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The North American journal of economics and finance : a journal of financial economics studies
Operations research letters
European journal of operational research : EJOR
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
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ECONIS (ZBW)
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1
The non-Markovian nature of nested logit choice
Li, Selena
;
Udwani, Rajan
- In:
Operations research letters
51
(
2023
)
4
,
pp. 461-467
Persistent link: https://www.econbiz.de/10014426591
Saved in:
2
Future memories are not needed for large classes of POMDPs
Cohen, Victor
;
Parmentier, Axel
- In:
Operations research letters
51
(
2023
)
3
,
pp. 270-277
Persistent link: https://www.econbiz.de/10014374858
Saved in:
3
Multi-product pricing : a discrete choice model based on Markov Chain Choice Model combined with reservation prices
Sprenkels, Laura
;
Atan, Zümbül
;
Adan, Ivo
- In:
Operations research letters
51
(
2023
)
6
,
pp. 651-658
Persistent link: https://www.econbiz.de/10014465879
Saved in:
4
Building optimal regime-switching portfolios
Ciciretti, Vito
;
Bucci, Andrea
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014246736
Saved in:
5
Dynamic matching with teams
Wu, Qingyun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 618-622
Persistent link: https://www.econbiz.de/10013449456
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6
Constrained Markov decision processes with uncertain costs
Varagapriya, V.
;
Vikas Vikram Singh
;
Lisser, Abdel
- In:
Operations research letters
50
(
2022
)
2
,
pp. 218-223
Persistent link: https://www.econbiz.de/10013192709
Saved in:
7
On the optimality of a maintenance queueing system
Su, Yan
;
Li, Junping
- In:
Operations research letters
50
(
2022
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10013177159
Saved in:
8
On the effective dimension and multilevel Monte Carlo
Kahalé, Nabil
- In:
Operations research letters
50
(
2022
)
4
,
pp. 415-421
Persistent link: https://www.econbiz.de/10013364126
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9
The nonlinear effect of oil price shocks on financial stress : evidence from China
Liu, Renren
;
Chen, Jianzhong
;
Wen, Fenghua
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667999
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10
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
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11
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
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12
Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
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13
Approximate performance measures for a single station two-stage reneging queue
Sasanuma, Katsunobu
;
Scheller-Wolf, Alan
- In:
Operations research letters
49
(
2021
)
2
,
pp. 212-217
Persistent link: https://www.econbiz.de/10012506617
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14
A useful technique for piecewise deterministic Markov decision processes
Guo, Xin
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10012486021
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15
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
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16
Computing the conditional entry-state distribution in Erlang loss systems
Nyotta, Bobby S.
;
Bravo, Fernanda
;
Chen, M. Keith
- In:
Operations research letters
49
(
2021
)
3
,
pp. 345-349
Persistent link: https://www.econbiz.de/10012591628
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17
A queueing model for customer rescheduling and no-shows in service systems
Tang, Yue
;
Jiang, Houyuan
;
Xie, Jingui
;
Zheng, Zhichao
- In:
Operations research letters
49
(
2021
)
6
,
pp. 821-828
Persistent link: https://www.econbiz.de/10013266039
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18
Ergodic theorems for queuing systems with dependent inter-arrival times
Lovas, Attila
;
Rásonyi, Miklós
- In:
Operations research letters
49
(
2021
)
5
,
pp. 682-687
Persistent link: https://www.econbiz.de/10013207427
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19
Age-based Markovian approximation of the G/M/1 queue
Legros, Benjamin
- In:
Operations research letters
49
(
2021
)
5
,
pp. 708-714
Persistent link: https://www.econbiz.de/10013207432
Saved in:
20
Condition-based maintenance optimization based on matrix algebra
Jonge, Bram de
- In:
Operations research letters
49
(
2021
)
5
,
pp. 741-747
Persistent link: https://www.econbiz.de/10013207435
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21
MDPs with setwise continuous transition probabilities
Feinberg, Eugene A.
;
Kasʹjanov, Pavlo O.
- In:
Operations research letters
49
(
2021
)
5
,
pp. 734-740
Persistent link: https://www.econbiz.de/10013207440
Saved in:
22
Distributionally robust optimal control and MDP modeling
Shapiro, Alexander
- In:
Operations research letters
49
(
2021
)
5
,
pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
Saved in:
23
Optimal server assignment in a two-stage tandem queueing system
Papachristos, Ioannis
;
Pandelis, Dimitrios G.
