Business Strategy, Short-Term Debt, and Cost Stickiness.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1913, doi. 10.1007/s10614-024-10649-7
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2024 AND VI 64 AND IP 3
Results: 22
1
2
Correction to: Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction.
- Published in:
- 2024
- By:
- Publication type:
- Correction Notice
3
A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1857, doi. 10.1007/s10614-023-10514-z
- By:
- Publication type:
- Article
4
A Note on the Non-proportionality of Winning Probabilities in Bitcoin.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1697, doi. 10.1007/s10614-023-10503-2
- By:
- Publication type:
- Article
5
A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1837, doi. 10.1007/s10614-023-10501-4
- By:
- Publication type:
- Article
6
Correction to: Option Pricing Based on the Residual Neural Network.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1937, doi. 10.1007/s10614-023-10497-x
- By:
- Publication type:
- Article
7
Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of a Tunisian Islamic Bank.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1803, doi. 10.1007/s10614-023-10496-y
- By:
- Publication type:
- Article
8
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1665, doi. 10.1007/s10614-023-10494-0
- By:
- Publication type:
- Article
9
Computing Longitudinal Moments for Heterogeneous Agent Models.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1891, doi. 10.1007/s10614-023-10493-1
- By:
- Publication type:
- Article
10
Empirical Performance of an ESG Assets Portfolio from US Market.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1569, doi. 10.1007/s10614-023-10491-3
- By:
- Publication type:
- Article
11
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1775, doi. 10.1007/s10614-023-10490-4
- By:
- Publication type:
- Article
12
ARDL: An R Package for ARDL Models and Cointegration.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1757, doi. 10.1007/s10614-023-10487-z
- By:
- Publication type:
- Article
13
How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1489, doi. 10.1007/s10614-023-10485-1
- By:
- Publication type:
- Article
14
Exchange Rate Forecasting Based on Integration of Gated Recurrent Unit (GRU) and CBOE Volatility Index (VIX).
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1539, doi. 10.1007/s10614-023-10484-2
- By:
- Publication type:
- Article
15
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1507, doi. 10.1007/s10614-023-10483-3
- By:
- Publication type:
- Article
16
On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1463, doi. 10.1007/s10614-023-10482-4
- By:
- Publication type:
- Article
17
Stochastic Default Risk Estimation Evidence from the South African Financial Market.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1715, doi. 10.1007/s10614-023-10481-5
- By:
- Publication type:
- Article
18
Multiperiod Bankruptcy Prediction Models with Interpretable Single Models.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1357, doi. 10.1007/s10614-023-10479-z
- By:
- Publication type:
- Article
19
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1443, doi. 10.1007/s10614-023-10476-2
- By:
- Publication type:
- Article
20
Consumption Modelling Using Categorisation-Enhanced Mental Accounting.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1391, doi. 10.1007/s10614-023-10475-3
- By:
- Publication type:
- Article
21
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1639, doi. 10.1007/s10614-023-10464-6
- By:
- Publication type:
- Article
22
How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach.
- Published in:
- Computational Economics, 2024, v. 64, n. 3, p. 1315, doi. 10.1007/s10614-023-10462-8
- By:
- Publication type:
- Article