Contact information of Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ems:eureir. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: RePub (email available below). General contact details of provider: https://edirc.repec.org/data/feeurnl.html .
Content
2022
2021
- 2021-03 Exploration of machine learning algorithms for maritime risk applications
by Knapp, S. & van de Velden, M.
- EI2021-02 The effect of algorithm capabilities on cooperative games
by van Zon, M. & Spliet, R. & van den Heuvel, W.
- EI2021-01 Comparison between LP bound of the Two-Index and the Three-Index Vehicle Flow Formulation for the Capacitated Vehicle Routing Problem
by M.N. Pham (Minh Ngoc)
- EI 2020-08 Resource-robust valid inequalities for set covering and set partitioning models
by Hoogendoorn, Y.N. & Dalmeijer, K.
- EI-1708 Microscopic Simulation of Decentralized Dispatching Strategies in Railways
by van Lieshout, R.N. & van den Akker, J.M. & R. Mendes Borges & T. Druijf & Quaglietta, E.
2020
- EI 2020-09 Quantification and analysis of risk exposure in the maritime industry
by Knapp, S.
- EI 2020-07 Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis
by Knapp, S. & Franses, Ph.H.B.F. & B. Whitby (Bruce)
- EI2020-06 A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines
by van Lieshout, R.N. & Bouman, P.C. & van den Akker, M. & Huisman, D.
- EI2020-05 An introduction to time-varying lag autoregression
by Franses, Ph.H.B.F.
- EI-2020-04 The path programming problem and a partial path relaxation
by Dollevoet, T.A.B. & Pecin, D. & Spliet, R.
- EI-2020-02 Solution Approaches for Vehicle and Crew Scheduling with Electric Buses
by Perumal, S.S.G. & Dollevoet, T.A.B. & Huisman, D. & Lusby, R.M. & Larsen, J. & Riis, M.
- EI2020-01 A p-step formulation for the capacitated vehicle routing problem
by Dollevoet, T.A.B. & Munari, P. & Spliet, R.
- 125962 The Cash Use of the Malaysian Ringgit
by Franses, Ph.H.B.F. & Welz, M.
- EI-1687 Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
by Franses, Ph.H.B.F. & Welz, M.
2019
- EI2020-03 Estimating persistence for irregularly spaced historical data
by Franses, Ph.H.B.F.
- EI2019-35 Forecasting own brand sales: Does incorporating competition help?
by Li, W. & Fok, D. & Franses, Ph.H.B.F.
- EI2019-34 A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling
by Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D.
- EI-2019-33 Penalized Estimation of Panel Vector Autoregressive Models
by Schnücker, A.M.
- EI2019-32 Forecasting Annual Inflation in Suriname
by Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F.
- EI2019-31 A Column Generation Approach for the Integrated Crew Re-Planning Problem
by Breugem, T. & Dollevoet, T.A.B. & Huisman, D.
- EI-2019-30 Panel Forecasting with Asymmetric Grouping
by Nibbering, D. & Paap, R.
- EI2019-29 Estimates of quarterly GDP growth using MIDAS regressions
by Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F.
- EI2019-28 IMA(1,1) as a new benchmark for forecast evaluation
by Franses, Ph.H.B.F.
- EI2019-27 Integrated Periodic Timetabling and Vehicle Circulation Scheduling
by van Lieshout, R.N.
- EI2019-26 Do African economies grow similarly?
by Franses, Ph.H.B.F.
- EI2019-25 Professional Forecasters and January
by Franses, Ph.H.B.F.
- EI2019-24 New Misspecification Tests for Multinomial Logit Models
by Fok, D. & Paap, R.
- EI2019-23 Real GDP growth in Africa, 1963-2016
by Franses, Ph.H.B.F. & S. Vasilev (Simeon)
- EI2019-22 Dynamic Time Window Adjustment
by Dalmeijer, K. & Spliet, R. & Wagelmans, A.P.M.
- EI2019-21 Improved strategies for the maritime industry to target vessels for inspection and to select inspection priority areas
by Knapp, S. & Heij, C.
- EI2019-20 Drawbacks in the 3-Factor Approach of Fama and French (2018)
by Allen, D.E. & McAleer, M.J.
- EI2019-19 The trade-off between costs and carbon emissions from lot-sizing decisions
by M. Turkensteen (Marcel) & van den Heuvel, W.
- EI2019-18 Risk Analysis of Energy in Vietnam
by Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J.
- EI2019-17 Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany
by Allen, D.E. & McAleer, M.J.
- EI2019-16 The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
by Asai, M. & Gupta, R. & McAleer, M.J.
