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What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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2
Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks
Chang, Tsangyao
;
Ding Li
;
Lu, Yang-cheng
;
Lee, Chia-hao
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3289-3298
Persistent link: https://www.econbiz.de/10009357392
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3
A comparison of stochastic frontier approaches for estimating technical inefficiency and total factor productivity
Carroll, James
;
Newman, Carol
;
Thorne, Fiona
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 4007-4019
Persistent link: https://www.econbiz.de/10009380461
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4
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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5
A fair policy for the G/GI/N queue with multiple server pools
Reed, Josh
;
Shaki, Yair
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 558-595
Persistent link: https://www.econbiz.de/10011338701
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6
On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10009751534
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7
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
8
The asymptotic value in finite stochastic games
Oliu-Barton, Miquel
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 712-721
Persistent link: https://www.econbiz.de/10010402961
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9
Performance of moving average trading strategies over varying stock market conditions : the Finnish evidence
Pätäri, Eero
;
Vilska, Mika
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2851-2872
Persistent link: https://www.econbiz.de/10010417139
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10
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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