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  • Search: subject:"Regularity condition"
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Year of publication
Subject
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Regularity condition 9 EGARCH 3 ARCH model 2 ARCH-Modell 2 Börsenkurs 2 Conditional volatility models 2 Estimation theory 2 General constrained optimization 2 Global convergence 2 Network user equilibrium 2 Nonlinear programming 2 Schätztheorie 2 Sensitivity analysis 2 Share price 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Time series analysis 2 Trust region method 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 asymmetry 2 leverage 2 random coefficient complex nonlinear moving average process 2 regularity condition 2 Aggregation 1 Approximate Hessian 1 Approximate Jacobian 1 Asymmetry 1 Bilevel optimization 1 China 1 Common-value auctions 1 Demand system 1 Elasticity of substitution 1 Equilibrium theory 1 Geldmenge 1 Gleichgewichtstheorie 1 Leverage 1
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Online availability
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Undetermined 8 Free 2
Type of publication
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Article 9 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 6 Undetermined 5
Author
All
Chang, Chia-Lin 3 McAleer, Michael 3 Huang, Henh 2 Yao, Tao 2 Zhang, Ju-liang 2 Cheng, Harrison 1 Cho, Hsun-Jung 1 Cho, Hsun-jung 1 Chung, Byung 1 Chung, Byung Do 1 Dempe, S. 1 Friesz, Terry 1 Friesz, Terry L. 1 Fu, Yihan 1 Gadhi, N. 1 Jin, Man 1 Tan, Guofu 1 Wang, Gang 1
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Published in...
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China economic review : an international journal 1 Computational Statistics 1 Discussion paper / Tinbergen Institute 1 Economic Theory 1 Economics letters 1 Journal of Global Optimization 1 Mathematical Methods of Operations Research 1 Networks and Spatial Economics 1 Networks and spatial economics : a journal of infrastructure modeling and computation 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 5 RePEc 5 EconStor 1
Showing 1 - 10 of 11
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Characterizing the nonemptiness and compactness of weakly efficient solution sets for non-convex multiobjective optimization problems
Wang, Gang; Fu, Yihan - In: Operations research letters : a journal of INFORMS … 53 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015049272
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - 2017
purpose of the paper is to derive the regularity condition for asymmetry in EGARCH to provide the correct interpretation. It …
Persistent link: https://www.econbiz.de/10011688332
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The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - 2017
purpose of the paper is to derive the regularity condition for asymmetry in EGARCH to provide the correct interpretation. It …
Persistent link: https://www.econbiz.de/10011819449
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Measuring substitution in China's monetary-assets demand system
Jin, Man - In: China economic review : an international journal 50 (2018), pp. 117-132
Persistent link: https://www.econbiz.de/10012008207
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - In: Economics letters 161 (2017), pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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Sensitivity analysis of user equilibrium flows revisited
Chung, Byung Do; Cho, Hsun-jung; Friesz, Terry L.; … - In: Networks and spatial economics : a journal of … 14 (2014) 2, pp. 183-207
Persistent link: https://www.econbiz.de/10011308781
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Sensitivity Analysis of User Equilibrium Flows Revisited
Chung, Byung; Cho, Hsun-Jung; Friesz, Terry; Huang, Henh; … - In: Networks and Spatial Economics 14 (2014) 2, pp. 183-207
This paper addresses certain misconceptions regarding what is known and what may be expected when performing sensitivity analyses of network user equilibrium flow patterns. Our presentation relies on a simple observation: any given user equilibrium sensitivity analysis technique should be...
Persistent link: https://www.econbiz.de/10010865552
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Second order optimality conditions for bilevel set optimization problems
Dempe, S.; Gadhi, N. - In: Journal of Global Optimization 47 (2010) 2, pp. 233-245
Persistent link: https://www.econbiz.de/10008486620
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Asymmetric common-value auctions with applications to private-value auctions with resale
Cheng, Harrison; Tan, Guofu - In: Economic Theory 45 (2010) 1, pp. 253-290
Persistent link: https://www.econbiz.de/10008673889
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A robust trust region method for general constrained optimization
Zhang, Ju-liang - In: Computational Statistics 60 (2004) 1, pp. 73-85
In this paper, a new trust region method is presented for general constrained optimization problem. In this algorithm, the trial step is obtained by solving two quadratic programming problems with bound constraints. The algorithm is implementable easily. Then we prove that the method is globally...
Persistent link: https://www.econbiz.de/10010759241
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