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Non-cooperative Mode, Cost-Sharing Mode, or Cooperative Mode: Which is the Optimal Mode for Desertification Control?
Author: Sun, Jiayi; Tan, Deqing
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 3, pp. 975-1008. DOI: 10.1007/s10614-021-10128-3
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Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method
Author: Ni, Jian; Xu, Yue
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 35-55. DOI: 10.1007/s10614-021-10198-3
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Multivariate Regime Switching Model Estimation and Asset Allocation
Author: Zheng, Kai; Xu, Weidong; Zhang, Xili
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 165-196. DOI: 10.1007/s10614-021-10203-9
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DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
Author: Chib, Siddhartha; Shin, Minchul; Tan, Fei
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 69-111. DOI: 10.1007/s10614-021-10200-y
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Unfolding Beijing in a Hedonic Way
Author: Lin, Wei; Shi, Zhentao; Wang, Yishu; Yan, Ting Hin
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 317-340. DOI: 10.1007/s10614-021-10209-3
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Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR
Author: Deng, Xue; Liang, Ying
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 267-294. DOI: 10.1007/s10614-021-10207-5
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Diversification and Systemic Risk of Networks Holding Common Assets
Author: Huang, Yajing; Liu, Taoxiong
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 1, pp. 341-388. DOI: 10.1007/s10614-021-10211-9
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Pricing a Specific Equity Index Annuity in a Regime-Switching Levy Model with Jump
Author: Wang, Yayun
Journal: COMPUTATIONAL ECONOMICS. 2023; Vol. 61, Issue 3, pp. 1115-1135. DOI: 10.1007/s10614-022-10238-6