Volume 56, Issue 1

Search all Computational Economics articles

June 2020

Special Issue: Modelling Financial and Macroeconomic Time Series

Issue Editor:

Fredj Jawadi

13 articles in this issue

Introduction to Topics in Modelling Financial and Macroeconomic Time Series
Fredj Jawadi
EditorialNotes 01 July 2020 Pages: 1 - 3
Optimal Portfolio Choice Under Shadow Costs with Fixed Assets when Time-Horizon Is Uncertain
Mondher Bellalah
Detao Zhang
Panpan Zhang
OriginalPaper 28 May 2020 Pages: 5 - 20
Optimal Portfolio Positioning on Multiple Assets Under Ambiguity
Hachmi Ben Ameur
Mouna Boujelbène
Emna Triki
OriginalPaper 11 May 2019 Pages: 21 - 57
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping
Philip Hans Franses
Thomas Wiemann
OriginalPaper Open access 28 April 2020 Pages: 59 - 75
Conditional Correlation Demand Systems
Apostolos Serletis
Libo Xu
OriginalPaper 11 December 2018 Pages: 77 - 86
Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle
Mariam Camarero
Juan Sapena
Cecilio Tamarit
OriginalPaper 07 February 2019 Pages: 87 - 114
A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
Stephen G. Hall
Heather D. Gibson
Mike G. Tsionas
OriginalPaper Open access 19 December 2018 Pages: 115 - 130
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns
Nabila Jawadi
Fredj Jawadi
Abdoulkarim Idi Cheffou
OriginalPaper 19 May 2020 Pages: 131 - 143
OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems
V. Blueschke-Nikolaeva
D. Blueschke
R. Neck
OriginalPaper Open access 09 December 2019 Pages: 145 - 162
A Testing Procedure for Constant Parameters in Stochastic Volatility Models
Juan del Hoyo
Guillermo Llorente
Carlos Rivero
OriginalPaper 17 May 2019 Pages: 163 - 186
Predicting Extreme Financial Risks on Imbalanced Dataset: A Combined Kernel FCM and Kernel SMOTE Based SVM Classifier
Xun Huang
Cheng-Zhao Zhang
Jia Yuan
OriginalPaper 09 April 2020 Pages: 187 - 216
Technological Change and Catching-Up in the Indian Banking Sector: A Time-Dependent Nonparametric Frontier Approach
Sushanta Mallick
Aarti Rughoo
Wei Xu
OriginalPaper Open access 18 May 2020 Pages: 217 - 237
About Long-Term Cross-Currency Bermuda Swaption Pricing
Bünyamin Erkan
Jean-Luc Prigent
OriginalPaper 01 June 2019 Pages: 239 - 262

Volume 56, Issue 1

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