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Debt portfolio management for an oil company under oil price uncertainty
Korotin, Vladimir; Ulchenkov, Arseniy; Islamov, Rustam - In: Computational economics 49 (2017) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10011757594
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A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del; Llorente, Guillermo; Rivero, Carlos - In: Computational economics 56 (2020) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
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Simulation solution to a two-dimensional mortgage refinancing problem
Xie, Dejun; Zhang, Nan; Edwards, David A. - In: Computational economics 52 (2018) 2, pp. 479-492
Persistent link: https://www.econbiz.de/10012052963
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Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
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Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing; Qin, Binbin; Xia, Qiang - In: Computational economics 63 (2024) 1, pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
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The cross-shareholding network and risk contagion from stochastic shocks : an investigation based on China’s market
Feng, Yun; Li, Xin - In: Computational economics 59 (2022) 1, pp. 357-381
Persistent link: https://www.econbiz.de/10013169012
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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 estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F. - In: Computational economics 57 (2021) 2, pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498
Persistent link: https://www.econbiz.de/10012223642