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1
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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2
The day-of-the-week effects on the
volatility
: the role of the asymmetry
Charles, Amélie
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 143-152
Persistent link: https://www.econbiz.de/10003960052
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3
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
Saved in:
4
The effects of advertising, prices and distribution on market share
volatility
Vakratsas, Demetrios
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10003769196
Saved in:
5
A pseudo-Bayesian model in financial decision making with implications to market
volatility
, under- and overreaction
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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6
Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand
Huang, Ming-guan
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 867-877
Persistent link: https://www.econbiz.de/10003857921
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7
On stabilizing volatile product returns
Nowak, Thomas
;
Hofer, Vera
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 701-708
Persistent link: https://www.econbiz.de/10010360429
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8
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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9
DEA models incorporating uncertain future performance
Chang, Tsung-Sheng
;
Tone, Kaoru
;
Wu, Chen-Hui
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 532-549
Persistent link: https://www.econbiz.de/10011508965
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10
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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