Narrow search
Showing 1 - 10 of 5,072
Cover Image
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
Cover Image
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción; Galeano, Pedro; Ghosh, Pulak - In: European journal of operational research : EJOR 232 (2014) 2, pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Cover Image
Modeling and forecasting exchange rate volatility in time-frequency domain
Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas - In: European journal of operational research : EJOR 251 (2016) 1, pp. 329-340
Persistent link: https://www.econbiz.de/10011446589
Cover Image
Extending the Fama and French model with a long term memory factor
López-García, M. N.; Trinidad-Segovia, J. E.; … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Cover Image
Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
Cover Image
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Cover Image
Bettors' reaction to match dynamics : evidence from in-game betting
Michels, Rouven; Ötting, Marius; Langrock, Roland - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1118-1127
Persistent link: https://www.econbiz.de/10014471117
Cover Image
Outlier detection in two-stage semiparametric DEA models
Johnson, Andrew L.; McGinnis, Leon F. - In: European journal of operational research : EJOR 187 (2008) 2, pp. 629-635
Persistent link: https://www.econbiz.de/10003769369
Cover Image
Mathematical justification of a heuristic for statistical correlation of real-life time series
Agafonov, Evgeny; Bargiela, Andrzej; Burke, Edmund K.; … - In: European journal of operational research : EJOR 198 (2009) 1, pp. 275-286
Persistent link: https://www.econbiz.de/10003853602
Cover Image
ADPULS in continuous time
Lumer, Alfred (contributor) - In: European journal of operational research : EJOR 34 (1988) 2, pp. 171-177
Persistent link: https://www.econbiz.de/10003462504