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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime
Naresh Kumar, M.; Rao, V. Sree Hari - In: Computational economics 46 (2015) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10011441045
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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
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Does capacity utilization predict inflation? : a wavelet based evidence from United States
Bahramian, Pejman; Saliminezhad, Andisheh - In: Computational economics 58 (2021) 4, pp. 1103-1125
Persistent link: https://www.econbiz.de/10012697888
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Computing the time-varying effects of investor attention in Islamic stock returns
Jawadi, Nabila; Jawadi, Fredj; Cheffou, Abdoulkarim Idi - In: Computational economics 56 (2020) 1, pp. 131-143
Persistent link: https://www.econbiz.de/10012272021
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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
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Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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Bayesian analysis of power-transformed and threshold GARCH models : a Griddy-Gibbs sampler approach
Xia, Qiang; Wong, Heung; Liu, Jinshan; Liang, Rubing - In: Computational economics 50 (2017) 3, pp. 353-372
Persistent link: https://www.econbiz.de/10011783316
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Optimal prediction periods for new and old volatility indexes in USA and German markets
Giner, Javier; Morini, Sandra; Rosillo, Rafael - In: Computational economics 47 (2016) 4, pp. 527-549
Persistent link: https://www.econbiz.de/10011712458
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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528