International Journal of Computational Economics and Econometrics (IJCEE)

International Journal of Computational Economics and Econometrics

2020 Vol.10 No.3


Pages Title and author(s)
209-221Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Yao-Tsung Chen; Hao-Qun Yang
DOI: 10.1504/IJCEE.2020.108382
222-241Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up
GholamReza Keshavarz Haddad; Hadi Heidari
DOI: 10.1504/IJCEE.2020.108384
242-263Stages and determinants of European Union small and medium sized firms' failure process
Alexios Makropoulos; Charlie Weir; Xin Zhang
DOI: 10.1504/IJCEE.2020.108389
264-290Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
Konstantinos Gkillas; Christos Floros; Christoforos Konstantatos; Dimitrios I. Vortelinos
DOI: 10.1504/IJCEE.2020.108390
291-307An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH models
Ouael El Jebari; Abdelati Hakmaoui
DOI: 10.1504/IJCEE.2020.108392