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Required sample sizes for data-driven market segmentation analyses in tourism

Dolnicar, Sara; Grün, Bettina; Leisch, Friedrich; … - In: Journal of travel research : a quarterly publication of … 53 (2014) 3, pp. 296-306

Persistent link: https://www.econbiz.de/10010358310

Using graphical statistics to better understand market segmentation solutions

Dolnicar, Sara; Leisch, Friedrich - In: International journal of market research : JMRS ; the … 56 (2014) 2, pp. 207-230

Persistent link: https://www.econbiz.de/10010347870

Strategisches Prozeßmanagement in der intelligenten Unternehmung : Entscheidungen über die Leistungstiefe, Prozeßlebenszykluskonzept

Meyer, David - 2000

Persistent link: https://www.econbiz.de/10001538984

Multivariate logit models for market basket data analysis

Hruschka, Harald - 1996

Persistent link: https://www.econbiz.de/10013408641

Planning new tariffs at tele.ring : the application and impact of an integrated segmentation, targeting, and positioning tool

Natter, Martin; Mild, Andreas; Wagner, Udo; Taudes, Alfred - In: Marketing science : the marketing journal of the … 27 (2008) 4, pp. 600-609

Persistent link: https://www.econbiz.de/10003765817

Comparing trading behaviour and profit composition in prediction markets

Waitz, Martin; Mild, Andreas - In: The journal of prediction markets 14 (2020) 2, pp. 3-25

Persistent link: https://www.econbiz.de/10012667685

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...

Persistent link: https://www.econbiz.de/10010316441

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - In: Journal of applied econometrics 20 (2005) 1, pp. 99-121

Persistent link: https://www.econbiz.de/10003027431

Forecasting exchange rates using cointegration models and intra-day data

Trapletti, Adrian; Geyer, Alois; Leisch, Friedrich - In: Journal of forecasting 21 (2002) 3, pp. 151-166

Persistent link: https://www.econbiz.de/10001662952

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002

Persistent link: https://www.econbiz.de/10001742139