A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure Jeff StephensonBruce VanstoneTobias Hahn OriginalPaper 04 April 2020 Pages: 943 - 964
A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns Kuang-Liang Chang OriginalPaper 13 April 2020 Pages: 965 - 999
Reinforcement Learning in a Cournot Oligopoly Model Junyi Xu OriginalPaper 27 April 2020 Pages: 1001 - 1024
Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model Qixuan LuoYu ShiHandong Li OriginalPaper 02 May 2020 Pages: 1025 - 1049
A Computational Approach to Uncovering Economic Growth Factors Mohsen Ahmadi OriginalPaper 09 May 2020 Pages: 1051 - 1076
Trust and Social Control: Sources of Cooperation, Performance, and Stability in Informal Value Transfer Systems Claudius GräbnerWolfram ElsnerAlex Lascaux OriginalPaper Open access 20 May 2020 Pages: 1077 - 1102
Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States Pejman BahramianAndisheh Saliminezhad OriginalPaper 21 May 2020 Pages: 1103 - 1125
Implementing Convex Optimization in R: Two Econometric Examples Zhan GaoZhentao Shi BriefCommunication 02 June 2020 Pages: 1127 - 1135
Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay Steven M. RamseyJason S. Bergtold OriginalPaper 06 June 2020 Pages: 1137 - 1165
A Statistical Analysis of Global Economies Using Time Varying Copulas Emmanuel AfuechetaSaralees NadarajahStephen Chan OriginalPaper 09 June 2020 Pages: 1167 - 1194
The \(\alpha\)-Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions Han YangMing-hui WangNan-jing Huang OriginalPaper 09 June 2020 Pages: 1195 - 1224
A Time Series Framework for Pricing Guaranteed Lifelong Withdrawal Benefit Nitu SharmaS. DharmarajaViswanathan Arunachalam OriginalPaper 18 June 2020 Pages: 1225 - 1261
Matlab, Python, Julia: What to Choose in Economics? Chase ColemanSpencer LyonSerguei Maliar OriginalPaper 26 June 2020 Pages: 1263 - 1288
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets Stelios BekirosAxel HedströmGazi Salah Uddin OriginalPaper 16 October 2020 Pages: 1289 - 1299
Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach George HalkosShunsuke ManagiKyriaki Tsilika OriginalPaper 20 October 2020 Pages: 1301 - 1346
