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Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
Fang, Guanqi; Pan, Rong; Wang, Yukun - In: European journal of operational research : EJOR 300 (2022) 3, pp. 1177-1193
Persistent link: https://www.econbiz.de/10013207332
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Improving density forecast by modeling asymmetric features : an application to S&P500 returns
Hua, Zhongsheng; Zhang, Bin - In: European journal of operational research : EJOR 185 (2008) 2, pp. 716-725
Persistent link: https://www.econbiz.de/10003769231
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Portfolio value-at-risk optimization for asymmetrically distributed asset returns
Goh, Joel Weiqiang; Lim, Kian-Guan; Sim, Melvyn; Zhang, … - In: European journal of operational research : EJOR 221 (2012) 2, pp. 397-406
Persistent link: https://www.econbiz.de/10009557682
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Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan - In: European journal of operational research : EJOR 297 (2022) 2, pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
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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
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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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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
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A comparison of tail dependence estimators
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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Bayesian inference using record values from Rayleigh model with application
Soliman, Ahmed A.; Al-Aboud, Fahad M. - In: European journal of operational research : EJOR 185 (2008) 2, pp. 659-672
Persistent link: https://www.econbiz.de/10003769197
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Merging experts’ opinions : a Bayesian hierarchical model with mixture of prior distributions
Rufo, M. J.; Pérez, C. J.; Martín, J. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 284-289
Persistent link: https://www.econbiz.de/10003997237