Computational Economics

Article	Citations
An Automated Market Maker Algorithm for Fixed-Rate Trading with Flexible Maturities	133
Estimation of Models for Stock Returns	61
A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics	48
Operator Splitting Method to Solve the Linear Complementarity Problem for Pricing American Option: An Approximation of Error	44
On the Optimal Size and Composition of Customs Unions: An Evolutionary Approach	44
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations	37
Navigating Market Risks in Green Investments in India: An Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	33
Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure	33
On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances	32
Detection of Uncertainty Events in the Brazilian Economic and Financial Time Series	30
Comparative Analysis of Turkish and German Stock-Markets as a Hedge Product Against Inflation by Using Machine Learning Algorithms	30
Research on the Optimization of Commercial Bank Technology Credit Asset Portfolio Model Under Fractal Distribution	30
Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets	29
Determining a Credit Transition Matrix from Cumulative Default Probabilities. An Entropy Minimization Approach	29
Deep Learning for Solving and Estimating Dynamic Macro-finance Models	26
Transactions Market in Bitcoin: Empirical Analysis of the Demand and Supply Block Space Curves	22
Research on the Operation, Market and ESG Efficiency of China's Local Commercial Banks in the Context of COVID-19	22
Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots	21
Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry	21
Risk Evaluation and Early Warning Study on Supply of Critical Minerals for China's Chip Industry	20
Numerical Solution of Passport Option Pricing Problem with Polynomial Neural Networks	20
A Novel Data Fusion Method for Multi-Dimensional Temporal Data Forecasting of Financial Homologous	19
Measuring Inflation Expectations Using Artificial Intelligence	19
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research	18
On Forecasting Realized Volatility for Bitcoin Based on Deep Learning PSO–GRU Model	18

Watts and Wealth: Forecasting the Economic Pulse of Europe Through Electricity Consumption	18
Preference Dynamics: A Procedurally Rational Model of Time And Effort Allocation	17
A Bayesian Time-Varying Coefficient Model for Cobb–Douglas Production Function	16
On the Replication of the Pre-kernel and Related Solutions	15
Does Environmental Decentralisation Affect Industry Green Economy Efficiency? The Moderating Effect of the Institutional Environment	15
Electricity Price Prediction using Artificial Neural Network Models: A New and Comparative Analysis with Diverse Industry Production Indices	15
Numerical Solution of Time-Fractional Black–Scholes PDE by Non-symmetric Interior Penalty Galerkin Method	15
Is Default Risk Contagious? Evidence from Global Energy Leaders and Environmentally Conscious Energy Firms	14
A New Look at Cross-Country Aggregation in the Global VAR Approach: Theory and Monte Carlo Simulation	14
Geopolitical Risk, Military Expenditure, and Inflation Linkage in Türkiye: Insights from Wavelet-Partial Coherence Analysis	14
Stochastic Default Risk Estimation Evidence from the South African Financial Market	14
Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models	13
Improving Sliding Window Effect of LSTM in Stock Prediction Based on Econometrics Theory	13
Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis	13
A Novel Hybrid Model by Integrating Gated Recurrent Unit Network with Weighted Error-Based Fuzzy Candlestick Model for Stock Market Forecasting	13
Numerical Solution for a Time-Fractional Black-Scholes Model Describing European Option	13
A Decision Support System for Identifying the Existence of Information Asymmetry in Regulated Stock Markets	13
A Novel Pythagorean Approach Based Sine-Shaped Fuzzy Data Envelopment Analysis Model: An Assessment of Indian Public Sector Banks	13
Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning	12
Correction to: OG‑CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market	12
COVID-19 and REITs Crash: Predictability and Market Conditions	12
Time–Frequency Connectedness Among NFT Assets	12
The Model Dimensionality and Its Impacts on the Strategic and Policy Outcomes in IAMs the Findings from the RICE2020 Model	12
Using CNN to Model Stock Prices	12
Research on ESG Investment Efficiency Regulation from the Perspective of Reciprocity and Evolutionary Game	11
Applications of Machine Learning and Deep Learning Algorithms in Financial Fraud Detection: A Review	11
Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies	11
Construction of the Business Cycle by Phase Synchronization and Principal Component Analysis	11
Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach	11
Developing a New Multidimensional Index of Bank Stability and Its Usage in the Design of Optimal Policy Interventions	11
Threshold Moving Approach with Logit Models for Bankruptcy Prediction	11
Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning	11
Implementing a Hierarchical Deep Learning Approach for Simulating Multilevel Auction Data	11
