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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
675
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447
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Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
2
Dual sourcing and smoothing under nonstationary demand time series : reshoring with SpeedFactories
Bote, Robert N.
;
Disney, Stephen M.
;
Gijsbrechts, Joren
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1039-1057
Persistent link: https://www.econbiz.de/10012878509
Saved in:
3
Bias, information, noise : the BIN model of forecasting
Satopää, Ville A.
;
Salikhov, Marat
;
Tetlock, Philip E.
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7599-7618
Persistent link: https://www.econbiz.de/10012815391
Saved in:
4
Judgments based on stocks and flows : different presentations of the same data can lead to opposing inferences
Spiller, Stephen A.
;
Reinholtz, Nicholas
;
Maglio, Sam J.
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 2213-2231
Persistent link: https://www.econbiz.de/10012234787
Saved in:
5
Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
Saved in:
6
Probability forecasts made at multiple lead times
Regnier, Eva
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2407-2426
Persistent link: https://www.econbiz.de/10011874346
Saved in:
7
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Saved in:
8
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
9
Sensitivity to serial dependency of input processes : a robust approach
Lam, Henry
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1311-1327
Persistent link: https://www.econbiz.de/10011847235
Saved in:
10
Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
;
Treccani, Adrien
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2198-2217
Persistent link: https://www.econbiz.de/10011539496
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11
The sum and its parts : judgmental hierachical forecasting
Kremer, Mirko
;
Siemsen, Enno
;
Thomas, Douglas J.
- In:
Management science : journal of the Institute for …
62
(
2016
)
9
,
pp. 2745-2764
Persistent link: https://www.econbiz.de/10011577202
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12
An empirical investigation of dynamic ordering policies
Larson, Chad R.
;
Turcic, Danko
;
Zhang, Fuqiang
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2118-2138
Persistent link: https://www.econbiz.de/10011372447
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13
Information sharing in supply chains : an empirical and theoretical valuation
Cui, Ruomeng
;
Allon, Gad
;
Bassamboo, Achal
;
Van …
- In:
Management science : journal of the Institute for …
61
(
2015
)
11
,
pp. 2803-2824
Persistent link: https://www.econbiz.de/10011409175
Saved in:
14
Correcting for misspecification in parameter dynamics to improve forecast accuracy with adaptively estimated models
Kolsarici, Ceren
;
Vakratsas, Demetrios
- In:
Management science : journal of the Institute for …
61
(
2015
)
10
,
pp. 2495-2513
Persistent link: https://www.econbiz.de/10011386245
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15
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
Saved in:
16
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
17
Investor flows and the 2008 boom/bust in oil prices
Singleton, Kenneth J.
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 300-318
Persistent link: https://www.econbiz.de/10010258816
Saved in:
18
Asset pricing restrictions on predictability : frictions matter
Roon, Frans de
;
Szymanowska, Marta
- In:
Management science : journal of the Institute for …
58
(
2012
)
10
,
pp. 1916-1932
Persistent link: https://www.econbiz.de/10009664642
Saved in:
19
Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W.
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
Saved in:
20
Demand forecasting behavior : system neglect and change detection
Kremer, Mirko
;
Moritz, Brent
;
Siemsen, Enno
- In:
Management science : journal of the Institute for …
57
(
2011
)
10
,
pp. 1827-1843
Persistent link: https://www.econbiz.de/10009383633
Saved in:
21
Conditional coskewness in stock and bond markets : time-series evidence
Yang, Jian
;
Zhou, Yinggang
;
Wang, Zijun
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2031-2049
Persistent link: https://www.econbiz.de/10008748077
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22
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
Saved in:
23
Convertible bond underpricing : renegotiable covenants, seasoning, and convergence
Chan, Alex Wing-ho
;
Chen, Nai-fu
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1793-1814
Persistent link: https://www.econbiz.de/10003593262
Saved in:
24
Neural network models for time series forecasts
Hill, Tim
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 1082-1092
Persistent link: https://www.econbiz.de/10001204534
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25
Bayesian forecasting for seemingly unrelated time series : application to local government revenue forecasting
Duncan, George T.
- In:
Management science : journal of the Institute for …
39
(
1993
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10001139816
Saved in:
26
Rule-based forecasting : development and validation of an expert systems approach to combining time series extrapolations
Collopy, Frederick Lynch
- In:
Management science : journal of the Institute for …
38
(
1992
)
10
,
pp. 1394-1414
Persistent link: https://www.econbiz.de/10001133857
Saved in:
27
The pricing of Japanese equity warrants
Kuwahara, Hiroto
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1610-1641
Persistent link: https://www.econbiz.de/10001135942
Saved in:
28
Control charts in the presence of data correlation
Wardell, Don G.
- In:
Management science : journal of the Institute for …
38
(
1992
)
8
,
pp. 1084-1105
Persistent link: https://www.econbiz.de/10001128218
Saved in:
29
Properties of standardized time series weighted area variance estimators
Goldsman, David Morris
- In:
Management science : journal of the Institute for …
36
(
1990
)
5
,
pp. 602-612
Persistent link: https://www.econbiz.de/10001087170
Saved in:
30
Confidence interval estimation for the variance parameter of stationary processes
Chen, Bor-chung
- In:
Management science : journal of the Institute for …
36
(
1990
)
2
,
pp. 200-211
Persistent link: https://www.econbiz.de/10001083692
Saved in:
31
Evaluating forecast performance in an inventory control system
Gardner, Everette S.
