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Bayesian inference using record values from Rayleigh model with application
Soliman, Ahmed A.; Al-Aboud, Fahad M. - In: European journal of operational research : EJOR 185 (2008) 2, pp. 659-672
Persistent link: https://www.econbiz.de/10003769197
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Improving density forecast by modeling asymmetric features : an application to S&P500 returns
Hua, Zhongsheng; Zhang, Bin - In: European journal of operational research : EJOR 185 (2008) 2, pp. 716-725
Persistent link: https://www.econbiz.de/10003769231
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Merging experts’ opinions : a Bayesian hierarchical model with mixture of prior distributions
Rufo, M. J.; Pérez, C. J.; Martín, J. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 284-289
Persistent link: https://www.econbiz.de/10003997237
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Thermodynamic limits of macroeconomic or financial models : one- and two-parameter Poisson-Dirichlet models
Aoki, Masanao - In: Journal of economic dynamics & control 32 (2008) 1, pp. 66-84
Persistent link: https://www.econbiz.de/10003622713
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Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
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Portfolio value-at-risk optimization for asymmetrically distributed asset returns
Goh, Joel Weiqiang; Lim, Kian-Guan; Sim, Melvyn; Zhang, … - In: European journal of operational research : EJOR 221 (2012) 2, pp. 397-406
Persistent link: https://www.econbiz.de/10009557682
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Quasi-stationary distributions for discrete-state models
Doorn, Erik A. van; Pollett, Philip K. - In: European journal of operational research : EJOR 230 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009766821
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Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-student distribution
Adcock, C. J. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 392-401
Persistent link: https://www.econbiz.de/10010356747
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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
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Downturn loss given default : mixture distribution estimation
Calabrese, Raffaella - In: European journal of operational research : EJOR 237 (2014) 1, pp. 271-277
Persistent link: https://www.econbiz.de/10010378609