
International Journal of Computational Economics and Econometrics
2020 Vol.10 No.3
Pages | Title and author(s) |
209-221 | Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithmsYao-Tsung Chen; Hao-Qun Yang DOI: 10.1504/IJCEE.2020.108382 |
222-241 | Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set upGholamReza Keshavarz Haddad; Hadi Heidari DOI: 10.1504/IJCEE.2020.108384 |
242-263 | Stages and determinants of European Union small and medium sized firms' failure processAlexios Makropoulos; Charlie Weir; Xin Zhang DOI: 10.1504/IJCEE.2020.108389 |
264-290 | Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisisKonstantinos Gkillas; Christos Floros; Christoforos Konstantatos; Dimitrios I. Vortelinos DOI: 10.1504/IJCEE.2020.108390 |
291-307 | An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH modelsOuael El Jebari; Abdelati Hakmaoui DOI: 10.1504/IJCEE.2020.108392 |