Prioritizing of volatility models : a computational analysis using data envelopment analysis
Konstantinos Petridis, Nikolaos E. Petridis, Ali Emrouznejad and Fouad Ben Abdelaziz
| Year of publication: |
2023
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014259155