This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with...

This handbook serves as a complement to the Handbook on Data Envelopment Analysis (eds, W.W. Cooper, L.M. Seiford, and J, Zhu, 2011, Springer) in an effort to extend the frontier of DEA research. It provides a comprehensive source for the state-of-the art DEA modeling on internal structures and...