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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of production economics"
~isPartOf:"Research in international business and finance"
~person:"Disney, Stephen M."
~person:"Lettau, Martin"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Zeitreihenanalyse
Estimation theory
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Schätztheorie
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ARMA model
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ARMA-Modell
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Auto-regressive moving average demand process
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Bullwhip effect
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Capital market returns
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Minimum mean squared error forecasting
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Disney, Stephen M.
Lettau, Martin
Sbrana, Giacomo
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Discussion paper / Centre for Economic Policy Research
International journal of production economics
Research in international business and finance
Management science : journal of the Institute for Operations Research and the Management Sciences
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When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
2
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
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