nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Bootstrap Method to Test Granger-Causality in the Frequency Domain
|
Farnè, Matteo |
|
|
59 |
3 |
p. 935-966 |
artikel |
2 |
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions
|
Wahlstrøm, Ranik Raaen |
|
|
59 |
3 |
p. 967-1004 |
artikel |
3 |
A Mellin Transform Approach to the Pricing of Options with Default Risk
|
Choi, Sun-Yong |
|
|
59 |
3 |
p. 1113-1134 |
artikel |
4 |
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching
|
Lin, Sha |
|
|
59 |
3 |
p. 1069-1085 |
artikel |
5 |
A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix
|
Pollock, D. Stephen G. |
|
|
59 |
3 |
p. 913-933 |
artikel |
6 |
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach
|
Zheng, Xiaobing |
|
|
59 |
3 |
p. 1175-1201 |
artikel |
7 |
ℓ1 Common Trend Filtering
|
Yamada, Hiroshi |
|
|
59 |
3 |
p. 1005-1025 |
artikel |
8 |
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data
|
Kim, Hyeongjun |
|
|
59 |
3 |
p. 1231-1249 |
artikel |
9 |
Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
|
Vasileiou, Evangelos |
|
|
59 |
3 |
p. 1173 |
artikel |
10 |
Credit Scoring Model Based on HMM/Baum-Welch Method
|
Benyacoub, Badreddine |
|
|
59 |
3 |
p. 1135-1154 |
artikel |
11 |
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach
|
Jiao, Shoukun |
|
|
59 |
3 |
p. 1203-1229 |
artikel |
12 |
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization
|
Cerda, José |
|
|
59 |
3 |
p. 1251-1275 |
artikel |
13 |
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
|
Vasileiou, Evangelos |
|
|
59 |
3 |
p. 1155-1171 |
artikel |
14 |
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models
|
Shi, Yong |
|
|
59 |
3 |
p. 1027-1068 |
artikel |
15 |
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach
|
Bagheri, Ehsan |
|
|
59 |
3 |
p. 1087-1111 |
artikel |