
2019
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Saved in:
4
An optimal mortgage refinancing strategy with stochastic interest rate
Wu, Xiaoxia
;
Xie, Dejun
;
Edwards, David A.
- In:
Computational economics
53
(
2019
)
4
,
pp. 1353-1375
Persistent link: https://www.econbiz.de/10012135162
Saved in:
5
A semi-parametric non-linear neural network filter : theory and empirical evidence
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 637-675
Persistent link: https://www.econbiz.de/10011963721
Saved in:
6
Simulation solution to a two-dimensional mortgage refinancing problem
Xie, Dejun
;
Zhang, Nan
;
Edwards, David A.
- In:
Computational economics
52
(
2018
)
2
,
pp. 479-492
Persistent link: https://www.econbiz.de/10012052963
Saved in:
7
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
8
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
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