Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1687, doi. 10.1007/s10614-018-9835-4
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2019 AND VI 53 AND IP 4
Results: 21
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Possibilistic Moment Models for Multi-period Portfolio Selection with Fuzzy Returns.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1657, doi. 10.1007/s10614-018-9833-6
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- Publication type:
- Article
3
A Reply to Reaction on Kormilitsina (2013): "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach".
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1655, doi. 10.1007/s10614-018-9830-9
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- Publication type:
- Article
4
Solving Rational Expectations Models with Informational Subperiods: A Comment.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1649, doi. 10.1007/s10614-018-9829-2
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- Publication type:
- Article
5
On Jackknife-After-Bootstrap Method for Dependent Data.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1613, doi. 10.1007/s10614-018-9827-4
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- Publication type:
- Article
6
Developing a Risk-Based Approach for American Basket Option Pricing.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1593, doi. 10.1007/s10614-018-9826-5
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- Publication type:
- Article
7
Entropy Pooling with Discrete Weights in a Time-Dependent Setting.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1633, doi. 10.1007/s10614-018-9824-7
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- Publication type:
- Article
8
An Efficient Algorithm for Options Under Merton's Jump-Diffusion Model on Nonuniform Grids.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1565, doi. 10.1007/s10614-018-9823-8
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- Publication type:
- Article
9
A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1547, doi. 10.1007/s10614-018-9822-9
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- Publication type:
- Article
10
Monitoring the Impact of Economic Crisis on Crime in India Using Machine Learning.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1467, doi. 10.1007/s10614-018-9821-x
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- Publication type:
- Article
11
Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1509, doi. 10.1007/s10614-018-9820-y
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- Publication type:
- Article
12
Efficient Semi-Discretization Techniques for Pricing European and American Basket Options.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1487, doi. 10.1007/s10614-018-9819-4
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- Publication type:
- Article
13
Internal and External Cartel Stability: Numerical Solutions.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1451, doi. 10.1007/s10614-018-9818-5
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- Publication type:
- Article
14
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18.
- Published in:
- 2019
- By:
- Publication type:
- Book Review
15
The Likelihood of the Consistency of Collective Rankings Under Preferences Aggregation with Four Alternatives Using Scoring Rules: A General Formula and the Optimal Decision Rule.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1377, doi. 10.1007/s10614-018-9816-7
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- Publication type:
- Article
16
Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1421, doi. 10.1007/s10614-018-9815-8
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- Publication type:
- Article
17
Enhanced Predictive Models for Construction Costs: A Case Study of Turkish Mass Housing Sector.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1403, doi. 10.1007/s10614-018-9814-9
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- Publication type:
- Article
18
Programming Language Choices for Algo Traders: The Case of Pairs Trading.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1443, doi. 10.1007/s10614-018-9813-x
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- Publication type:
- Article
19
An Optimal Mortgage Refinancing Strategy with Stochastic Interest Rate.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1353, doi. 10.1007/s10614-018-9809-6
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- Publication type:
- Article
20
Risk: An R Package for Financial Risk Measures.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1337, doi. 10.1007/s10614-018-9806-9
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- Publication type:
- Article
21
An Integrated Approach to Forecasting Intermittent Demand for Electric Power Materials.
- Published in:
- Computational Economics, 2019, v. 53, n. 4, p. 1309, doi. 10.1007/s10614-018-9805-x
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- Publication type:
- Article