A Novel High Dimensional Fitted Scheme for Stochastic Optimal Control Problems Christelle Dleuna NyoumbiAntoine Tambue OriginalPaper Open access 24 September 2021 Pages: 1 - 34
Forecasting the Dynamic Correlation of Stock Indices Based on Deep Learning Method Jian NiYue Xu OriginalPaper 27 September 2021 Pages: 35 - 55
A Study of the International Stock Market Behavior During COVID-19 Pandemic Using a Driven Iterated Function System Aman GuptaCyril ShajuKamal OriginalPaper 05 October 2021 Pages: 57 - 68
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors Siddhartha ChibMinchul ShinFei Tan OriginalPaper 13 October 2021 Pages: 69 - 111
Finding the Impact of Market Visibility and Monopoly on Wealth Distribution and Poverty Using Computational Economics Kashif ZiaUmar FarooqSakeena Al Ajmi OriginalPaper 18 October 2021 Pages: 113 - 137
Multivariate Picture Fuzzy Time Series: New Definitions and a New Forecasting Method Based on Pi-Sigma Artificial Neural Network Eren BasErol EgriogluTaner Tunc OriginalPaper 29 September 2021 Pages: 139 - 164
Multivariate Regime Switching Model Estimation and Asset Allocation Kai ZhengWeidong XuXili Zhang OriginalPaper 30 September 2021 Pages: 165 - 196
Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach Awatef OurirElie BouriEssahbi Essaadi OriginalPaper 02 October 2021 Pages: 197 - 231
Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing Tolga OmayPerihan Iren OriginalPaper 01 November 2021 Pages: 233 - 265
Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR Xue DengYing Liang OriginalPaper 03 November 2021 Pages: 267 - 294
An Application of the IFM Method for the Risk Assessment of Financial Instruments Adrià PonsEduard Cristobal-FransiJordi Vilaplana OriginalPaper Open access 13 October 2021 Pages: 295 - 315
Unfolding Beijing in a Hedonic Way Wei LinZhentao ShiTing Hin Yan OriginalPaper 28 October 2021 Pages: 317 - 340
Diversification and Systemic Risk of Networks Holding Common Assets Yajing HuangTaoxiong Liu OriginalPaper 06 November 2021 Pages: 341 - 388
Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency? Dalia Mansour-Ibrahim OriginalPaper 30 January 2022 Pages: 389 - 427
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model Youngin YoonJeong-Hoon Kim OriginalPaper 27 November 2021 Pages: 429 - 450
Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression Petra P. ŠimovićClaire Y. T. ChenEdward W. Sun OriginalPaper 10 June 2022 Pages: 451 - 485