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A multifactor transformed diffusion model with applications to VIX and VIX futures

Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Econometric reviews 39 (2020) 1, pp. 27-53

Persistent link: https://www.econbiz.de/10012181537

Hybrid stochastic local unit roots

Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 215 (2020) 1, pp. 257-285

Persistent link: https://www.econbiz.de/10012439454

Nonparametric prediction for univariate spatial data : methods and applications

Arancibia, Rodrigo García; Llop, Pamela; Lovatto, Mariel - In: Papers in regional science : the journal of the … 102 (2023) 3, pp. 635-672

Persistent link: https://www.econbiz.de/10014342459

The possibilities and consequences of investment decisions by stepwise optimization

Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087

Persistent link: https://www.econbiz.de/10014374968

Simulation-optimization via kriging and bootstrapping : a survey

Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064

Persistent link: https://www.econbiz.de/10010228792

Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models

Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106

Persistent link: https://www.econbiz.de/10011881289

Time evolution of an agent-driven network model

Vanni, Fabio; Barucca, Paolo - 2017

We present a new approach to the study of networks where the formation of links is driven by unilateral initiative of nodes. First, we propose a mathematical description of the extreme introvert and extrovert model (XIE), a dynamic network model in which the number of links fluctuates over time...

Persistent link: https://www.econbiz.de/10011671040

Set-up and production planning in hybrid manufacturing–remanufacturing systems with large returns

Polotski, Vladimir; Kenne, Jean-Pierre; Gharbi, Ali - In: International journal of production research 55 (2017) 13/14, pp. 3766-3787

Persistent link: https://www.econbiz.de/10011671348

Effect of feedback on eBay sellers' business using Markov Chain

Dib, Y. M.; Roumieh, N.; Saab, G.; Maroun, M. - In: Journal of mathematical finance 9 (2019) 3, pp. 325-344

Persistent link: https://www.econbiz.de/10012210203

Optimal dividend policy and stock prices

Li, Weiping - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10012284594