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1
Probabilistic bisection with spatial metamodels
Rodriguez, Sergio
;
Ludkovski, Michael
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 588-603
Persistent link: https://www.econbiz.de/10012291550
Saved in:
2
Generalized integrated brownian fields for
simulation
metamodeling
Salemi, Peter
;
Staum, Jeremy
;
Nelson, Barry L.
- In:
Operations research
67
(
2019
)
3
,
pp. 874-891
Persistent link: https://www.econbiz.de/10012040305
Saved in:
3
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
4
Comparison of Gaussian process modeling software
Erickson, Collin B.
;
Ankenman, Bruce E.
;
Sanchez, Susan M.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 179-192
Persistent link: https://www.econbiz.de/10011811641
Saved in:
5
Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
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6
ETLA macro model for
forecasting
and policy simulations
Lehmus, Markku
- In:
Economic modelling
74
(
2018
),
pp. 142-166
Persistent link: https://www.econbiz.de/10012101320
Saved in:
7
Intrinsic heterogeneity in expectation formation
Branch, William A.
;
Evans, George W.
- In:
Journal of economic theory
127
(
2006
)
1
,
pp. 264-295
Persistent link: https://www.econbiz.de/10003300590
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8
Symposium on stochastic volatility : an introductory overview
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 151-157
Persistent link: https://www.econbiz.de/10009548135
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9
Structural-break models under mis-specification : implications for
forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
-
2013
Persistent link: https://www.econbiz.de/10009724649
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10
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
Liao, Yin
-
2012
volatility models are compared in terms of their VaR
forecasting
performances through a Monte Carlo study and an analysis based …
Persistent link: https://www.econbiz.de/10013105658
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