Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
- Published in:
- 2022
- By:
- Publication type:
- Correction Notice
Works matching IS 09277099 AND DT 2022 AND VI 59 AND IP 3
Results: 15
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High Frequency and Dynamic Pairs Trading with Ant Colony Optimization.
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- Computational Economics, 2022, v. 59, n. 3, p. 1251, doi. 10.1007/s10614-021-10129-2
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- Publication type:
- Article
3
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data.
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- Computational Economics, 2022, v. 59, n. 3, p. 1231, doi. 10.1007/s10614-021-10126-5
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- Article
4
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach.
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- Computational Economics, 2022, v. 59, n. 3, p. 1203, doi. 10.1007/s10614-021-10125-6
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- Article
5
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach.
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- Computational Economics, 2022, v. 59, n. 3, p. 1175, doi. 10.1007/s10614-021-10124-7
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- Publication type:
- Article
6
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
- Published in:
- Computational Economics, 2022, v. 59, n. 3, p. 1155, doi. 10.1007/s10614-021-10123-8
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- Publication type:
- Article
7
Credit Scoring Model Based on HMM/Baum-Welch Method.
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- Computational Economics, 2022, v. 59, n. 3, p. 1135, doi. 10.1007/s10614-021-10122-9
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- Publication type:
- Article
8
A Mellin Transform Approach to the Pricing of Options with Default Risk.
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- Computational Economics, 2022, v. 59, n. 3, p. 1113, doi. 10.1007/s10614-021-10121-w
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- Publication type:
- Article
9
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach.
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- Computational Economics, 2022, v. 59, n. 3, p. 1087, doi. 10.1007/s10614-021-10120-x
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- Publication type:
- Article
10
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching.
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- Computational Economics, 2022, v. 59, n. 3, p. 1069, doi. 10.1007/s10614-021-10117-6
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- Publication type:
- Article
11
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models.
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- Computational Economics, 2022, v. 59, n. 3, p. 1027, doi. 10.1007/s10614-021-10116-7
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- Publication type:
- Article
12
ℓ1 Common Trend Filtering.
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- Computational Economics, 2022, v. 59, n. 3, p. 1005, doi. 10.1007/s10614-021-10114-9
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- Publication type:
- Article
13
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions.
- Published in:
- Computational Economics, 2022, v. 59, n. 3, p. 967, doi. 10.1007/s10614-021-10113-w
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- Publication type:
- Article
14
A Bootstrap Method to Test Granger-Causality in the Frequency Domain.
- Published in:
- Computational Economics, 2022, v. 59, n. 3, p. 935, doi. 10.1007/s10614-021-10112-x
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- Publication type:
- Article
15
A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix.
- Published in:
- Computational Economics, 2022, v. 59, n. 3, p. 913, doi. 10.1007/s10614-020-10087-1
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- Publication type:
- Article