Artificial Factors Within the Logit Bankruptcy Model with a Moved Threshold	10
Deep Reinforcement Learning for Long-Short Portfolio Optimization	10
Explore the Impact Mechanism of Block Chain Technology on China's Carbon Market	10
Correction to: Precision Cryptocurrency Forecasting: A Hybrid Copula-Temporal Fusion Approach with Environmental and Economic Insights	10
Identification of the Company Groups in Assessing the Risk of Tax Evasion: A Graph Theory Approach	10
An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models	10
Mortgage Loan Data Exploration with Non-parametric Statistical and Machine Learning Perspectives	10
Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility	10
Spatial Interactions and the Spread of COVID-19: A Network Perspective	10
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models	9
Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm	9
Examining Challenges in Implied Volatility Forecasting: A Critical Review of Data Leakage and Feature Engineering combined with High-Complexity Models	9
Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions	9
Competitive Pricing Using Model-Based Bandits	9
Trading Strategy Model Based on Dynamic Programming	9
FEIS: A Credit Risk Assessment Model Combining Feature Engineering Approach and Interpretable Submodels	9
Improving Portfolio Optimization Results with Bandit Networks	9

A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries	9
Testing the Fractal Market Hypothesis Using MFDFA Across Multiple Asset Classes	8
Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages	8
Feature Expansion Effect Approach for Improving Stock Price Prediction Performance	8
Research of Dempster-Shafer’s Theory and Ensemble Classifier Financial Risk Early Warning Model Based on Benford’s Law	8
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization	8
A Novel Hybrid Ensemble Framework for Stock Price Prediction: Combining Bagging, Boosting, Dagging, and Stacking	8
American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process	8
Predicting Credit Default Risk Crisis of Government Implicit Debt: An Interpretable Machine Learning Approach	8
Comparing the Mixed Logit Estimates and True Parameters under Informative and Uninformative Heterogeneity: A Simulated Discrete Choice Experiment	8
A New Neural Network Approach for Predicting the Volatility of Stock Market	8
The Effect of the Interest Rate on a Credit System	8
Modelling Mixed-Frequency Time Series with Structural Change	8
Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach	7
Dynamic Spillover Effect Among Carbon Markets and Green Energy Sector: New Evidence from Complex Network Perspective	7
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model	7
Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity	7
Heterogeneous Entrepreneurial Will and Aggregate Fluctuations: A Reassessment of the Standard Keynesian Macro Model	7
Efficient Market Hypothesis Versus Multifractality: Evidence from the Stablecoin Market	7
Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition	7
The Impact of Wealth Inequality on Economic Growth: A Machine Learning Approach	7
Imposing Monotonicity in Stochastic Frontier Models: An Iterative Nonlinear Least Squares Procedure	7
Building Automated Computational Models for Predicting Energy Consumption in High-Performance Concrete Production	7
Building the Point Forecasting Model for Time Series based on the Improved Fuzzy Relationship and Predictive Principle	7
Optimal Incentives for Eco-Environment-Oriented Development of Disused Mines Based on Differential Games: Ecological Rehabilitation Compensation or Carbon Quota Exchange	7
Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series	7
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis	7
Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm	7
A K-line Pattern Combinations Stock Return Prediction Method Using Deep Deterministic Policy Gradient	7
Decentralized Online Portfolio Selection with Transaction Costs	7
Forecasting China’s Short-Term Energy Futures Price Using a Novel Secondary Decomposition-Optimized System	7
Moran Evolution Analysis of Enterprise Technological Innovation, Transformation and Upgrading Strategy in the Digital Economy	7
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model	7
Building Technical Analysis Strategies Using Multivariate Longitudinal and Time-to-Event Data in Stock Markets	6
Solving Linear DSGE Models with Bernoulli Iterations	6
Explaining Mortgage Defaults Using SHAP and LASSO	6
Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches	6
Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model	6
A Dynamic Mechanism Design for Controllable and Ergodic Markov Games	6
Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning	6
Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets	6
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets	6
Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries	6
Contemporary Approaches to Hybrid Forecasting	6
MLSC: A Multi-label Stock Classifier for Multi-horizon Stock Trend Prediction	6
Random Forests with Economic Roots: Explaining Machine Learning in Hedonic Imputation	6
