Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 719, doi. 10.1007/s10614-020-09979-z
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2021 AND VI 57 AND IP 2
Results: 16
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Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 743, doi. 10.1007/s10614-020-09978-0
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- Publication type:
- Article
3
R-Squared-Bootstrapping for Gegenbauer-Type Long Memory.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 773, doi. 10.1007/s10614-020-09977-1
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- Publication type:
- Article
4
An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 693, doi. 10.1007/s10614-020-09976-2
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- Publication type:
- Article
5
Stationarity Statistics on Rolling Windows.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 655, doi. 10.1007/s10614-020-09974-4
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- Publication type:
- Article
6
A New Appraisal Model of Second-Hand Housing Prices in China's First-Tier Cities Based on Machine Learning Algorithms.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 617, doi. 10.1007/s10614-020-09973-5
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- Publication type:
- Article
7
Optimizing Algorithmic Strategies for Trading Bitcoin.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 639, doi. 10.1007/s10614-020-09972-6
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- Publication type:
- Article
8
Correction to: Robust Solutions to the Life-Cycle Consumption Problem.
- Published in:
- 2021
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- Publication type:
- Correction Notice
9
An Intelligent System for Insider Trading Identification in Chinese Security Market.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 593, doi. 10.1007/s10614-020-09970-8
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- Publication type:
- Article
10
The Success of the Deferred Acceptance Algorithm Under Heterogenous Preferences with Endogenous Aspirations.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 577, doi. 10.1007/s10614-020-09969-1
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- Publication type:
- Article
11
A Guide to Using the R Package "multiColl" for Detecting Multicollinearity.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 529, doi. 10.1007/s10614-019-09967-y
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- Publication type:
- Article
12
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 537, doi. 10.1007/s10614-019-09966-z
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- Publication type:
- Article
13
Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 503, doi. 10.1007/s10614-019-09965-0
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- Publication type:
- Article
14
Robust Solutions to the Life-Cycle Consumption Problem.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 481, doi. 10.1007/s10614-019-09964-1
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- Publication type:
- Article
15
Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 455, doi. 10.1007/s10614-019-09958-z
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- Publication type:
- Article
16
Leveraging Social Media to Predict Continuation and Reversal in Asset Prices.
- Published in:
- Computational Economics, 2021, v. 57, n. 2, p. 433, doi. 10.1007/s10614-019-09932-9
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- Publication type:
- Article