SABCEMM: A Simulator for Agent-Based Computational Economic Market Models.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 707, doi. 10.1007/s10614-019-09910-1
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2020 AND VI 55 AND IP 2
Results: 14
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Prediction of Unemployment Rates with Time Series and Machine Learning Techniques.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 673, doi. 10.1007/s10614-019-09908-9
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- Article
3
Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series.
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- Computational Economics, 2020, v. 55, n. 2, p. 653, doi. 10.1007/s10614-019-09907-w
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- Article
4
A Fitted Multi-point Flux Approximation Method for Pricing Two Options.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 597, doi. 10.1007/s10614-019-09906-x
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- Publication type:
- Article
5
Bayesian Inference of Local Projections with Roughness Penalty Priors.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 629, doi. 10.1007/s10614-019-09905-y
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- Publication type:
- Article
6
Approximating Walrasian Equilibria.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 577, doi. 10.1007/s10614-019-09904-z
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- Publication type:
- Article
7
Observation Driven Long Run Equilibria.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 551, doi. 10.1007/s10614-019-09903-0
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- Publication type:
- Article
8
Measuring CoVaR: An Empirical Comparison.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 511, doi. 10.1007/s10614-019-09901-2
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- Publication type:
- Article
9
Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 529, doi. 10.1007/s10614-019-09900-3
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- Publication type:
- Article
10
Robust Estimation of Finite Horizon Dynamic Economic Models.
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- Computational Economics, 2020, v. 55, n. 2, p. 499, doi. 10.1007/s10614-019-09898-8
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- Publication type:
- Article
11
Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 473, doi. 10.1007/s10614-019-09897-9
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- Publication type:
- Article
12
Forecasting Financial Returns Volatility: A GARCH-SVR Model.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 451, doi. 10.1007/s10614-019-09896-w
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- Publication type:
- Article
13
Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 407, doi. 10.1007/s10614-019-09891-1
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- Publication type:
- Article
14
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming.
- Published in:
- Computational Economics, 2020, v. 55, n. 2, p. 383, doi. 10.1007/s10614-013-9365-z
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- Publication type:
- Article