Narrow search
Showing 1 - 10 of 353
Cover Image
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
Cover Image
New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
Cover Image
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
Cover Image
The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147
Persistent link: https://www.econbiz.de/10011503231
Cover Image
Exploring the sources of uncertainty : why does bagging for time series forecasting work?
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph - In: European journal of operational research : EJOR 268 (2018) 2, pp. 545-554
Persistent link: https://www.econbiz.de/10011852628
Cover Image
Optimal operation of hydrothermal systems with hydrological scenario generation through Bootstrap and Periodic Autoregressive Models
Souza, Reinaldo Castro; Marcato, André Luís Marques; … - In: European journal of operational research : EJOR 222 (2012) 3, pp. 606-615
Persistent link: https://www.econbiz.de/10009575794
Cover Image
Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
Cover Image
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
Mynbayeva, Elmira; Lamb, John D.; Zhao, Yuan - In: European journal of operational research : EJOR 301 (2022) 2, pp. 694-707
Persistent link: https://www.econbiz.de/10013207672
Cover Image
Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using Data Envelopment Analysis : second stage OLS versus bootstrap app...
Banker, Rajiv D.; Natarajan, Ram; Zhang, Daqun - In: European journal of operational research : EJOR 278 (2019) 2, pp. 368-384
Persistent link: https://www.econbiz.de/10012102539
Cover Image
Statistical inference for Mt/G/Infinity queueing systems under incomplete observations
Li, Dongmin; Hu, Qingpei; Wang, Lujia; Yu, Dan - In: European journal of operational research : EJOR 279 (2019) 3, pp. 882-901
Persistent link: https://www.econbiz.de/10012102795