| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Bootstrap Method to Test Granger-Causality in the Frequency Domain
|
Farnè, Matteo
|
|
|
59 |
3 |
p. 935-966
|
article
|
| 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
|
article
|
| 3 |
A Mellin Transform Approach to the Pricing of Options with Default Risk
|
Choi, Sun-Yong
|
|
|
59 |
3 |
p. 1113-1134
|
article
|
| 4 |
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching
|
Lin, Sha
|
|
|
59 |
3 |
p. 1069-1085
|
article
|
| 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
|
article
|
| 6 |
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach
|
Zheng, Xiaobing
|
|
|
59 |
3 |
p. 1175-1201
|
article
|
| 7 |
ℓ1 Common Trend Filtering
|
Yamada, Hiroshi
|
|
|
59 |
3 |
p. 1005-1025
|
article
|
| 8 |
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data
|
Kim, Hyeongjun
|
|
|
59 |
3 |
p. 1231-1249
|
article
|
| 9 |
Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
|
Vasileiou, Evangelos
|
|
|
59 |
3 |
p. 1173
|
article
|
| 10 |
Credit Scoring Model Based on HMM/Baum-Welch Method
|
Benyacoub, Badreddine
|
|
|
59 |
3 |
p. 1135-1154
|
article
|
| 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
|
article
|
| 12 |
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization
|
Cerda, José
|
|
|
59 |
3 |
p. 1251-1275
|
article
|
| 13 |
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
|
Vasileiou, Evangelos
|
|
|
59 |
3 |
p. 1155-1171
|
article
|
| 14 |
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models
|
Shi, Yong
|
|
|
59 |
3 |
p. 1027-1068
|
article
|
| 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
|
article
|
Journal description