Given N products and a set of "basic data" for each product, e.g., production rate, demand rate, setup time, setup cost and holding cost, etc., the Economic Lot Scheduling Problem is to find a feasible schedule that allows cyclic production pattern for each product and such that the sum of the...

In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms. In most cases it is not well understood how the use of a restricted model has to be paid with loss of valuable information. We investigate the structural implications of two alternative...