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Optimization techniques for problem solving in uncertainty
Tilahun, Surafel Luleseged (ed.);  … - 2018
uncertainty. Different models ranging from stochastic to grey and their connection will be outlines with highlighting possible …
Persistent link: https://www.econbiz.de/10012393215
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
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Innovations in information systems for business functionality and operations management
Wang, John (contributor) - 2012
operations / Mark Frost, Jeff Kennington, and Anusha Madhavan -- 14. Automatic partitioning of large scale simulation in grid …
Persistent link: https://www.econbiz.de/10011727380
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924259
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812