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A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar - In: Computational economics 60 (2022) 1, pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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Impact of climate variables change on the yield of wheat and rice crops in Iran (application of stochastic model based on Monte Carlo simulation)
Javadi, Akram; Ghahremanzadeh, Mohammad; Sassi, Maria; … - In: Computational economics 63 (2024) 3, pp. 983-1000
Persistent link: https://www.econbiz.de/10014546237
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Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
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Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi; Månsson, Kristofer; Sjölander, Pär - In: Computational economics 46 (2015) 4, pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
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Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
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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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Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.; Behrenz, Lars; Shukur, Ghazi - In: Computational economics 54 (2019) 1, pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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Enhancing quasi-Monte Carlo simulation by minimizing effective dimension for derivative pricing
Xiao, Ye; Wang, Xiaoqun - In: Computational economics 54 (2019) 1, pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
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Computing the substantial-gain-loss-ratio
Voelzke, Jan; Mentemeier, Sebastian - In: Computational economics 54 (2019) 2, pp. 613-624
Persistent link: https://www.econbiz.de/10012134335