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On demand uncertainty in the newsvendor model
Andrew Butters, R. - In: Economics letters 185 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304955
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The expectation-based loss-averse newsvendor
Herweg, Fabian - In: Economics letters 120 (2013) 3, pp. 429-432
Persistent link: https://www.econbiz.de/10010187272
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News impact curve for stochastic volatility models
Takahashi, Makoto; Omori, Yasuhiro; Watanabe, Toshiaki - In: Economics letters 120 (2013) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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Transition probabilities in a problem of stochastic process switching
Veestraeten, Dirk - In: Economics letters 114 (2012) 2, pp. 201-204
Persistent link: https://www.econbiz.de/10009547274
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An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang; Liu, Lulu - In: Economics letters 155 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos - In: Economics letters 155 (2017), pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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Inventory shocks and the oil-ethanol-grain price nexus
Plante, Michael; Dhaliwal, Navi - In: Economics letters 156 (2017), pp. 58-60
Persistent link: https://www.econbiz.de/10011822362