Country: United Kingdom

Found 17295 papers in total
A model and procedure for competitive bidding under resource constraints
A model and procedure for competitive bidding under resource constraints
2007,
Accurate cost estimates for an incoming order are critical in formulating the optimal...
Applying TAM across cultures: the need for caution
Applying TAM across cultures: the need for caution
2007,
The technology acceptance model (TAM) is one of the most widely used behavioural...
The impact of highway safety regulation enforcement activities on motor vehicle fatalities
The impact of highway safety regulation enforcement activities on motor vehicle fatalities
2007,
This paper analyzes the influence of highway safety regulation enforcement efforts on...
Average conditional correlation and tree structures for multivariate GARCH models
Average conditional correlation and tree structures for multivariate GARCH models
2006,
We propose a simple class of multivariate GARCH models, allowing for time-varying...
GARCH forecasting performance under different distribution assumptions
GARCH forecasting performance under different distribution assumptions
2006,
This paper investigates the forecasting performance of the GARCH (1, 1) model when...
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
2006,
Long-range persistence in volatility is widely modelled and forecast in terms of the...
A hybrid forecasting approach for piece-wise stationary time series
A hybrid forecasting approach for piece-wise stationary time series
2006,
We consider the problem of forecasting a stationary time series when there is an...
Bias in the estimation of non-linear transformations of the integrated variance of returns
Bias in the estimation of non-linear transformations of the integrated variance of returns
2006,
Volatility models such as GARCH, although misspecified with respect to the...
Long-memory dynamic Tobit models
Long-memory dynamic Tobit models
2006,
We introduce a long-memory dynamic Tobit model, defining it as a censored version of a...
Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter
Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter
2006,
This article develops a new method for detrending time series. It is shown how, in a...
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
2006,
This note gives an easily verified necessary and sufficient condition for one...
Estimating the long memory Granger causality effect with a spectrum estimator
Estimating the long memory Granger causality effect with a spectrum estimator
2006,
This paper discusses the Granger causality test by a spectrum estimator which allows...
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
2006,
We investigate the predictive performance of various classes of value-at-risk (VaR)...
A Bayesian nonlinear support vector machine error correction model
A Bayesian nonlinear support vector machine error correction model
2006,
The use of linear error correction models based on stationarity and cointegration...
Building neural network models for time series: a statistical approach
Building neural network models for time series: a statistical approach
2006,
This paper is concerned with modelling time series by single hidden layer feedforward...
A cautionary note on outlier robust estimation of threshold models
A cautionary note on outlier robust estimation of threshold models
2006,
Chan and Cheung propose a GM approach to outlier robust estimation of threshold...
Structurally missing capture–recapture data
Structurally missing capture–recapture data
2006,
Registrations in epidemiological studies suffer from incompleteness, thus a general...
Input modelling for financial simulations using the bootstrap
Input modelling for financial simulations using the bootstrap
2006,
Inputs are the fuel that powers simulations. If one is designing a new system or...
Gamma stochastic volatility models
Gamma stochastic volatility models
2006,
This paper presents gamma stochastic volatility models and investigates their...
Autoregressive gamma processes
Autoregressive gamma processes
2006,
We introduce a class of autoregressive gamma processes with conditional distributions...
Comparison of the Bayesian and randomised decision tree ensembles within an uncertainty envelope technique
Comparison of the Bayesian and randomised decision tree ensembles within an uncertainty envelope technique
2006,
Multiple Classifier Systems (MCSs) allow evaluation of the uncertainty of...
Efficiency bounds and efficiency classifications in data envelopment analysis with imprecise data
Efficiency bounds and efficiency classifications in data envelopment analysis with imprecise data
2007,
This paper is concerned with the use of imprecise data in data envelopment analysis...
Developing a decomposable measure of profit efficiency using data envelopment analysis
Developing a decomposable measure of profit efficiency using data envelopment analysis
2007,
In for-profit organizations efficiency measurement with reference to the potential for...
Simulation software: not the same yesterday, today or forever
Simulation software: not the same yesterday, today or forever
2006,
It is probably true, at least in part, that each generation assumes that the way it...
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