Narrow search
Showing 1 - 10 of 656
Cover Image
Fat tails, serial dependence, and implied volatility index connections
Ellington, Michael - In: European journal of operational research : EJOR 299 (2022) 2, pp. 768-779
Persistent link: https://www.econbiz.de/10013207169
Cover Image
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
Cover Image
The ordinal input for cardinal output approach of non-compensatory composite indicators : the PROMETHEE scoring method
Greco, Salvatore; Ishizaka, Alessio; Tasiou, Menelaos; … - In: European journal of operational research : EJOR 288 (2021) 1, pp. 225-246
Persistent link: https://www.econbiz.de/10012496551
Cover Image
Testing general and special Färe-Primont indices : a proposal for public and private sector synthetic indices of European regional expenditures and tourism
Briec, Walter; Kerstens, Kristiaan; Prior, Diego; Van … - In: European journal of operational research : EJOR 271 (2018) 2, pp. 756-768
Persistent link: https://www.econbiz.de/10011890411
Cover Image
On aggregating Benefit of the Doubt composite indicators
Rogge, Nicky - In: European journal of operational research : EJOR 264 (2018) 1, pp. 364-369
Persistent link: https://www.econbiz.de/10011801725
Cover Image
A new class of composite indicators : the penalized power mean
Mariani, Francesca; Ciommi, Mariateresa; Recchioni, … - In: European journal of operational research : EJOR 317 (2024) 3, pp. 1015-1035
Persistent link: https://www.econbiz.de/10015047553
Cover Image
Forecasting the value effect of seasoned equity offering announcements
Bozos, Konstantinos; Nikolopoulos, Konstantinos - In: European journal of operational research : EJOR 214 (2011) 2, pp. 418-427
Persistent link: https://www.econbiz.de/10009307301
Cover Image
Does stock return predictability affect ESO fair value?
León, Julio Carmona, Angel; Vaello-Sebastià, Antoni - In: European journal of operational research : EJOR 223 (2012) 1, pp. 188-202
Persistent link: https://www.econbiz.de/10009613969
Cover Image
A data analytic approach to forecasting daily stock returns in an emerging market
Oztekin, Asil; Kizilaslan, Recep; Freund, Steven; Iseri, Ali - In: European journal of operational research : EJOR 253 (2016) 3, pp. 697-710
Persistent link: https://www.econbiz.de/10011494019
Cover Image
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements
Sung, Ming-chien; McDonald, David C. J.; Johnson, … - In: European journal of operational research : EJOR 272 (2019) 1, pp. 389-405
Persistent link: https://www.econbiz.de/10011942078