Narrow search
Showing 1 - 10 of 159
Cover Image
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing; Liang, Kun; Xia, Qiang; Zhang, Dabin - In: Computational economics 59 (2022) 3, pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Cover Image
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching - In: Computational economics 56 (2020) 2, pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Cover Image
R-squared-bootstrapping for Gegenbauer-type long memory
Xing, Yixun; Woodward, Wayne A. - In: Computational economics 57 (2021) 2, pp. 773-790
Persistent link: https://www.econbiz.de/10012486960
Cover Image
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima - In: Computational economics 53 (2019) 4, pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Cover Image
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Computational economics 57 (2021) 4, pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Cover Image
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465