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~person:"Chiarella, Carl"
~person:"Liu, Ming"
~person:"Tzeng, Larry Y."
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stochastic process
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Chiarella, Carl
Liu, Ming
Tzeng, Larry Y.
Escudero, Laureano F.
35
Phillips, Peter C. B.
23
Gendreau, Michel
21
Wong, Wing Keung
20
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18
McAleer, Michael
18
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16
Jarrow, Robert A.
16
Timmermann, Allan
16
Yu, Jun
16
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15
Siu, Tak Kuen
15
Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Garcia, René
13
Maggioni, Francesca
13
Taylor, Robert
13
Wallace, Stein W.
13
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12
Chan, Joshua
12
He, Xue-zhong
12
Rossi, Roberto
12
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11
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11
Chu, Feng
11
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11
Garín, María Araceli
11
Huber, Jürgen
11
O'Hara, Maureen
11
Post, Thierry
11
Sen, Suvrajeet
11
Tarim, S. Armagan
11
Westerhoff, Frank H.
11
Wong, Hoi Ying
11
Xiong, Xiong
11
Ahmed, Shabbir
10
Beraldi, Patrizia
10
Jeanblanc, Monique
10
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International journal of production research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of econometrics
2
Journal of economic dynamics & control
2
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
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ECONIS (ZBW)
32
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1
Almost expectation and excess dependence notions
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Theory and decision : an international journal for …
79
(
2015
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
Saved in:
2
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
3
Distributionally robust inventory routing problem to maximize the service level under limited budget
Liu, Ming
;
Liu, Xin
;
Chu, Feng
;
Zheng, Feifeng
;
Chu, …
- In:
Transportation research / E : an international journal
126
(
2019
),
pp. 190-211
Persistent link: https://www.econbiz.de/10012040925
Saved in:
4
Operational asymptotic stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10012132397
Saved in:
5
A new distribution-free model for disassembly line balancing problem with stochastic task processing times
Zheng, Feifeng
;
He, Junkai
;
Chu, Feng
;
Liu, Ming
- In:
International journal of production research
56
(
2018
)
24
,
pp. 7341-7353
Persistent link: https://www.econbiz.de/10011986984
Saved in:
6
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
7
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
8
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
9
Testing for central dominance : method and application
Chuang, O-Chia
;
Kuan, Chung-ming
;
Tzeng, Larry Y.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10011818312
Saved in:
10
Bivariate almost stochastic dominance
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Economic theory : official journal of the Society for …
57
(
2014
)
2
,
pp. 377-405
Persistent link: https://www.econbiz.de/10010436193
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