- In:
Operations research letters
48
(
2020
)
1
,
pp. 71-77
Persistent link: https://www.econbiz.de/10012169607
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24
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
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25
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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26
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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27
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
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28
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
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29
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
30
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
31
Bias optimality of admission control in a non-stationary repairable queue
Su, Yan
;
Li, Junping
- In:
Operations research letters
48
(
2020
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10012254086
Saved in:
32
Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani
;
Ghosh, Arka P.
- In:
Operations research letters
48
(
2020
)
6
,
pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
Saved in:
33
Sampling from the complement of a polyhedron : an MCMC algorithm for data augmentation
Chan, Timothy C. Y.
;
Diamant, Adam
;
Mahmood, Rafid
- In:
Operations research letters
48
(
2020
)
6
,
pp. 744-751
Persistent link: https://www.econbiz.de/10012430104
Saved in:
34
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
35
Complexity bounds for approximately solving discounted MDPs by value iterations
Feinberg, Eugene A.
;
He, Gaojin
- In:
Operations research letters
48
(
2020
)
5
,
pp. 543-548
Persistent link: https://www.econbiz.de/10012303405
Saved in:
36
Discrete time Markov chain model for age of information
Alfa, Attahiru S.
- In:
Operations research letters
48
(
2020
)
5
,
pp. 552-557
Persistent link: https://www.econbiz.de/10012303407
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37
Optimality of admission control in a repairable queue
Su, Yan
;
Li, Junping
;
Li, Yanyun
- In:
Operations research letters
47
(
2019
)
3
,
pp. 202-207
Persistent link: https://www.econbiz.de/10012017645
Saved in:
38
Double-sided matching queues : priority and impatient customers
Diamant, Adam
;
Baron, Opher
- In:
Operations research letters
47
(
2019
)
3
,
pp. 219-224
Persistent link: https://www.econbiz.de/10012017652
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39
An embedded Markov chain approach to stock rationing under batch orders
Fadıloğlu, Mehmet Murat
;
Bulut, Önder
- In:
Operations research letters
47
(
2019
)
2
,
pp. 92-98
Persistent link: https://www.econbiz.de/10012003270
Saved in:
40
Optimal stopping with a capacity constraint : generalizing Shepp's urn scheme
Dehghanian, Amin
;
Kharoufeh, Jeffrey P.
- In:
Operations research letters
47
(
2019
)
4
,
pp. 311-316
Persistent link: https://www.econbiz.de/10012103271
Saved in:
41
Transient analysis of a Markovian queue with deterministic rejection
Legros, Benjamin
- In:
Operations research letters
47
(
2019
)
5
,
pp. 391-397
Persistent link: https://www.econbiz.de/10012110597
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42
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
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43
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
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44
Modeling dynamics of short-term international capital flows in China : a Markov regime switching approach
Ning, Ye
;
Zhang, Lingxiang
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 193-203
Persistent link: https://www.econbiz.de/10012036534
Saved in:
45
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Feinberg, Eugene A.
;
Huang, Jefferson
- In:
Operations research letters
46
(
2018
)
2
,
pp. 179-184
Persistent link: https://www.econbiz.de/10011824851
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46
Eigenvalues of LRU via a linear algebraic approach
Tang, Dengwang
;
Subramanian, Vijay
- In:
Operations research letters
46
(
2018
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10011824879
Saved in:
47
Scheduling Markovian PERT networks to maximize the net present value : new results
Hermans, Ben
;
Leus, Roel
- In:
Operations research letters
46
(
2018
)
2
,
pp. 240-244
Persistent link: https://www.econbiz.de/10011824903
Saved in:
48
Max-weight scheduling across multiple timescales
Squillante, Mark S.
;
Ven, Peter M. van de
- In:
Operations research letters
46
(
2018
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011824904
Saved in:
49
On geometric convergence rate of Markov search towards the fat target
Tarłowski, Dawid
- In:
Operations research letters
46
(
2018
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10011807905
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50
Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
Wei, Qingda
- In:
Operations research letters
46
(
2018
)
1
,
pp. 69-75
Persistent link: https://www.econbiz.de/10011807922
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