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Model averaging for interval-valued data
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang - In: European journal of operational research : EJOR 301 (2022) 2, pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
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An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam; Ng, Hon-yip; Wong, Wing Keung - In: European journal of operational research : EJOR 222 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
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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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Measuring rank correlation coefficients between financial time series : a GARCH-copula based sequence alignment algorithm
Laih, Yih-wenn - In: European journal of operational research : EJOR 232 (2014) 2, pp. 375-382
Persistent link: https://www.econbiz.de/10010224694
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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
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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
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Forecasting accuracy of behavioural models for participation in the arts
Ateca Amestoy, Victoria; Prieto-Rodriguez, Juan - In: European journal of operational research : EJOR 229 (2013) 1, pp. 124-131
Persistent link: https://www.econbiz.de/10009757778
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Optimal allocation policy of one redundancy in a n-component series system
Zhao, Peng; Zhang, Yiying; Chen, Jianbin - In: European journal of operational research : EJOR 257 (2017) 2, pp. 656-668
Persistent link: https://www.econbiz.de/10011639950
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Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes
Glass, Anthony; Kenjegaliev, Amangeldi; Kenjegalieva, … - In: European journal of operational research : EJOR 284 (2020) 2, pp. 693-711
Persistent link: https://www.econbiz.de/10012238785
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An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
Tsionas, Efthymios G.; Malikov, Emir; Kumbhakar, Subal - In: European journal of operational research : EJOR 270 (2018) 2, pp. 747-760
Persistent link: https://www.econbiz.de/10011869442