Stability and Error Estimates of Operator Splitting Methods on a Variable Space-Time Grid for American Options with Jumps	6
Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model	6
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering	5
Estimating Input Coefficients for Regional Input–Output Tables Using Deep Learning with Mixup	5
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression	5
A Comparison of Different Rules on Loans Evaluation in Peer-to-Peer Lending by Gradient Boosting Models Under Moving Windows with Two Timestamps	5
Computing Longitudinal Moments for Heterogeneous Agent Models	5
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis	5
GPS data Mining at Signalized Intersections for Congestion Charging	5
Parallel Computation of Sovereign Default Models	5
Statistical Evaluation of Deep Learning Models for Stock Return Forecasting	5
A New Fractal Method for the Modelling and Analysis of Financial Time Series	5
Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction	5
Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis	5
Opinion Dynamics with Preference Matching: How the Desire to Meet Facilitates Opinion Exchange	5
Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information	5
Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach	5
Interacting Cobweb Demands	5
Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China	5
Integrating Weak Aggregating Algorithm and Reinforcement Learning for Online Portfolio Selection: The WARL Strategy	5
Deciphering the Influence of the Tone of Management Discussion and Analysis on Corporate Innovation: Integrating Textual Analysis with Empirical Corporate Data	5
Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data	5
Optimizing Multivariate Time Series Forecasting with LSTM: A Hybrid Scaling and Layer Normalization Framework Utilizing Logistic and Sigmoid-Curve transformations for Enhanced Predictive Accuracy	5
An Examination of Alternative LQ-Based Approaches to Computing Regional Input–Output Coefficients	5
Stationary Markov Equilibrium Strategies in Stochastic Games: Existence and Computation	4
Bayesian Network in Machine Learning: An Empirical Investigation to Assess the Price Clustering Model During Crises	4
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach	4
Estimation of Rank-Ordered Regret Minimization Models	4
Correction: Non‑linear Cointegration Test, Based on Record Counting Statistic	4
Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash	4
Option Valuation with Conditional Heteroskedastic Hidden Truncation Models	4
Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model	4
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets	4
Financial Markets and Individual Attitudes: The Stick-balancing Model	4

System Dynamics Modeling and Analysis of New Mexico Oil Production and Taxation	4
Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights	4
Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy	4
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks	4
Forecasting Global CO2 Emissions Under Economic, Geopolitical, and Policy Uncertainties: A Novel Hybrid Model	4
Real-Time Forecast of BIST100 Index Under Market Volatility and Uncertainty	4
Enhancing Stock Price Forecasting with Deep Learning: Insights from the Saudi Stock Market	4
Robust Portfolio Optimization via Linear Deviation Risk Measures	4
An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps	4
Decentralized Storage Cryptocurrencies: An Innovative Network-Based Model for Identifying Effective Entities and Forecasting Future Price Trends	4
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion	4
Deep Kusuoka Approximation: High-Order Spatial Approximation for Solving High-Dimensional Kolmogorov Equations and Its Application to Finance	4
Correction to: A Smooth Transition Autoregressive Model for Matrix-Variate Time Series	4
Editorial to the Special Issue on Game Theory	4
Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia	4
Pricing of Vulnerable Timer Options	4
Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?	4
A Novel Mean–Variance-Entropy Portfolio with Two-Parameter Coherent Triangular Intuitionistic Fuzzy Number	4
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict	4
Asset Prices with Investor Protection in the Cross-Sectional Economy	4
Second-Order Asymptotic Pricing of Bivariate Options Under the General Stochastic Volatility Jump-Diffusion Model	4
Applying Multi-Critic Deep Deterministic Policy Gradient for Effective Selection of Macroeconomic Announcements in Forex Trading	4
A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes	4
Implicit-Explicit Local Radial Point Interpolation Methods for Pricing Options with Liquidity Shocks	4
Britaly? Identifying Euro Area Historical Analogues to the UK’S 2022 Bond Market Shock	4
Pricing Convertible Bonds Based on GAN and Transformer	4
Accuracy in Recursive Minimal State Space Methods	4
A Time-Dependent Markovian Model of a Limit Order Book	4
Correction to: Navigating Market Risks in Green Investments in India: an Evaluation of Interest Rate, Equity, Commodity, and Forex Market Influences	4
Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model	4
Carbon Taxes and Inflationary Pressures: A DSGE Exploration of Economic Responses and Macroeconomic Challenges	4
Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model	4
Grain Price Fluctuation: A Network Evolution Approach Based on a Distributed Lag Model	4
Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach	4
Panel Interval-Valued Data Nonlinear Regression Models and Applications	4
Simultaneous Confidence Intervals for Multi-way Clustered Stock Return Data	4
We-media Advertising Investment Strategy of Enterprises in the Mobile Internet Environment	4
Time-Varying Connectedness Among Oil Price Shocks, Global Conditions, and Financial Stress in South and Southeast Asian Markets	4
When Firms Make Decisions: A New Constant Relative Risk Aversion Approach	3
Learning Bermudans	3
Introducing a Nonlinear Macroeconomic Model Based on TE, SINDYC, and Phase Plane Analysis	3
Decomposition-Ensemble Approach for Realized Volatility Prediction	3
An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning	3
Deep Learning-based VVIX Forecasting with Time Series Image Encoding and Hybrid ResNet-LSTM Model	3
Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters	3
Panel Stochastic Frontier Analysis with Positive Skewness	3
Forecasting High Frequency Order Flow Imbalance using Hawkes Processes	3
A Convergent Fourth-Order Finite Difference Scheme for the Black–Scholes Equation	3
The European Gas Market Integration During 2018–2024	3
Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode	3
Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm	3
Correlation Structure of the Spanish Stock Market Around COVID-19 Using Random Matrix Theory	3
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model	3
Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies	3
The Risk Transmission Mechanism of Global Stock Markets from the Perspective of Entropy-Riemann Geometry: Theoretical Construction and Empirical Analysis	3
Application of the Deep Learning Integrated Framework CEEMDAN-GRU-Informer in Financial Time Series Prediction	3
Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets	3
The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis	3
Perturbating and Estimating DSGE Models in Julia	3
PPDNN-CRP: CKKS-FHE Enabled Privacy-Preserving Deep Neural Network Processing for Credit Risk Prediction	3
The Tourism Industry’s Performance During the Years of the COVID-19 Pandemic	3
Generalized Shifted Chebyshev Polynomials for Time Fractional Black-Scholes Model	3
Preference-based Segments from Mixed Logit, Latent Class, and Latent Class Mixed Logit Models: A Monte Carlo Comparison	3
The Factors Influencing China’s Population Distribution and Spatial Heterogeneity: Based on Multi-source Remote Sensing Data	3
Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix	3
A Synergetic Approach to Ethereum Option Valuation Using XGBoost and Soft Reordering 1D Convolutional Neural Networks	3
Analyzing Stationarity in World Coffee Prices	3
Credit Rating Model Based on the Difference in Loan Amounts	3
Pareto Distribution of the Forbes Billionaires	3
Nature-Inspired Artificial Neural Network Integrated with Hybrid Firefly and Particle Swarm Optimisation: A Novel Approach for Modelling the Eurozone Financial Stress Index for Macroeconomic Policy	3
Pricing High-Dimensional Bermudan Options via Kernel-Based Dual Variance Minimization	3
Machine Learning XAI for Early Loan Default Prediction	3
A Direct Nonparametric Estimator for EVaR of Dependent Financial Returns	3
Market Ecology: Trading Strategies and Market Volatility	3
Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization	3
A Hybrid Parallel Processing Strategy for Large-Scale DEA Computation	3
Comparison of Value at Risk (VaR) Multivariate Forecast Models	3
Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model	3
Study on the Improvement of Carbon Trading Mechanism and Integration of Low Carbon Energy System under Bi-Level Optimal Dispatch Strategy	3
Competitive Bidding Strategy in an Auction with Random Cutoff - Randomness is Always Unpredictable?	3
ARDL: An R Package for ARDL Models and Cointegration	3
Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors	3
Application of a Dual-Stream Hybrid Network for Exchange Rate Prediction	3
Financial Contagion Through the Pan-European Financial Network: Spillover Effect on the Western Balkans	3
An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options	3
Optimal Exercise and Pricing of Swing Options with Global Constraints under the Regime-Switching Model	3
Asymptotic Dynamics in a Multi-market Delayed Cobweb Model	3
Forecasting Crude Oil Prices: Evidence From WOA-VMD-FE-Transformer Model	3
An Identification and Estimation of Stock Price Pattern Equations using K-Means	3
Directed association network analysis on the Standard and Poor’s 500 Index	3
Data-Driven Green Technology Integration and Geopolitical Risks in East Asian Economic Development: A Predictive Analysis	3
Computing Quantiles of Functions of the Agent Distribution Using t-Digests	3
Correction to: An experiment with ANNs and Long‑Tail Probability Ranking to Obtain Portfolios with Superior Returns	3
Age Specific Multi-Stage OLG Model for PAYG Pension Schemes	3
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index	3