Option Valuation with Conditional Heteroskedastic Hidden Truncation Models.
- Published in:
- Computational Economics, 2024, v. 63, n. 6, p. 2585, doi. 10.1007/s10614-023-10480-6
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- Article
Works matching IS 09277099 AND DT 2024 AND VI 63 AND IP 6
Results: 17
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Kinetic Models for the Exchange of Production Factors in a Multi-agent Market.
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- Computational Economics, 2024, v. 63, n. 6, p. 2559, doi. 10.1007/s10614-023-10417-z
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- Article
3
From the East-European Regional Day-Ahead Markets to a Global Electricity Market.
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- Computational Economics, 2024, v. 63, n. 6, p. 2525, doi. 10.1007/s10614-023-10416-0
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- Article
4
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas.
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- Computational Economics, 2024, v. 63, n. 6, p. 2501, doi. 10.1007/s10614-023-10415-1
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- Article
5
Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model.
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- Computational Economics, 2024, v. 63, n. 6, p. 2435, doi. 10.1007/s10614-023-10412-4
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- Article
6
Weak aggregating specialist algorithm for online portfolio selection.
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- Computational Economics, 2024, v. 63, n. 6, p. 2405, doi. 10.1007/s10614-023-10411-5
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- Publication type:
- Article
7
A Novel Modified Binning and Logistics Regression to Handle Shifting in Credit Scoring.
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- Computational Economics, 2024, v. 63, n. 6, p. 2371, doi. 10.1007/s10614-023-10410-6
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- Article
8
Automation of the Individualized Investing Strategy for an Investment Advisor Established by a Semi-Markov Regime-Switching Model.
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- Computational Economics, 2024, v. 63, n. 6, p. 2351, doi. 10.1007/s10614-023-10409-z
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- Article
9
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation.
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- Computational Economics, 2024, v. 63, n. 6, p. 2325, doi. 10.1007/s10614-023-10407-1
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- Article
10
volatilityforecastingpackage: A Financial Volatility Package in Mathematica.
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- Computational Economics, 2024, v. 63, n. 6, p. 2307, doi. 10.1007/s10614-023-10406-2
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- Article
11
Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model.
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- Computational Economics, 2024, v. 63, n. 6, p. 2271, doi. 10.1007/s10614-023-10405-3
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- Article
12
Portfolio Selection with a Rank-Deficient Covariance Matrix.
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- Computational Economics, 2024, v. 63, n. 6, p. 2247, doi. 10.1007/s10614-023-10404-4
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- Article
13
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis.
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- Computational Economics, 2024, v. 63, n. 6, p. 2225, doi. 10.1007/s10614-023-10402-6
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- Article
14
Two-Stage Hybrid Feature Selection Approach Using Levy's Flight Based Chicken Swarm Optimization for Stock Market Forecasting.
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- Computational Economics, 2024, v. 63, n. 6, p. 2193, doi. 10.1007/s10614-023-10400-8
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- Article
15
M-Quantile Estimation for GARCH Models.
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- Computational Economics, 2024, v. 63, n. 6, p. 2175, doi. 10.1007/s10614-023-10398-z
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- Article
16
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches.
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- Computational Economics, 2024, v. 63, n. 6, p. 2139, doi. 10.1007/s10614-023-10397-0
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- Publication type:
- Article
17
The Environmental Consequences of Local Government Competition: Evidence from 209 Chinese Cities.
- Published in:
- Computational Economics, 2024, v. 63, n. 6, p. 2115, doi. 10.1007/s10614-023-10396-1
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- Article