//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Capturing the Regime-Switching...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Parameter estimation
3
Estimation theory
2
Markov chain
2
Markov-Kette
2
Mathematical programming
2
Mathematische Optimierung
2
Regime-switching
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Belief function
1
Dempster-Shafer theory
1
Derivat
1
Derivative
1
Differential evolution
1
Erwartungsbildung
1
Evolutionary algorithm
1
Evolutionary computations
1
Evolutionärer Algorithmus
1
Expectation formation
1
Finance
1
Interval-valued belief structures
1
Inverse optimization
1
Jump diffusion
1
Lifetime uncertainty
1
Linear programming
1
Liquidity risk
1
Markov chain approximation method
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multi-algorithm selection
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Risiko
1
Risk
1
Robust optimization
1
Scheduling problem
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chan, Felix Tung Sun
1
Chan, Timothy C. Y.
1
Cui, Zhenyu
1
Deng, Xinyang
1
Deng, Yong
1
Fan, Qinqin
1
Hu, Yong
1
Kaw, Neal
1
Kirkby, J. Lars
1
Liu, Guo
1
Mahadevan, Sankaran
1
Nguyen, Duy
1
Yan, Xuefeng
1
Yang, Hailiang
1
Zhang, Yilian
1
Zhuo, Jin
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
IMF Working Papers
15
Mathematics and Computers in Simulation (MATCOM)
11
Economic modelling
10
MPRA Paper
10
Annals of the Institute of Statistical Mathematics
8
Journal of economic dynamics & control
8
Quantitative finance
8
Statistical Inference for Stochastic Processes
8
Water Resources Management
8
Energy
7
Insurance / Mathematics & economics
7
Psychometrika
7
Computational economics
6
Finance research letters
6
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
International journal of theoretical and applied finance
6
Risks : open access journal
6
Working Paper
6
Economic Modelling
5
International review of financial analysis
5
Physica A: Statistical Mechanics and its Applications
5
Applied Energy
4
Astin bulletin : the journal of the International Actuarial Association
4
CFS Working Paper Series
4
Center for Mathematical Economics Working Papers
4
Computational Statistics
4
Energy Reports
4
Energy reports
4
Insurance: Mathematics and Economics
4
Journal of international financial markets, institutions & money
4
Management Science
4
NCER Working Paper Series
4
Risks
4
Statistics & Probability Letters
4
Studies in Nonlinear Dynamics & Econometrics
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
ZEW Discussion Papers
4
CFS Working Paper
3
CFS working paper series
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation based on interval-valued belief structures
Deng, Xinyang
;
Hu, Yong
;
Chan, Felix Tung Sun
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
2
,
pp. 579-582
Persistent link: https://www.econbiz.de/10010487968
Saved in:
2
Inverse optimization for the recovery of constraint parameters
Chan, Timothy C. Y.
;
Kaw, Neal
- In:
European journal of operational research : EJOR
282
(
2020
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10012157811
Saved in:
3
Auto-selection mechanism of differential evolution algorithm variants and its application
Fan, Qinqin
;
Yan, Xuefeng
;
Zhang, Yilian
- In:
European journal of operational research : EJOR
270
(
2018
)
2
,
pp. 636-653
Persistent link: https://www.econbiz.de/10011869419
Saved in:
4
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Zhuo, Jin
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
5
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->