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Capturing the regime-switching and memory properties of interest rates
Xi, Xiaojing; Mamon, Rogemar - In: Computational economics 44 (2014) 3, pp. 307-337
Persistent link: https://www.econbiz.de/10010489078
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Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel; Battaglia, Francesco - In: Computational economics 48 (2016) 3, pp. 473-485
Persistent link: https://www.econbiz.de/10011712524
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Markov Regime-Switching in-mean model with tempered stable distribution
Shi, Yanlin; Feng, Lingbing; Fu, Tong - In: Computational economics 55 (2020) 4, pp. 1275-1299
Persistent link: https://www.econbiz.de/10012223722
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Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Computational economics 53 (2019) 2, pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465