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Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
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Technical trading behaviour : evidence from Chinese rebar futures market
Liu, Guanqing - In: Computational economics 54 (2019) 2, pp. 669-704
Persistent link: https://www.econbiz.de/10012134342
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ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.; Mourtas, Spyridon D. - In: Computational economics 56 (2020) 4, pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
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The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan; Ebrahimi, Seyed Babak; Mohammadi, Arman; … - In: Computational economics 59 (2022) 3, pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
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Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun; Ye, Wuyi - In: Computational economics 59 (2022) 3, pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
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Investment index construction from information propagation based on transfer entropy
Toriumi, Fujio; Komura, Kazuki - In: Computational economics 51 (2018) 1, pp. 159-172
Persistent link: https://www.econbiz.de/10011963606
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Indexing of technical change in aggregated data
Kvamsdal, Sturla Furunes - In: Computational economics 53 (2019) 3, pp. 901-920
Persistent link: https://www.econbiz.de/10012135102
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Indexing of technical change in aggregated data
Kvamsdal, Sturla Furunes - In: Computational economics 53 (2019) 3, pp. 901-920
Persistent link: https://www.econbiz.de/10012134906
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Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - In: Computational economics 35 (2010) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
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Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.; Siu, Tak Kuen - In: Computational economics 31 (2008) 3, pp. 255-288
Persistent link: https://www.econbiz.de/10003691910