| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A General and Efficient Method for Solving Regime-Switching DSGE Models
|
Albertini, Julien
|
|
|
64 |
6 |
p. 3645-3682
|
artikel
|
| 2 |
Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators
|
Das, Nabanita
|
|
|
64 |
6 |
p. 3407-3446
|
artikel
|
| 3 |
Engineering Optimal Cooperation Levels with Prosocial Autonomous Agents in Hybrid Human-Agent Populations: An Agent-Based Modeling Approach
|
Guo, Tian
|
|
|
64 |
6 |
p. 3317-3331
|
artikel
|
| 4 |
Estimation of Models for Stock Returns
|
Nadarajah, Saralees
|
|
|
64 |
6 |
p. 3577-3616
|
artikel
|
| 5 |
Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context
|
Cheng, Jie
|
|
|
64 |
6 |
p. 3617-3643
|
artikel
|
| 6 |
Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War
|
Hamouda, Foued
|
|
|
64 |
6 |
p. 3555-3576
|
artikel
|
| 7 |
Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach
|
Ekinci, Aykut
|
|
|
64 |
6 |
p. 3161-3179
|
artikel
|
| 8 |
Forecasting House Prices through Credit Conditions: A Bayesian Approach
|
van der Drift, Rosa
|
|
|
64 |
6 |
p. 3381-3405
|
artikel
|
| 9 |
Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
|
Chen, Cathy W. S.
|
|
|
64 |
6 |
p. 3447-3471
|
artikel
|
| 10 |
Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
|
Caporale, Guglielmo Maria
|
|
|
64 |
6 |
p. 3543-3553
|
artikel
|
| 11 |
Market Ecology: Trading Strategies and Market Volatility
|
Xing, Kun
|
|
|
64 |
6 |
p. 3333-3351
|
artikel
|
| 12 |
Monetary Policy and the Evolution of Wealth Disparity: An Assessment Using US Survey of Consumer Finance Data
|
Parker, Damien Nicholas
|
|
|
64 |
6 |
p. 3509-3541
|
artikel
|
| 13 |
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error
|
Yadav, Deepak Kumar
|
|
|
64 |
6 |
p. 3353-3379
|
artikel
|
| 14 |
Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection
|
Singh, Priya
|
|
|
64 |
6 |
p. 3683-3712
|
artikel
|
| 15 |
Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method
|
Zhang, Yanbo
|
|
|
64 |
6 |
p. 3243-3278
|
artikel
|
| 16 |
Recalculate Without Recomputing
|
Dias Curto, José
|
|
|
64 |
6 |
p. 3279-3294
|
artikel
|
| 17 |
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach
|
Rao, Amar
|
|
|
64 |
6 |
p. 3295-3315
|
artikel
|
| 18 |
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test
|
Wang, Zhenxin
|
|
|
64 |
6 |
p. 3181-3205
|
artikel
|
| 19 |
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets
|
Hu, Wenbin
|
|
|
64 |
6 |
p. 3473-3507
|
artikel
|
| 20 |
Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets
|
Mensi, Walid
|
|
|
64 |
6 |
p. 3207-3242
|
artikel
|
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