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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
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Fat tails, serial dependence, and implied volatility index connections
Ellington, Michael - In: European journal of operational research : EJOR 299 (2022) 2, pp. 768-779
Persistent link: https://www.econbiz.de/10013207169
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Nonlinearity, data-snooping, and stock index ETF return predictability
Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507
Persistent link: https://www.econbiz.de/10003897177
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Asymmetries in stock markets
Wang, Peijie; Zhang, Bing; Zhou, Yun - In: European journal of operational research : EJOR 241 (2015) 3, pp. 749-762
Persistent link: https://www.econbiz.de/10010487566
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Kernel search : an application to the index tracking problem
Guastaroba, G.; Speranza, Maria Grazia - In: European journal of operational research : EJOR 217 (2012) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10009388675
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The effects of advertising, prices and distribution on market share volatility
Vakratsas, Demetrios - In: European journal of operational research : EJOR 187 (2008) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10003769196
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand
Huang, Ming-guan - In: European journal of operational research : EJOR 198 (2009) 3, pp. 867-877
Persistent link: https://www.econbiz.de/10003857921
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On stabilizing volatile product returns
Nowak, Thomas; Hofer, Vera - In: European journal of operational research : EJOR 234 (2014) 3, pp. 701-708
Persistent link: https://www.econbiz.de/10010360429
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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