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ECONIS (ZBW)
249
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1
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
2
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
3
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
4
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
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5
Stochastic joint replenishment problem under a fill rate constraint with controllable lead times and shared cost allocation
Castellano, Davide
;
Santillo, Liberatina C.
- In:
Operations research letters
51
(
2023
)
4
,
pp. 385-392
Persistent link: https://www.econbiz.de/10014426570
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6
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
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7
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
8
Online learning for route planning with on-time arrival reliability
Jiang, Hongyi
;
Samaranayake, Samitha
;
Zhao, Qing
- In:
Operations research letters
51
(
2023
)
6
,
pp. 548-554
Persistent link: https://www.econbiz.de/10014465722
Saved in:
9
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
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10
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
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11
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
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12
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
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13
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
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14
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
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15
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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16
Spectral estimation of large stochastic blockmodels with discrete nodal covariates
Mele, Angelo
;
Hao, Lingxin
;
Cape, Joshua
;
Priebe, Carey E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1364-1376
Persistent link: https://www.econbiz.de/10014448655
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17
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
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18
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
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19
Answer to an open problem about stochastic comparison of parallel systems with geometric components
Affouf, Mahmoud
;
Wang, Jiantian
- In:
Operations research letters
51
(
2023
)
2
,
pp. 176-178
Persistent link: https://www.econbiz.de/10014311848
Saved in:
20
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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21
Identification of structural vector autoregressions by stochastic volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
Saved in:
22
Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël
;
Leclère, Vincent
- In:
Operations research letters
50
(
2022
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
Saved in:
23
Optimal stochastic control of the intensity of point processes
Kim, Bara
;
Kim, Jeongsim
;
Wang, Chia-Li
- In:
Operations research letters
50
(
2022
)
5
,
pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
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24
Approximation algorithm for the 2-stage stochastic matroid base problem
Fukunaga, Takuro
;
Ravi, Ramamoorthi
;
Rudenko, Oleksandr
; …
- In:
Operations research letters
50
(
2022
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10013192623
Saved in:
25
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Xiao, Tesi
;
Balasubramanian, Krishnakumar
;
Ghadimi, Saeed
- In:
Operations research letters
50
(
2022
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10013192689
Saved in:
26
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu
;
Liu, Yanchu
;
Wang, Ruodu
- In:
Operations research letters
50
(
2022
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
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27
A concentration inequality for the facility location problem
Silwal, Sandeep
- In:
Operations research letters
50
(
2022
)
2
,
pp. 213-217
Persistent link: https://www.econbiz.de/10013192697
Saved in:
28
Approximation algorithm for the stochastic prize-collecting set multicover problem
Takazawa, Yotaro
- In:
Operations research letters
50
(
2022
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10013192713
Saved in:
29
Improving constants of strong convexity in linear stochastic programming
Claus, Matthias
;
Spürkel, Kai
- In:
Operations research letters
50
(
2022
)
1
,
pp. 76-83
Persistent link: https://www.econbiz.de/10013177170
Saved in:
30
Distributed stochastic nonsmooth nonconvex optimization
Kungurtsev, Vyacheslav
- In:
Operations research letters
50
(
2022
)
6
,
pp. 627-631
Persistent link: https://www.econbiz.de/10014230138
Saved in:
31
Power-of-two sampling in redundancy systems : the impact of assignment constraints
Cardinaels, Ellen
;
Borst, Sem
;
Leeuwaarden, Johan S. H. van
- In:
Operations research letters
50
(
2022
)
6
,
pp. 699-706
Persistent link: https://www.econbiz.de/10014230186
Saved in:
32
A stochastic volatility model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
33
The locally Gaussian partial correlation
Otneim, Håkon
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 924-936
Persistent link: https://www.econbiz.de/10013534580
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34
An extended formulation for two-stage stochastic unit commitment with reserves
Lu, Yiruo
;
Zhang, Tong
;
Guan, Yongpei
- In:
Operations research letters
50
(
2022
)
3
,
pp. 235-240
Persistent link: https://www.econbiz.de/10013364078
Saved in:
35
Iteratively sampling scheme for stochastic optimization with variable number sample path
Hao, Shuang
;
Zhang, Dali
;
Dong, Ming
- In:
Operations research letters
50
(
2022
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10013364106
Saved in:
36
Asymptotic analysis for a stochastic semidefinite programming
Zhang, Jie
;
Lin, Shuang
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
2
,
pp. 164-170
Persistent link: https://www.econbiz.de/10012506602
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37
Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components
Panja, Arindam
;
Kundu, Pradip
;
Pradhan, Biswabrata
- In:
Operations research letters
49
(
2021
)
2
,
pp. 176-183
Persistent link: https://www.econbiz.de/10012506608
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38
Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
39
Logarithmic sample bounds for Sample Average Approximation with capacity- or budget-constraints
Bugg, Caleb
;
Aswani, Anil
- In:
Operations research letters
49
(
2021
)
2
,
pp. 231-238
Persistent link: https://www.econbiz.de/10012506656
Saved in:
40
On complexity of multistage stochastic programs under heavy tailed distributions
Jiang, Jie
;
Li, Shengjie
- In:
Operations research letters
49
(
2021
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10012506664
Saved in:
41
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry
;
Li, Haidong
;
Zhang, Xuhui
- In:
Operations research letters
49
(
2021
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
Saved in:
42
Average stochastic games for continuous-time jump processes
Wei, Qingda
;
Chen, Xian
- In:
Operations research letters
49
(
2021
)
1
,
pp. 84-90
Persistent link: https://www.econbiz.de/10012486232
Saved in:
43
Minimum-error classes for matching parts
Weber, Thomas A.
- In:
Operations research letters
49
(
2021
)
1
,
pp. 106-112
Persistent link: https://www.econbiz.de/10012486237
Saved in:
44
Ergodic inventory control with diffusion demand and general ordering costs
Wei, Bo
;
Yao, Dacheng
- In:
Operations research letters
49
(
2021
)
4
,
pp. 578-585
Persistent link: https://www.econbiz.de/10012649043
Saved in:
45
Threshold regression with a threshold boundary
Yu, Ping
;
Fan, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 953-971
Persistent link: https://www.econbiz.de/10012653206
Saved in:
46
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
47
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
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48
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
49
A many-server functional strong law for a non-stationary loss model
Chakraborty, Prakash
;
Honnappa, Harsha
- In:
Operations research letters
49
(
2021
)
3
,
pp. 338-344
Persistent link: https://www.econbiz.de/10012591627
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50
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
Claus, Matthias
- In:
Operations research letters
49
(
2021
)
3
,
pp. 412-417
Persistent link: https://www.econbiz.de/10012591644
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