Works matching IS 09277099 AND DT 2022 AND VI 59 AND IP 1

Results: 17

Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 383, doi. 10.1007/s10614-021-10160-3

By:

Wang, Liang;
Xu, Tingjia

Publication type:

Article

Correction to: Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids.

Published in:

2022

By:

Schober, Peter;
Valentin, Julian;
Pflüger, Dirk

Publication type:

Correction Notice

The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China's Market.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 357, doi. 10.1007/s10614-021-10092-y

By:

Feng, Yun;
Li, Xin

Publication type:

Article

Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 325, doi. 10.1007/s10614-020-10084-4

By:

Yamamoto, Ryuichi

Publication type:

Article

Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 177, doi. 10.1007/s10614-020-10082-6

By:

Sephton, Peter S.

Publication type:

Article

Optimality Between Time of Estimation and Reliability of Model Results in the Monte Carlo Method: A Case for a CGE Model.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 151, doi. 10.1007/s10614-020-10080-8

By:

Tanaka, Tetsuji;
Guo, Jin;
Hiyama, Naruto;
Karapinar, Baris

Publication type:

Article

Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 263, doi. 10.1007/s10614-020-10078-2

By:

Smith, Matthew;
Alvarez, Francisco

Publication type:

Article

Economic Categorizing Based on DFT-induced Supervised Learning.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 125, doi. 10.1007/s10614-020-10076-4

By:

Chen, Ray-Ming

Publication type:

Article

Bayesian Analysis of Realized Matrix-Exponential GARCH Models.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 103, doi. 10.1007/s10614-020-10074-6

By:

Asai, Manabu;
McAleer, Michael

Publication type:

Article

Implementing Maximum Likelihood Estimation of Empirical Matching Models: MPEC versus NFXP.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 1, doi. 10.1007/s10614-020-10072-8

By:

Dong, Baiyu;
Hsieh, Yu-Wei;
Zhang, Xing

Publication type:

Article

Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 297, doi. 10.1007/s10614-020-10071-9

By:

Bansal, Pooja;
Mehra, Aparna;
Kumar, Sunil

Publication type:

Article

Connectedness in International Crude Oil Markets.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 227, doi. 10.1007/s10614-020-10068-4

By:

Bhanja, Niyati;
Nasreen, Samia;
Dar, Arif Billah;
Tiwari, Aviral Kumar

Publication type:

Article

Development of Intelligent Stock Trading System Using Pattern Independent Predictor and Turning Point Matrix.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 27, doi. 10.1007/s10614-020-10066-6

By:

Song, Yoojeong;
Lee, Jae Won;
Lee, Jongwoo

Publication type:

Article

Job Mobility and Wealth Inequality.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 1, doi. 10.1007/s10614-020-10064-8

By:

Applegate, J. M.;
Janssen, Marco A.

Publication type:

Article

Deep Learning Based Hybrid Computational Intelligence Models for Options Pricing.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 39, doi. 10.1007/s10614-020-10063-9

By:

Arin, Efe;
Ozbayoglu, A. Murat

Publication type:

Article

Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 59, doi. 10.1007/s10614-020-10062-w

By:

Otero, Jesús;
Panagiotidis, Theodore;
Papapanagiotou, Georgios

Publication type:

Article

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids.

Published in:

Computational Economics, 2022, v. 59, n. 1, p. 185, doi. 10.1007/s10614-020-10061-x

By:

Schober, Peter;
Valentin, Julian;
Pflüger, Dirk

Publication type:

Article