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The multivariate bullwhip effect
Nagaraja, Chaitra H.; McElroy, Tucker - In: European journal of operational research : EJOR 267 (2018) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10011812320
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Time series interpolation via global optimization of moments fitting
Carrizosa, Emilio; Olivares-Nadal, Alba V.; … - In: European journal of operational research : EJOR 230 (2013) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10009766812
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Measuring rank correlation coefficients between financial time series : a GARCH-copula based sequence alignment algorithm
Laih, Yih-wenn - In: European journal of operational research : EJOR 232 (2014) 2, pp. 375-382
Persistent link: https://www.econbiz.de/10010224694
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A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
Goverde, Rob M. P.; Heidergott, Bernd; Merlet, Glenn - In: European journal of operational research : EJOR 210 (2011) 2, pp. 249-257
Persistent link: https://www.econbiz.de/10008841221
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Exponential stabilization of stochastic interval system with time dependent parameters
Udom, Akaninyene Udo - In: European journal of operational research : EJOR 222 (2012) 3, pp. 523-528
Persistent link: https://www.econbiz.de/10009575804
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Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo - In: European journal of operational research : EJOR 247 (2015) 3, pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
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A general property for time aggregation
Alexander, Carol; Rauch, Johannes - In: European journal of operational research : EJOR 291 (2021) 2, pp. 536-548
Persistent link: https://www.econbiz.de/10012495339
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On the update frequency of univariate forecasting models
Spiliotis, Evangelos; Petropoulos, Fotios - In: European journal of operational research : EJOR 314 (2024) 1, pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
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Discrete forecast reconciliation
Zhang, Bohan; Panagiotelis, Anastasios; Kang, Yanfei - In: European journal of operational research : EJOR 318 (2024) 1, pp. 143-153
Persistent link: https://www.econbiz.de/10015047691
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Sparse regression for large data sets with outliers
Bottmer, Lea; Croux, Christophe; Wilms, Ines - In: European journal of operational research : EJOR 297 (2022) 2, pp. 782-794
Persistent link: https://www.econbiz.de/10013259938