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~isPartOf:"Computational economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Time series analysis"
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91
Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying
;
Beaumont, Paul Michael
;
Ökten, Giray
- In:
Computational economics
52
(
2018
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
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92
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
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93
A hybrid metaheuristic for the efficient solution of GARCH with trend models
Uribe, Lourdes
;
Perea, Benjamin
;
Hernández del Valle, …
- In:
Computational economics
52
(
2018
)
1
,
pp. 145-166
Persistent link: https://www.econbiz.de/10012052926
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94
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos
;
Bekiros, Stelios
- In:
Computational economics
52
(
2018
)
2
,
pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
Saved in:
95
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:
96
A semi-parametric non-linear neural network filter : theory and empirical evidence
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 637-675
Persistent link: https://www.econbiz.de/10011963721
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97
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
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98
A practical approach to testing calibration strategies
Cao, Yongquan
;
Gordon, Grey
- In:
Computational economics
53
(
2019
)
3
,
pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
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99
On Jackknife-after-bootstrap method for dependent data
Beyaztas, Ufuk
;
Beyaztas, Beste H.
- In:
Computational economics
53
(
2019
)
4
,
pp. 1613-1632
Persistent link: https://www.econbiz.de/10012135579
Saved in:
100
Testing for periodic integration with a changing mean
Barrio Castro, Tomás del
;
Camarero Olivas, Mariam
; …
- In:
Computational economics
54
(
2019
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012134081
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