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SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed; Péguin-Feissolle, Anne; Terraza, Michel - In: Computational economics 41 (2013) 2, pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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A new strategy for short-term stock investment using Bayesian approach
Tai Vo-Van; Ha Che-Ngoc; Nghiep Le-Dai; Thao Nguyen-Trang - In: Computational economics 59 (2022) 2, pp. 887-911
Persistent link: https://www.econbiz.de/10013169109
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A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; … - In: Computational economics 59 (2022) 3, pp. 967-1004
Persistent link: https://www.econbiz.de/10013169206
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Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos; Matías, José M.; … - In: Computational economics 40 (2012) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
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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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Forecasting financial returns volatility : a GARCH-SVR model
Sun, Hao; Yu, Bo - In: Computational economics 55 (2020) 2, pp. 451-471
Persistent link: https://www.econbiz.de/10012223641
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Computing the time-varying effects of investor attention in Islamic stock returns
Jawadi, Nabila; Jawadi, Fredj; Cheffou, Abdoulkarim Idi - In: Computational economics 56 (2020) 1, pp. 131-143
Persistent link: https://www.econbiz.de/10012272021