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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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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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Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance
Zhang, Mimi; Gaudoin, Olivier; Xie, Min - In: European journal of operational research : EJOR 245 (2015) 2, pp. 531-541
Persistent link: https://www.econbiz.de/10011308973
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Short-run electricity load forecasting with combinations of stationary wavelet transforms
Bessec, Marie; Fouquau, Julien - In: European journal of operational research : EJOR 264 (2018) 1, pp. 149-164
Persistent link: https://www.econbiz.de/10011801600
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A new wavelet-based denoising algorithm for high-frequency financial data mining
Sun, Edward W.; Meinl, Thomas - In: European journal of operational research : EJOR 217 (2012) 3, pp. 589-599
Persistent link: https://www.econbiz.de/10009419039
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Long-term swings and seasonality in energy markets
Moreno, Manuel; Novales, Alfonso; Platania, Federico - In: European journal of operational research : EJOR 279 (2019) 3, pp. 1011-1023
Persistent link: https://www.econbiz.de/10012102827
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Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
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Hidden Markov model for municipal waste generation forecasting under uncertainties
Jiang, P.; Liu, X. - In: European journal of operational research : EJOR 250 (2016) 2, pp. 639-651
Persistent link: https://www.econbiz.de/10011441731
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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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Measuring rank correlation coefficients between financial time series : a GARCH-copula based sequence alignment algorithm
Laih, Yih-wenn - In: European journal of operational research : EJOR 232 (2014) 2, pp. 375-382
Persistent link: https://www.econbiz.de/10010224694