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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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Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
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Nonparametric estimation of education productivity incorporating nondiscretionary inputs with an application to Dutch schools
Brennan, Shae; Haelermans, Carla; Ruggiero, John - In: European journal of operational research : EJOR 234 (2014) 3, pp. 809-818
Persistent link: https://www.econbiz.de/10010360412
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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
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Directional distances and their robust versions : computational and testing issues
Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 237 (2014) 1, pp. 358-369
Persistent link: https://www.econbiz.de/10010378590
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Estimating risk preferences of bettors with different bet sizes
Feess, Eberhard; Müller, Helge; Schumacher, Christoph - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1102-1112
Persistent link: https://www.econbiz.de/10011439308
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Estimation of firm performance from a MIMIC model
Chaudhuri, Kausik; Kumbhakar, Subal; Sundaram, Lavanya - In: European journal of operational research : EJOR 255 (2016) 1, pp. 298-307
Persistent link: https://www.econbiz.de/10011530871
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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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Dynamic effects in inefficiency : evidence from the Colombian banking sector
Galán, Jorge E.; Almeida, Helena Tenório Veiga de; … - In: European journal of operational research : EJOR 240 (2015) 2, pp. 562-571
Persistent link: https://www.econbiz.de/10010487008
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A new approach to estimating value-income ratios with income growth and time-varying yields
Wang, Peijie; Brand, Steven - In: European journal of operational research : EJOR 242 (2015) 1, pp. 182-187
Persistent link: https://www.econbiz.de/10010488020