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~subject:"Statistical test"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Statistical test
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Stochastischer Prozess
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McAleer, Michael
93
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
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42
Post, Thierry
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41
Yu, Jun
40
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39
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38
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38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
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31
Gendreau, Michel
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Hainaut, Donatien
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Linton, Oliver
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Račev, Svetlozar T.
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Gil-Alaña, Luis A.
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Wong, Hoi Ying
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Clark, Todd E.
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Siu, Tak Kuen
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Carr, Peter
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Wong, Wing Keung
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Topaloglou, Nikolas
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Wallace, Stein W.
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
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24
Grasselli, Martino
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Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Judge Institute of Management Studies
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Nuffield College
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London School of Economics and Political Science
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Springer International Publishing
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Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
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161
Journal of economic dynamics & control
142
Risks : open access journal
128
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125
International journal of production economics
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122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
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Transportation research / E : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
16,686
USB Cologne (EcoSocSci)
10
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1
A simulation optimization framework to solve Stochastic Flexible Job-Shop Scheduling Problems- case : semiconductor manufacturing
Ghaedy-Heidary, Ensieh
;
Nejati, Erfan
;
Ghasemi, Amir
; …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014560652
Saved in:
2
Can customer arrival rates be modelled by sine waves?
Chen, Ningyuan
;
Gürlek, Ragıp
;
Lee, Donald K. K.
; …
- In:
Service science
16
(
2024
)
2
,
pp. 70-84
Persistent link: https://www.econbiz.de/10014564195
Saved in:
3
Distributionally robust scheduling of stochastic knapsack arrivals
Bos, Hayo
;
Boucherie, Richard J.
;
Hans, Erwin W.
; …
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565010
Saved in:
4
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
Saved in:
5
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
Saved in:
6
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
7
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
8
A variational inequality formulation for stochastic user equilibrium with a bounded choice set
Jiang, Yu
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014566429
Saved in:
9
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
10
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
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