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Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Computational economics 59 (2022) 1, pp. 325-356
Persistent link: https://www.econbiz.de/10013169009
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An automated investing method for stock market based on multiobjective genetic programming
Pimenta, Alexandre; Nametala, Ciniro A. L.; Guimarães, … - In: Computational economics 52 (2018) 1, pp. 125-144
Persistent link: https://www.econbiz.de/10012052925
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A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A. - In: Computational economics 63 (2024) 2, pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
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Dynamics and structure of the 30 largest North American companies
Brida, Juan Gabriel; Risso, Wiston Adrián - In: Computational economics 35 (2010) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10003934141
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
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Seasonal nonlinear long memory model for the US inflation rates
Ajmi, Ahdi Noomen; Nasr, Adnen Ben; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10003691897
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A long memory model with normal mixture GARCH
Cheung, Yin-Wong; Chung, Sang-Kuck - In: Computational economics 38 (2011) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009356868