Prioritizing of volatility models : a computational analysis using data envelopment analysis
Year of publication: |
2023
|
---|---|
Authors: | Petridis, Konstantinos ; Petridis, Nikolaos E. ; Emrouznejad, Ali ; Ben Abdelaziz, Fouad |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2302-2334
|
Subject: | β-regression | data envelopment analysis | finance | forecasting | mathematics for computing | ranking | statistical distributions | Data-Envelopment-Analyse | Data envelopment analysis | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Ranking-Verfahren | Ranking method | Mathematik | Mathematics | Statistische Verteilung | Statistical distribution |
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