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Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Castellano, Rosella; Scaccia, Luisa - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10010356926
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CDS and rating announcements : changing signaling during the crisis?
Castellano, Rosella; Scaccia, Luisa - In: Review of managerial science 6 (2012) 3, pp. 239-264
Persistent link: https://www.econbiz.de/10009567498
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Games on graphs with coalitions
Cerqueti, Roy; De Santis, Emilio - In: Journal of the Operational Research Society 75 (2024) 10, pp. 1979-1988
Persistent link: https://www.econbiz.de/10015188531
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A Tabu Search heuristic procedure in Markov chain bootstrapping
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; … - In: European journal of operational research : EJOR 227 (2013) 2, pp. 367-384
Persistent link: https://www.econbiz.de/10009725608
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Approximating multivariate Markov chains for bootstrapping through contiguous partitions
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 803-841
Persistent link: https://www.econbiz.de/10011296686
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Relevant states and memory in Markov chain bootstrapping and simulation
Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - In: European journal of operational research : EJOR 256 (2017) 1, pp. 163-177
Persistent link: https://www.econbiz.de/10011611207
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Higher-order assortativity for directed weighted networks and Markov chains
Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227
Persistent link: https://www.econbiz.de/10014573972