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Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.; Than-Thi, Hong; Asai, Manabu - In: Computational economics 58 (2021) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
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Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Computational economics 47 (2016) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
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Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren; Egrioglu, Erol; Tunc, Taner - In: Computational economics 61 (2023) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10014228419
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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni - In: Computational economics 43 (2014) 3, pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
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Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella - In: Computational economics 44 (2014) 3, pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
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Generating random optimising choices
Heufer, Jan - In: Computational economics 44 (2014) 3, pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
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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