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~language:"bul"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Cui, Zhenyu"
~person:"Kumbhakar, Subal"
~person:"Kuroda, Yoshimi"
~person:"Ouellette, Pierre"
~subject:"Kostenfunktion"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Bibliography"
~type_genre:"CD-ROM, DVD"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
~type_genre:"Multi-volume publication"
~type_genre:"Sammelwerk"
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Kostenfunktion
Stochastic process
Theorie
119
Theory
119
Technical efficiency
100
Technische Effizienz
100
Productivity
81
Produktivität
79
Production function
73
Produktionsfunktion
73
Estimation
60
Schätzung
60
Estimation theory
46
Schätztheorie
46
Technischer Fortschritt
41
Technological change
41
Efficiency
37
Effizienz
35
Cost function
32
Stochastischer Prozess
32
Option pricing theory
31
Optionspreistheorie
31
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Bank
27
Returns to scale
27
Skalenertrag
27
USA
27
United States
27
Norway
22
Norwegen
22
Volatility
21
Volatilität
21
India
18
Indien
18
Panel
17
Panel study
17
Allocative efficiency
16
Allokationseffizienz
16
Data envelopment analysis
15
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28
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2
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Article
64
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Article in journal
Bibliography
CD-ROM, DVD
Collection of articles of several authors
Lehrbuch
Multi-volume publication
Sammelwerk
Aufsatz in Zeitschrift
64
Arbeitspapier
1
Aufsatzsammlung
1
Graue Literatur
1
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1
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1
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Bulgarian
English
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Cui, Zhenyu
Kumbhakar, Subal
Kuroda, Yoshimi
Ouellette, Pierre
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Tsionas, Efthymios G.
28
Fabozzi, Frank J.
25
Gendreau, Michel
25
Siu, Tak Kuen
25
Carr, Peter
24
Phillips, Peter C. B.
24
Elliott, Robert J.
23
Hainaut, Donatien
23
Benth, Fred Espen
22
Madan, Dilip B.
22
Asai, Manabu
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Račev, Svetlozar T.
19
Todorov, Viktor
19
Wong, Hoi Ying
19
Shapiro, Alexander
18
Tauchen, George Eugene
18
Yu, Jun
18
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Post, Thierry
15
Tarim, S. Armagan
15
Truett, Dale B.
15
Truett, Lila J.
15
Chang, Hsu-Ling
14
Filippini, Massimo
14
Jeanblanc, Monique
14
Kim, Young Shin
14
Shen, Yang
14
Su, Chi-Wei
14
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Journal of productivity analysis
9
European journal of operational research : EJOR
6
Journal of econometrics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
American journal of agricultural economics
1
Applied economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Finance research letters
1
INFORMS journal on computing : JOC
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Insurance / Mathematics & economics
1
International economic review
1
Japan and the world economy : international journal of theory and policy
1
Journal of Asian economics
1
Journal of agricultural and applied economics : JAEE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of money, credit and banking : JMCB
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
North American actuarial journal
1
Operations research letters
1
Oxford economic papers
1
Quantitative finance
1
The Canadian journal of economics
1
The developing economies
1
The energy journal
1
The journal of futures markets
1
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ECONIS (ZBW)
64
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1
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
2
Efficiency measurement in Norwegian electricity distribution : a generalized four-way-error-component stochastic
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
The energy journal
44
(
2023
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10014249089
Saved in:
3
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
4
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
5
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu
;
Liu, Yanchu
;
Wang, Ruodu
- In:
Operations research letters
50
(
2022
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
Saved in:
6
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
7
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
8
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
9
Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos
;
Parmeter, Christopher F.
; …
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
2/3
,
pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
Saved in:
10
Stochastic frontier models with time-varying conditional variances
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1115-1132
Persistent link: https://www.econbiz.de/10012502428
Saved in:
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