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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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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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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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The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina; Iori, Giulia; Tedeschi, Gabriele - In: European journal of operational research : EJOR 293 (2021) 1, pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
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An integrated planning model in centralized power systems
López-Ramos, Francisco; Nasini, Stefano; Sayed, Mohamed H. - In: European journal of operational research : EJOR 287 (2020) 1, pp. 361-377
Persistent link: https://www.econbiz.de/10012293812
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Gas storage valuation in incomplete markets
Löhndorf, Nils; Wozabal, David - In: European journal of operational research : EJOR 288 (2021) 1, pp. 318-330
Persistent link: https://www.econbiz.de/10012496564
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Steady-state imperfect repair models
Liu, Xingheng; Finkelstein, Maxim; Vatn, Jørn; Dijoux, Yann - In: European journal of operational research : EJOR 286 (2020) 2, pp. 538-546
Persistent link: https://www.econbiz.de/10012291546
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Growth and convergence of the OECD countries : a multi-sector production-frontier approach
Walheer, Barnabé - In: European journal of operational research : EJOR 252 (2016) 2, pp. 665-675
Persistent link: https://www.econbiz.de/10011457775
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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