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On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.; Than-Thi, Hong; Asai, Manabu - In: Computational economics 58 (2021) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
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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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Unemployment rate forecasting : a hybrid approach
Chakraborty, Tanujit; Chakraborty, Ashis Kumar; Biswas, … - In: Computational economics 57 (2021) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10012486888
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Functional fuzzy rule-based modeling for interval-valued data : an empirical application for exchange rates forecasting
Maciel, Leandro; Ballini, Rosangela - In: Computational economics 57 (2021) 2, pp. 743-771
Persistent link: https://www.econbiz.de/10012486958
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Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
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Using genetic algorithm and NARX neural network to forecast daily bitcoin price
Han, Jin-Bom; Kim, Sun-Hak; Jang, Myong-Hun; Ri, Kum-Sun - In: Computational economics 56 (2020) 2, pp. 337-353
Persistent link: https://www.econbiz.de/10012272036
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A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.; Peters, Gareth - In: Computational economics 56 (2020) 2, pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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Financial time series modeling and prediction using Postfix-GP
Dabhi, Vipul K.; Chaudhary, Sanjay - In: Computational economics 47 (2016) 2, pp. 219-253
Persistent link: https://www.econbiz.de/10011712338
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Forecasting US unemployment with radial basis neural networks, Kalman filters and support vector regressions
Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Computational economics 47 (2016) 4, pp. 569-587
Persistent link: https://www.econbiz.de/10011712477
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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528