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~isPartOf:"Computational economics"
~person:"Chen, Cathy W. S."
~person:"Franses, Philip Hans"
~person:"Sun, Edward W."
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Zeitreihenanalyse
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Chen, Cathy W. S.
Franses, Philip Hans
Sun, Edward W.
Boubaker, Heni
5
Gupta, Rangan
3
Jawadi, Fredj
3
Omay, Tolga
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Computational economics
Report / Econometric Institute, Erasmus University Rotterdam
30
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
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Discussion paper / Department of Economics, University of California San Diego
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ERIM report series research in management
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Journal of economic surveys
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Advanced texts in econometrics
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Applied economics
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EUI working paper / ECO
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IHS economics series : working paper
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Reihe Ökonomie
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The economic journal : the journal of the Royal Economic Society
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Discussion paper / Center for Economic Research, Tilburg University
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Economics, statistics and mathematical economics
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
2
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
3
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
4
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
5
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
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