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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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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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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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Foreign exchange transaction exposure in a newsvendor setting
Arcelus, Francisco J.; Gor, Ravi; Srinivasan, G. - In: European journal of operational research : EJOR 227 (2013) 3, pp. 552-557
Persistent link: https://www.econbiz.de/10009732694
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Long-term and penalty contracts in a two-stage supply chain with stochastic demand
Frascatore, Mark R.; Mahmoodi, Farzad - In: European journal of operational research : EJOR 184 (2008) 1, pp. 147-156
Persistent link: https://www.econbiz.de/10003768166