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Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela - In: European journal of operational research : EJOR 265 (2018) 2, pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
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Panel data stochastic frontier model with determinants of persistent and transient inefficiency
Lai, Hung-pin; Kumbhakar, Subal - In: European journal of operational research : EJOR 271 (2018) 2, pp. 746-755
Persistent link: https://www.econbiz.de/10011890405
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The case for the use of multiple imputation missing data methods in stochastic frontier analysis with illustration using English local highway data
Stead, Alexander D.; Wheat, Phill - In: European journal of operational research : EJOR 280 (2020) 1, pp. 59-77
Persistent link: https://www.econbiz.de/10012132361
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Renewable generation expansion under different support schemes : a stochastic equilibrium approach
Pineda, Salvador; Boomsma, Trine Krogh; Wogrin, Sonja - In: European journal of operational research : EJOR 266 (2018) 3, pp. 1086-1099
Persistent link: https://www.econbiz.de/10011812203
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Impact of liquidity risk on variations in efficiency and productivity : a panel gamma simulated maximum likelihood estimation
Shaik, Saleem - In: European journal of operational research : EJOR 245 (2015) 2, pp. 463-469
Persistent link: https://www.econbiz.de/10011308990
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Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa; Moreno, Manuel - In: European journal of operational research : EJOR 225 (2013) 3, pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
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Measurement of technical inefficiency and total factor productivity growth : a semiparametric stochastic input distance frontier approach and the case of Lithuanian dairy farms
Baležentis, Tomas; Sun, Kai - In: European journal of operational research : EJOR 285 (2020) 3, pp. 1174-1188
Persistent link: https://www.econbiz.de/10012239870
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Wavelet-based option pricing : an empirical study
Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market
Guba, Nadine; Schacht, Matthias; Schulz, Katrin; … - In: European journal of operational research : EJOR 261 (2017) 1, pp. 390-404
Persistent link: https://www.econbiz.de/10011765040