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Diffusion approximation for efficiency-driven queues when customers are patient
He, Shuangchi - In: Operations research 68 (2020) 4, pp. 1265-1284
Persistent link: https://www.econbiz.de/10012288441
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An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho; Lee, Sunhyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
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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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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2020 - This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul; Dufour, Jean-Marie - In: Journal of econometrics 224 (2021) 1, pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark - In: Journal of econometrics 227 (2022) 2, pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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Parameter estimation methods of required rate of return on stock
Gankhuu, Battulga - In: International journal of theoretical and applied … 26 (2023) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10014500270
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High-order steady-state diffusion approximations
Braverman, Anton; Dai, J. G.; Fang, Xiao - In: Operations research 72 (2024) 2, pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo; Rodriguez, Gabriel - In: Review of world economics 159 (2023) 2, pp. 505-544
Persistent link: https://www.econbiz.de/10014308071