Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market.
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- 2018
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- Correction Notice
Works matching IS 09277099 AND DT 2018 AND VI 52 AND IP 1
Results: 14
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Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks.
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- Computational Economics, 2018, v. 52, n. 1, p. 275, doi. 10.1007/s10614-017-9676-6
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- Article
3
On the Allocation of Multiple Divisible Assets to Players with Different Utilities.
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- Computational Economics, 2018, v. 52, n. 1, p. 253, doi. 10.1007/s10614-017-9673-9
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- Article
4
An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory.
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- Computational Economics, 2018, v. 52, n. 1, p. 227, doi. 10.1007/s10614-017-9669-5
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- Publication type:
- Article
5
Decision Theory Matters for Financial Advice.
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- Computational Economics, 2018, v. 52, n. 1, p. 195, doi. 10.1007/s10614-017-9668-6
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- Publication type:
- Article
6
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors.
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- Computational Economics, 2018, v. 52, n. 1, p. 167, doi. 10.1007/s10614-017-9667-7
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- Publication type:
- Article
7
A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models.
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- Computational Economics, 2018, v. 52, n. 1, p. 145, doi. 10.1007/s10614-017-9666-8
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- Publication type:
- Article
8
An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming.
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- Computational Economics, 2018, v. 52, n. 1, p. 125, doi. 10.1007/s10614-017-9665-9
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- Publication type:
- Article
9
Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market.
- Published in:
- Computational Economics, 2018, v. 52, n. 1, p. 105, doi. 10.1007/s10614-017-9664-x
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- Publication type:
- Article
10
Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market.
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- Computational Economics, 2018, v. 52, n. 1, p. 79, doi. 10.1007/s10614-017-9662-z
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- Publication type:
- Article
11
Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall.
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- Computational Economics, 2018, v. 52, n. 1, p. 55, doi. 10.1007/s10614-017-9661-0
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- Publication type:
- Article
12
Can Efficiency of Returns Be Considered as a Pricing Factor?
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- Computational Economics, 2018, v. 52, n. 1, p. 25, doi. 10.1007/s10614-017-9647-y
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- Publication type:
- Article
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A Unique and Stable SeCure Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis.
- Published in:
- Computational Economics, 2018, v. 52, n. 1, p. 1, doi. 10.1007/s10614-017-9646-z
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- Publication type:
- Article
14
Programming Correlation Criteria with free CAS Software.
- Published in:
- Computational Economics, 2018, v. 52, n. 1, p. 299, doi. 10.1007/s10614-016-9604-1
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- Publication type:
- Article