Purpose: The goal of this article is to provide an extensive literature review of the models and solution procedures proposed by many researchers interested on the Project Scheduling Problem with non-deterministic activities duration. Design/methodology/approach: This paper presents an...

Purpose: The goal of this article is to provide an extensive literature review of the models and solution procedures proposed by many researchers interested on the Project Scheduling Problem with non-deterministic activities duration. Design/methodology/approach: This paper presents an...

This paper extends stochastic conditional duration (SCD) models for financial transaction data to allow for correlation between error processes or innovations of observed duration process and latent log duration process. Novel algorithms of Markov Chain Monte Carlo (MCMC) are developed to fit...

This paper provides a selected review of the recent developments and applications of mixtures of normal (MN) distribution models in empirical finance. Once attractive property of the MN model is that it is flexible enough to accommodate various shapes of continuous distributions, and able to...

The efficiency of traditional and stochastic interest rate risk measures is compared under one-, two-, and three-factor no-arbitrage Gauss-Markov term structure models, and for different immunization periods. The empirical analysis, run on the German Treasury bond market from January 2000 to...