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Nonlinear bivariate comovements of asset prices : methodology, tests and applications
Corazza, Marco; Malliaris, Anastasios G.; Scalco, Elisa - In: Computational economics 35 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003934115
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940
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New procedures for testing whether stock price processes are martingales
Takeuchi, Keiichi; Akimichi, Takemura; Kumon, Masayuki - In: Computational economics 37 (2011) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008902941
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Imposing curvature and monotonicity on flexible functional forms : an efficient regional approach
Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron C. - In: Computational economics 36 (2010) 4, pp. 309-339
Persistent link: https://www.econbiz.de/10008903133
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Is price behavior scaling and multiscaling in a dealer market? : perspectives from multi-agent based experiments
He, Ling-yun - In: Computational economics 36 (2010) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10008903144
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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
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A long memory model with normal mixture GARCH
Cheung, Yin-Wong; Chung, Sang-Kuck - In: Computational economics 38 (2011) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009356868