Narrow search
Showing 1 - 10 of 119
Cover Image
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha; Mehra, Aparna - In: Computational economics 53 (2019) 3, pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
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
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
Cover Image
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Cover Image
Stochastic process and data analysis
Ho, Diem (contributor) - 2007
Persistent link: https://www.econbiz.de/10003486440
Cover Image
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Cover Image
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller - In: Computational economics 35 (2010) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
Cover Image
A Benders decomposition method for solving stochastic complementarity problems with an application in energy
Gabriel, Steven A.; Fuller, J. David - In: Computational economics 35 (2010) 4, pp. 301-329
Persistent link: https://www.econbiz.de/10003992459
Cover Image
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel - In: Computational economics 31 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Cover Image
Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf - In: Computational economics 31 (2008) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10003612212