A Wiener–Kolmogorov Filter for Seasonal Adjustment and the Cholesky Decomposition of a Toeplitz Matrix D. Stephen G. PollockEmi Mise OriginalPaper 04 May 2021 Pages: 913 - 933
A Bootstrap Method to Test Granger-Causality in the Frequency Domain Matteo FarnèAngela Montanari OriginalPaper Open access 05 June 2021 Pages: 935 - 966
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions Ranik Raaen WahlstrømFlorentina ParaschivMichael Schürle OriginalPaper Open access 15 April 2021 Pages: 967 - 1004
\(\ell _{1}\) Common Trend Filtering Hiroshi YamadaRuoyi Bao OriginalPaper Open access 11 April 2021 Pages: 1005 - 1025
Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models Yong ShiBo LiWei Dai OriginalPaper 26 April 2021 Pages: 1027 - 1068
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching Sha LinXin-Jiang He OriginalPaper 01 May 2021 Pages: 1069 - 1085
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach Ehsan BagheriSeyed Babak EbrahimiStelios Bekiros OriginalPaper 28 April 2021 Pages: 1087 - 1111
A Mellin Transform Approach to the Pricing of Options with Default Risk Sun-Yong ChoiSotheara VengJi-Hun Yoon OriginalPaper 26 April 2021 Pages: 1113 - 1134
Credit Scoring Model Based on HMM/Baum-Welch Method Badreddine BenyacoubSouad ElBernoussiMohamed Ouzineb OriginalPaper 10 June 2021 Pages: 1135 - 1154
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? Evangelos Vasileiou OriginalPaper 23 June 2021 Pages: 1155 - 1171
Correction to: Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? Evangelos Vasileiou Correction 03 September 2021 Pages: 1173 - 1173
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach Xiaobing ZhengKun LiangDabin Zhang OriginalPaper 12 July 2021 Pages: 1175 - 1201
Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach Shoukun JiaoWuyi Ye OriginalPaper 22 May 2021 Pages: 1203 - 1229
Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data Hyeongjun KimHoon ChoDoojin Ryu OriginalPaper 26 May 2021 Pages: 1231 - 1249
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization José CerdaNicolás Rojas-MoralesWerner Kristjanpoller OriginalPaper 13 May 2021 Pages: 1251 - 1275
