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~isPartOf:"Computational economics"
~person:"Chen, Cathy W. S."
~person:"Franses, Philip Hans"
~person:"Tsao, Chueh-Yung"
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Chen, Cathy W. S.
Franses, Philip Hans
Tsao, Chueh-Yung
Boubaker, Heni
5
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3
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Computational economics
Report / Econometric Institute, Erasmus University Rotterdam
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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
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Saved in:
4
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
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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