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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Energy reports"
~isPartOf:"Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"Revista de métodos cuantitativos para la economía y la empresa"
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Revista de métodos cuantitativos para la economía y la empresa
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ECONIS (ZBW)
27
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1
A note on functional form specification in random coefficients stochastic frontier models
Skevas, Ioannis
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10014502461
Saved in:
2
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
3
Semi-parametric modelling of inefficiencies in stochastic frontier analysis
Forchini, Giovanni
;
Theler, Raoul
- In:
Journal of productivity analysis : an official journal …
59
(
2023
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10014259118
Saved in:
4
Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market
Zeebari, Zangin
;
Månsson, Kristofer
;
Sjölander, Pär
; …
- In:
Journal of productivity analysis : an official journal …
59
(
2023
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10013548830
Saved in:
5
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
6
Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors
Makieła, Kamil
;
Mazur, Błażej
- In:
Journal of productivity analysis : an official journal …
58
(
2022
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10013453679
Saved in:
7
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
8
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
9
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
10
Vertical integration vs. specialization : a nonparametric conditional efficiency estimate for the global semiconductor industry
Qiao, Guangshun
;
Wang, Zhan-ao
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
2/3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10012656581
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