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Quantitative finance
European journal of operational research : EJOR
34
International journal of production research
29
International journal of production economics
27
Transportation research / E : an international journal
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Journal of business research : JBR
17
Finance research letters
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Omega : the international journal of management science
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Pacific-Basin finance journal
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China economic review : an international journal
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IEEE transactions on engineering management : EM
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Industrial marketing management : the international journal for industrial and high-tech firms
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The European Physical Journal B - Condensed Matter and Complex Systems
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The journal of corporate finance : contracting, governance and organization
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Computers & operations research : and their applications to problems of world concern ; an international journal
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A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
2
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
Saved in:
3
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.
;
Liu, Anqi
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
Saved in:
4
Myopic robust index tracking with Bregman divergence
Penev, Spiridon
;
Shevchenko, Pavel V.
;
Wu, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 289-302
Persistent link: https://www.econbiz.de/10013167742
Saved in:
5
The predictive performance of the currency futures basis for spot returns
Han, Liyan
;
Jiang, Xue
;
Yin, Libo
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 391-405
Persistent link: https://www.econbiz.de/10012194660
Saved in:
6
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
7
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1405-1413
Persistent link: https://www.econbiz.de/10012295608
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