- In:
Management science : journal of the Institute for …
36
(
1990
)
4
,
pp. 490-499
Persistent link: https://www.econbiz.de/10001083738
Saved in:
32
Seasonal exponential smoothing with damped trends
Gardner, Everette S.
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 372-376
Persistent link: https://www.econbiz.de/10001063821
Saved in:
33
Multipass seasonal adjustment filter
Sastri, Tep
- In:
Management science : journal of the Institute for …
35
(
1989
)
1
,
pp. 100-123
Persistent link: https://www.econbiz.de/10001066762
Saved in:
34
A bivariate first-order autoregressive time series model in exponential variables (BEAR (1))
Dewald, Lee S.
- In:
Management science : journal of the Institute for …
35
(
1989
)
10
,
pp. 1236-1246
Persistent link: https://www.econbiz.de/10001076358
Saved in:
35
Modeling time-dependent arrivals to service systems : a case in using a piecewise-polynomial rate function in a nonhomogeneous Poisson process
Kao, Edward P.
- In:
Management science : journal of the Institute for …
34
(
1988
)
11
,
pp. 1367-1379
Persistent link: https://www.econbiz.de/10001060034
Saved in:
36
A simple method of computing prediction intervals for time series forecasts
Gardner, Everette S.
- In:
Management science : journal of the Institute for …
34
(
1988
)
4
,
pp. 541-546
Persistent link: https://www.econbiz.de/10001060489
Saved in:
37
Consensus forecasts of corporate earnings : analysts' forecasts and time series methods
Conroy, Robert M.
- In:
Management science : journal of the Institute for …
33
(
1987
)
6
,
pp. 725-738
Persistent link: https://www.econbiz.de/10001045064
Saved in:
38
Ordinal time series methodology for industry and competitive analysis
Ruefli, Timothy W.
- In:
Management science : journal of the Institute for …
33
(
1987
)
5
,
pp. 640-661
Persistent link: https://www.econbiz.de/10001045067
Saved in:
39
A model for predicting frequencies of random events
Rosenfield, Donald
- In:
Management science : journal of the Institute for …
33
(
1987
)
8
,
pp. 947-954
Persistent link: https://www.econbiz.de/10001045648
Saved in:
40
Forecasting when pattern changes occur beyond the historical data
Carbone, Robert
- In:
Management science : journal of the Institute for …
32
(
1986
)
3
,
pp. 257-271
Persistent link: https://www.econbiz.de/10001015350
Saved in:
41
Detection of nonstationarity in hydrologic time series
RamachandraRao, A.
- In:
Management science : journal of the Institute for …
32
(
1986
)
9
,
pp. 1206-1217
Persistent link: https://www.econbiz.de/10001017622
Saved in:
42
Unstable weights in the combination of forecasts
Kang, Heejoon
- In:
Management science : journal of the Institute for …
32
(
1986
)
6
,
pp. 683-695
Persistent link: https://www.econbiz.de/10001017818
Saved in:
43
Analysis and generalisation of a multivariate exponential smoothing model
Harvey, Andrew C.
- In:
Management science : journal of the Institute for …
32
(
1986
)
3
,
pp. 374-380
Persistent link: https://www.econbiz.de/10003573233
Saved in:
44
A state space modeling approach for time series forecasting
Sastri, Tep
- In:
Management science : journal of the Institute for …
31
(
1985
)
11
,
pp. 1451-1470
Persistent link: https://www.econbiz.de/10001015543
Saved in:
45
Forecasting trends in time series
Gardner, Everette S.
- In:
Management science : journal of the Institute for …
31
(
1985
)
10
,
pp. 1237-1246
Persistent link: https://www.econbiz.de/10001015575
Saved in:
46
An adaptive filtering procedure for estimating regression quantiles
Gorr, Wilpen L.
- In:
Management science : journal of the Institute for …
31
(
1985
)
8
,
pp. 1019-1029
Persistent link: https://www.econbiz.de/10001015600
Saved in:
47
Asymptotic properties of some confidence interval estimators for simulation output
Goldsman, David
;
Schuben, Lee
- In:
Management science : journal of the Institute for …
30
(
1984
)
10
,
pp. 1217-1225
Persistent link: https://www.econbiz.de/10003628026
Saved in:
48
An urban allocation model combining time series and analytical hierarchical methods
Cook, Thomas
;
Falchi, Paul
;
Mariano, Reynaldo
- In:
Management science : journal of the Institute for …
30
(
1984
)
2
,
pp. 198-208
Persistent link: https://www.econbiz.de/10003518412
Saved in:
49
Comparing for different time series methods the value of technical expertise individualized analysis, and judgmental adjustment
Carbone, Robert
- In:
Management science : journal of the Institute for …
29
(
1983
)
5
,
pp. 559-566
Persistent link: https://www.econbiz.de/10003509272
Saved in:
50
Temporal aggregation, the data interval bias, and empirical estimation of biomonthly relations from annual data
Bass, Frank M.
;
Leone, Robert P.
- In:
Management science : journal of the Institute for …
29
(
1983
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003482611
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