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~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~language:"bos"
~language:"eng"
~person:"Bekiros, Stelios"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Bekiros, Stelios
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Computational economics
International journal of theoretical and applied finance : IJTAF
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan
;
Ebrahimi, Seyed Babak
;
Mohammadi, Arman
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
Saved in:
3
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
4
Portfolio volatility spillover
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
Saved in:
5
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
Saved in:
6
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
7
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
8
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon
;
Yoon, Seong-min
;
Bekiros, Stelios
; …
- In:
Computational economics
56
(
2020
)
2
,
pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
Saved in:
9
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
10
Customer satisfaction prediction in the shipping industry with Hybrid Meta-heuristic approaches
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Matsatsinis, Nikolaos
- In:
Computational economics
54
(
2019
)
2
,
pp. 647-667
Persistent link: https://www.econbiz.de/10012134340
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