Narrow search
Showing 1 - 10 of 364
Cover Image
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein; Rahimi, Ghazaleh - In: International journal of financial engineering 5 (2018) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Cover Image
Spectral analysis of the MIXMAX random number generators
L'Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 135-144
Persistent link: https://www.econbiz.de/10012182996
Cover Image
A predictive DEA model for outlier detection
Yang, Mingwen; Wan, Guohua; Zheng, Eric - In: Journal of management analytics 1 (2014) 1, pp. 20-41
Persistent link: https://www.econbiz.de/10011729396
Cover Image
Business cycle synchronization of CEECs with the euro area : a regime switching approach
Di Giorgio, Carlo - In: Journal of common market studies : JCMS 54 (2016) 2, pp. 284-300
Persistent link: https://www.econbiz.de/10011442010
Cover Image
New forecasting insights on the bullwhip effect in a supply chain
Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286
Persistent link: https://www.econbiz.de/10010387735
Cover Image
Making sense of transient responses in simulation studies
Melnyk, Steven A.; Zobel, Christopher W.; MacDonald, John R. - In: International journal of production research 52 (2014) 3, pp. 617-632
Persistent link: https://www.econbiz.de/10010254386
Cover Image
Bitcoin network mechanics : forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables
Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21
The Bitcoin (BTC) market presents itself as a new unique medium currency, and it is often hailed as the "currency of the future". Simulating the BTC market in the price discovery process presents a unique set of market mechanics. The supply of BTC is determined by the number of miners and...
Persistent link: https://www.econbiz.de/10012386874
Cover Image
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Cover Image
A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152
conditional maximum likelihood methods are considered for the parameter estimation of the model. Moreover, simulation experiments …
Persistent link: https://www.econbiz.de/10014514104
Cover Image
Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.; West, Kenneth D. - 2023
Persistent link: https://www.econbiz.de/10014340065