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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
Saved in:
2
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
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3
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
Saved in:
4
Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
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5
Application of auxiliary Markov chains to start-up demonstration tests
Martin, Donald E. K.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 574-583
Persistent link: https://www.econbiz.de/10003768292
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6
On the
estimation
of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
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7
Random effects model for credit rating transitions
Kim, Yoonseong
;
Sohn, So Young
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 561-573
Persistent link: https://www.econbiz.de/10003768289
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8
Predicting performance measures for Markovian type of manufacturing systems with product failures
Pradhan, Salil
;
Damodaran, Purushothaman
;
Srihari, …
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 725-744
Persistent link: https://www.econbiz.de/10003768337
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9
Optimization of a special case of continuous-time Markov decision processes with compact action set
Hao, Tang
;
Zhou, Lei
;
Tamio, Arai
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10003769121
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10
Phase-type distribution of customer relationship with Markovian response and marketing expenditure decision on the customer lifetime value
Ma, Ming
;
Li, Zehui
;
Chen, Jinyuan
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 313-326
Persistent link: https://www.econbiz.de/10003769207
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