1. A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems

   • Christelle Dleuna Nyoumbi
   • Antoine Tambue

   OriginalPaper Open access 24 September 2021 Pages: 1 - 34

   

2. Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method

   • Jian Ni
   • Yue Xu

   OriginalPaper 27 September 2021 Pages: 35 - 55

   

3. A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System

   • Aman Gupta
   • Cyril Shaju
   • Kamal

   OriginalPaper 05 October 2021 Pages: 57 - 68

   

4. DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

   • Siddhartha Chib
   • Minchul Shin
   • Fei Tan

   OriginalPaper 13 October 2021 Pages: 69 - 111

   

5. Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics

   • Kashif Zia
   • Umar Farooq
   • Sakeena Al Ajmi

   OriginalPaper 18 October 2021 Pages: 113 - 137

   

6. Multivariate Picture Fuzzy Time Series: New Definitions and a New Forecasting Method Based on Pi-Sigma Artificial Neural Network

   • Eren Bas
   • Erol Egrioglu
   • Taner Tunc

   OriginalPaper 29 September 2021 Pages: 139 - 164

   

7. Multivariate Regime Switching Model Estimation and Asset Allocation

   • Kai Zheng
   • Weidong Xu
   • Xili Zhang

   OriginalPaper 30 September 2021 Pages: 165 - 196

   

8. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach

   • Awatef Ourir
   • Elie Bouri
   • Essahbi Essaadi

   OriginalPaper 02 October 2021 Pages: 197 - 231

   

9. Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing

   • Tolga Omay
   • Perihan Iren

   OriginalPaper 01 November 2021 Pages: 233 - 265

   

10. Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR

    • Xue Deng
    • Ying Liang

    OriginalPaper 03 November 2021 Pages: 267 - 294

    

11. An Application of the IFM Method for the Risk Assessment of Financial Instruments

    • Adrià Pons
    • Eduard Cristobal-Fransi
    • Jordi Vilaplana

    OriginalPaper Open access 13 October 2021 Pages: 295 - 315

    

12. Unfolding Beijing in a Hedonic Way

    • Wei Lin
    • Zhentao Shi
    • Ting Hin Yan

    OriginalPaper 28 October 2021 Pages: 317 - 340

    

13. Diversification and Systemic Risk of Networks Holding Common Assets

    • Yajing Huang
    • Taoxiong Liu

    OriginalPaper 06 November 2021 Pages: 341 - 388

    

14. Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?

    • Dalia Mansour-Ibrahim

    OriginalPaper 30 January 2022 Pages: 389 - 427

    

15. A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model

    • Youngin Yoon
    • Jeong-Hoon Kim

    OriginalPaper 27 November 2021 Pages: 429 - 450

    

16. Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression

    • Petra P. Šimović
    • Claire Y. T. Chen
    • Edward W. Sun

    OriginalPaper 10 June 2022 Pages: 451 - 485