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accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~person:"Lunday, Brian J."
~subject:"ARCH model"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Chang, Kuang-Liang
Lunday, Brian J.
Tsionas, Efthymios G.
13
Serletis, Apostolos
9
Xu, Libo
8
Feinberg, Eugene A.
7
Ma, Feng
7
Casarin, Roberto
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
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4
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4
Cui, Lirong
4
D'Amico, Guglielmo
4
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4
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4
Houtum, Geert-Jan van
4
Jin, Xin
4
Kang, Kyu Ho
4
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4
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4
Lu, Xinjie
4
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4
Wang, Chao
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4
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4
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4
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European journal of operational research : EJOR
3
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Health care management science
1
Journal of international money and finance
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Omega : the international journal of management science
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ECONIS (ZBW)
11
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
Improving defensive air battle management by solving a stochastic dynamic assignment problem via approximate dynamic programming
Liles, Joseph M.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1435-1449
Persistent link: https://www.econbiz.de/10013499046
Saved in:
3
Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem
Jenkins, Phillip R.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10012435804
Saved in:
4
Approximate dynamic programming for the aeromedical evacuation dispatching problem : value function approximation utilizing multiple level aggregation
Robbins, Matthew J.
;
Jenkins, Phillip R.
;
Bastian, …
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012151709
Saved in:
5
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
6
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
7
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
8
Approximate dynamic programming for missile defense interceptor fire control
Davis, Michael T.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 873-886
Persistent link: https://www.econbiz.de/10011695326
Saved in:
9
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
10
A markov decision process model for the optimal dispatch of military medical evacuation assets
Keneally, Sean K.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
Health care management science
19
(
2016
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10011498379
Saved in:
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