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McAleer, Michael; Chan, Felix; Oxley, Les - 2013

The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

Persistent link: https://www.econbiz.de/10010326266

Forecasting dirty tanker freight rate index by using stochastic differential equations

Jafari, Hossein; Rahimi, Ghazaleh - In: International journal of financial engineering 5 (2018) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10012028815

Spectral analysis of the MIXMAX random number generators

L'Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 135-144

Persistent link: https://www.econbiz.de/10012182996

A predictive DEA model for outlier detection

Yang, Mingwen; Wan, Guohua; Zheng, Eric - In: Journal of management analytics 1 (2014) 1, pp. 20-41

Persistent link: https://www.econbiz.de/10011729396

Business cycle synchronization of CEECs with the euro area : a regime switching approach

Di Giorgio, Carlo - In: Journal of common market studies : JCMS 54 (2016) 2, pp. 284-300

Persistent link: https://www.econbiz.de/10011442010

New forecasting insights on the bullwhip effect in a supply chain

Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286

Persistent link: https://www.econbiz.de/10010387735

Making sense of transient responses in simulation studies

Melnyk, Steven A.; Zobel, Christopher W.; MacDonald, John R. - In: International journal of production research 52 (2014) 3, pp. 617-632

Persistent link: https://www.econbiz.de/10010254386

Bitcoin network mechanics : forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables

Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21

The Bitcoin (BTC) market presents itself as a new unique medium currency, and it is often hailed as the "currency of the future". Simulating the BTC market in the price discovery process presents a unique set of market mechanics. The supply of BTC is determined by the number of miners and...

Persistent link: https://www.econbiz.de/10012386874

Effects of filtering data on testing asymmetry in threshold autoregressive models

Li, Jing - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 549-565

Persistent link: https://www.econbiz.de/10011649160

A new INAR(1) model for Z-valued time series using the relative binomial thinning operator

Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152

conditional maximum likelihood methods are considered for the parameter estimation of the model. Moreover, simulation experiments …

Persistent link: https://www.econbiz.de/10014514104

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