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Airline OR innovations soar during COVID-19 recovery
Garrow, Laurie A.; Lurkin, Virginie; Marla, Lavanya - In: Operations research forum 3 (2022) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10013173155
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Passenger demand forecasting in scheduled transportation
Banerjee, Nilabhra; Morton, Alec; Akartunalı, Kerem - In: European journal of operational research : EJOR 286 (2020) 3, pp. 797-810
Persistent link: https://www.econbiz.de/10012291572
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Critical analysis of failure of Kingfisher Airlines
Kolte, Ashutosh; Capasso, Arturo; Rossi, Matteo - In: International journal of managerial and financial accounting 10 (2018) 4, pp. 391-409
Persistent link: https://www.econbiz.de/10011983811
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Forecasting the nearly unforecastable : why aren't airline bookings adhering to the prediction algorithm?
Thirumuruganathan, Saravanan; Jung, Soon-gyo; Robillos, … - In: Electronic commerce research 21 (2021) 1, pp. 73-100
Persistent link: https://www.econbiz.de/10012543720
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Designing an algorithm for predicting plane ticket prices using feedforward neural network modeling
Mojoodi, Amin; Jalalian, Saeed; Kumail, Tafazal - In: Journal of hospitality and tourism insights 7 (2024) 3, pp. 1577-1593
Persistent link: https://www.econbiz.de/10015053001
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Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641741
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Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
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Bedingte Schätzung von Value at Risk und Expected Shortfall
Schaudeck, Alexander - 2014
Der Value at Risk ist die am stärksten verbreitete Kennzahl zur Bestimmung des Risikos bei Finanzinstituten. Für diese gibt es bezüglich Theorie, Simulation und empirischer Anwendung bereits ein breites Spektrum an Literatur. Im Rahmen dieser Arbeit werden verschiedene Methoden zur Schätzung...
Persistent link: https://www.econbiz.de/10010532752
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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, Giles E.; Tzavalis, Elias - In: Journal of forecasting 33 (2014) 7, pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - 2008
An efficient and accurate approach is proposed for forecasting Value at Risk [VaR] and Expected Shortfall [ES] measures in a Bayesian framework. This consists of a new adaptive importance sampling method for Quantile Estimation via Rapid Mixture of t approximations [QERMit]. As a first step the...
Persistent link: https://www.econbiz.de/10011377096