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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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Nonlinearity, data-snooping, and stock index ETF return predictability
Yang, Jian; Cabrera, Juan; Wang, T'ao - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 498-507
Persistent link: https://www.econbiz.de/10003897177
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Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
Juan, He; Xianglin, Jiang; Wang, Jian; Zhu, Daoli; Lei, Zhen - In: European journal of operational research : EJOR 223 (2012) 1, pp. 106-115
Persistent link: https://www.econbiz.de/10009614005
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Burn-in by environmental shocks for two ordered subpopulations
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 206 (2010) 1, pp. 111-117
Persistent link: https://www.econbiz.de/10003968456
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Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks
Huynh, K. T.; Castro, I. T.; Barros, Afonso de; … - In: European journal of operational research : EJOR 218 (2012) 1, pp. 140-151
Persistent link: https://www.econbiz.de/10009501055
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New shock models based on the generalized Polya process
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 251 (2016) 1, pp. 135-141
Persistent link: https://www.econbiz.de/10011446234
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Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: European journal of operational research : EJOR 301 (2022) 2, pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process
Cha, Ji Hwan; Finkelstein, Maxim; Levitin, Gregory - In: European journal of operational research : EJOR 266 (2018) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10011811616