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Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.; Xia, Yingcun - In: Journal of econometrics 229 (2022) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
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Quantile regression methods for first-price auctions
Sanches, Nathalie Gimenes; Guerre, Emmanuel - In: Journal of econometrics 226 (2022) 2, pp. 224-247
Persistent link: https://www.econbiz.de/10013461523
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On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro; Cerchiello, Paola; Mertzanis, Charilaos - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
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Black-box acceleration of monotone convex program solvers
London, Palma; Vardi, Shai; Eghbali, Reza; Wierman, Adam - In: Operations research 72 (2024) 2, pp. 796-815
Persistent link: https://www.econbiz.de/10014520986
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - In: The econometrics journal 27 (2024) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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Evolutionary multi-objective design of autoencoders for compact representation of histopathology whole slide images
Zaman Farsa, Davood; Rahnamayan, Shahryar; Bidgoli, … - In: Computers & operations research : an international journal 162 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014560612
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Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao; Wang, Xiaoqun - In: Computational economics 62 (2023) 1, pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - 2023
Persistent link: https://www.econbiz.de/10014248988
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Bayesian state space models in macroeconometrics
Chan, Joshua; Strachan, Rodney W. - In: Journal of economic surveys 37 (2023) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10014287769
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Diverse feature extraction techniques in internet search query to forecast tourism demand : an in-depth comparison
Hu, Tao; Wang, Haiyan; Law, Rob; Geng, Juan - In: Tourism management perspectives : TMP 47 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014318813