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Symbolic ARMA model analysis
Webb, Keith H.; Leemis, Lawrence M. - In: Computational economics 43 (2014) 3, pp. 313-330
Persistent link: https://www.econbiz.de/10010258811
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The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437100
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A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.; Peters, Gareth - In: Computational economics 56 (2020) 2, pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models
Saidane, Mohamed; Lavergne, Christian - In: Computational economics 34 (2009) 4, pp. 323-364
Persistent link: https://www.econbiz.de/10003894935
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A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie; Zhang, Chiping - In: Computational economics 55 (2020) 3, pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
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On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel; Battaglia, Francesco - In: Computational economics 48 (2016) 3, pp. 473-485
Persistent link: https://www.econbiz.de/10011712524
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Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid - In: Computational economics 63 (2024) 6, pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520