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Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches

Bouker, Sawsen; Mansouri, Fayçal - In: Review of world economics 158 (2022) 2, pp. 615-711

Persistent link: https://www.econbiz.de/10014307166

NEURAL NETWORKS ARCHITECTURES FOR MODELING AND SIMULATION OF THE ECONOMY SYSTEM DYNAMICS

Tudoroiu, Nicolae; Chiru, Claudiu; Grigore, Manuela - In: Journal of Academic Research in Economics 1 (2009) 1 (June), pp. 93-116

This research work investigates the possibility to apply several neural network architectures for simulation and prediction of the dynamic behavior of the complex economic processes. Therefore we will explore different neural networks architectures to build several neural models of the complex...

Persistent link: https://www.econbiz.de/10008615262

First order conditions for the maximum likelihood estimation of an exact ARMA model

van der Leeuw, J.L. - Tilburg University, School of Economics and Management - 1993

Persistent link: https://www.econbiz.de/10011086868