Narrow search
Showing 1 - 10 of 165
Cover Image
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel; Truchis, Gilles de - In: Computational economics 48 (2016) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Cover Image
A new neural network approach for predicting the volatility of stock market
Koo, Eunho; Kim, Geonwoo - In: Computational economics 61 (2023) 4, pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Cover Image
Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
Cover Image
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Cover Image
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
Cover Image
Multi-factor RFG-LSTM algorithm for stock sequence predicting
Su, Zhi; Xie, Heliang; Han, Lu - In: Computational economics 57 (2021) 4, pp. 1041-1058
Persistent link: https://www.econbiz.de/10012543252
Cover Image
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil; Sanyal, Manas K.; Jana, R. K. - In: Computational economics 57 (2021) 2, pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Cover Image
Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen; Yue, Ding; Wu, Xu; Gao, Wei - In: Computational economics 61 (2023) 2, pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Cover Image
Volatility interdependence between cryptocurrencies, equity, and bond markets
Harb, Etienne; Bassil, Charbel; Kassamany, Talie; Baz, … - In: Computational economics 63 (2024) 3, pp. 951-981
Persistent link: https://www.econbiz.de/10014546233
Cover Image
Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis
Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611
Persistent link: https://www.econbiz.de/10011478891