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~language:"eng"
~person:"Barros, Carlos Pestana"
~person:"Cui, Zhenyu"
~person:"Maggioni, Francesca"
~person:"Tsionas, Efthymios G."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
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Stochastischer Prozess
Technical efficiency
160
Technische Effizienz
160
Theorie
134
Theory
134
Bayes-Statistik
80
Bayesian inference
80
Productivity
67
Produktivität
65
Data envelopment analysis
63
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63
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62
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56
Schätztheorie
56
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55
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54
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54
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43
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61
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Barros, Carlos Pestana
Cui, Zhenyu
Maggioni, Francesca
Tsionas, Efthymios G.
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
26
Siu, Tak Kuen
26
Carr, Peter
24
Fabozzi, Frank J.
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
Elliott, Robert J.
23
Asai, Manabu
21
Benth, Fred Espen
21
Madan, Dilip B.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Todorov, Viktor
19
Wong, Hoi Ying
19
Yu, Jun
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Wang, Xingchun
17
Rossi, Roberto
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Chan, Joshua
15
Post, Thierry
15
Ulmer, Marlin Wolf
15
Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Kim, Young Shin
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Grasselli, Martino
13
Kumbhakar, Subal
13
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European journal of operational research : EJOR
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Computational Management Science : CMS
4
Journal of economic dynamics & control
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Annals of operations research
2
Applied economics
2
IMA journal of management mathematics
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of productivity analysis
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Environmental and resource economics
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Finance research letters
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INFORMS journal on computing : JOC
1
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1
International journal of forecasting
1
International journal of hospitality management
1
International journal of production economics
1
International review of financial analysis
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of sports economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research : ZOR
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1
North American actuarial journal
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OR spectrum : quantitative approaches in management
1
Omega : the international journal of management science
1
Operations research letters
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Quantitative finance
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The energy journal
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The journal of futures markets
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Transport reviews : TR
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
62
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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
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
4
A novel hydroeconomic - econometric approach for integrated transboundary water management under uncertainty
Englezos, N.
;
Kartala, X.
;
Koundouri, Phoebe
;
Tsionas, …
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 975-1030
Persistent link: https://www.econbiz.de/10014251916
Saved in:
5
On the safe side of stochastic programming : bounds and approximations
Narum, Benjamin S.
;
Maggioni, Francesca
;
Wallace, Stein W.
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3201-3237
Persistent link: https://www.econbiz.de/10014327995
Saved in:
6
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:
7
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
8
Bounds for probabilistic programming with application to a blend planning problem
Peng, Shen
;
Maggioni, Francesca
;
Lisser, Abdel
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 964-976
Persistent link: https://www.econbiz.de/10013261798
Saved in:
9
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
10
Multivariate stochastic volatility for herding detection : evidence from the energy sector
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Philippas, …
- In:
Energy economics
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013283765
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