- EI2019-15 Corporate Financial Distress of Industry Level Listings in an Emerging Market
by Vo, D.H. & Pham, B.V.-N. & Pham, T.V.-T. & McAleer, M.J.
- EI2019-14 What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
by McAleer, M.J.
- EI2019-13 What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
by McAleer, M.J.
- EI2019-12 Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan
by McAleer, M.J. & Nakamura, T. & Watkins, C.
- EI2019-11 CO2 Emissions, Energy Consumption and Economic Growth
by Vo, D.H. & Nguyen, H.M. & Vo, A.T. & McAleer, M.J.
- EI2019-09 Rent Seeking for Export Licenses: Application to the Vietnam Rice Market
by Vu, T.N. & Vo, D.H. & McAleer, M.J.
- EI2019-08 Energy Consumption and Economic Growth: Evidence from Vietnam
by Nguyen, H.M. & Bui, N.H. & Vo, D.H. & McAleer, M.J.
- EI2019-07 Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
- EI2019-06 Fair allocations for cooperation problems in vaccination
by Westerink-Duijzer, L.E. & Schlicher, L.P.J. & Musegaas, M.
- EI2019-05 Resource location games
by Schlicher, L.P.J. & Musegaas, M. & Westerink-Duijzer, L.E.
- EI2019-04 Strategic Time Slot Management: A Priori Routing for Online Grocery Retailing
by Visser, T.R. & Savelsbergh, M.W.P.
- EI2019-03 The Joint Network Vehicle Routing Game
by van Zon, M. & Spliet, R. & van den Heuvel, W.
- EI2019-02 Spare Parts Inventory Control based on Maintenance Planning
by Zhu, S. & van Jaarsveld, W.L. & Dekker, R.
- EI2019-01 An Adjustable Robust Optimization Approach for Periodic Timetabling
by Polinder, G.-J. & Breugem, T. & Dollevoet, T.A.B. & Maróti, G.
- EI2019-01 An Adjustable Robust Optimization Approach for Periodic Timetabling
by Polinder, G.-J. & Breugem, T. & Dollevoet, T.A.B. & Maróti, G.
- EI2018-29 Reducing Passenger Delays by Rolling Stock Rescheduling
by Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D.
- EI-1691 Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets
by van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F.
2018
- TI 2018-052/III Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
- 2018-005/III Bayesian Analysis of Realized Matrix-Exponential GARCH Models
by Asai, M. & McAleer, M.J.
- 2018-004/III Management Information, Decision Sciences, and Financial Economics : a connection
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- 2018-003/III An Event Study of Chinese Tourists to Taiwan
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
- EI2019-10 Modelling the Relationship between Crude Oil and Agricultural Commodity Prices
by Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J.
- EI2018-47 Evaluating heterogeneous forecasts for vintages of macroeconomic variables
by Franses, Ph.H.B.F. & Welz, M.
- EI-2018-46 Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets
by Vo, A.T. & Van, L. T.-H. & Vo, D.H. & McAleer, M.J.
- EI2018-45 A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling
by Y. Wang (Ying) & Z. Shang (Zheming) & Huisman, D. & D'Ariano, A. & J.C. Zhang (Jinchuan)
- EI2018-44 Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
- EI2018-43 Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan
by McAleer, M.J. & Nakamura, T. & Watkins, C.
- EI2018-42 Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
- EI2018-41 Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI2018-40 Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI2018-39 Long Run Returns Predictability and Volatility with Moving Averages
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
- EI2018-38 Asymptotic Theory for Rotated Multivariate GARCH Models
by Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L.
- EI2018-37 Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
- 2018-36 Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions
by Heij, C. & Knapp, S.
- EI2018-35 Analyzing a Family of Formulations for Cyclic Crew Rostering
by Breugem, T. & Dollevoet, T.A.B. & Huisman, D.
- EI 2018-33 "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment
by Allen, D.E. & McAleer, M.J.
- EI 2018-32 Cointegrated Dynamics for A Generalized Long Memory Process
by Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E.
- EI2018-31 Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model
by van den Hengel, G. & Franses, Ph.H.B.F.
- EI2018-30 Intertemporal Similarity of Economic Time Series
by Franses, Ph.H.B.F. & Wiemann, T.
- EI2018-29 Reducing Passenger Delays by Rolling Stock Rescheduling
by Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D.
- EI 2018-28 Market Timing with Moving Averages
by Ilomäki, J. & Laurila, H. & McAleer, M.J.
- EI2018-27 Financial Credit Risk and Core Enterprise Supply Chains
by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
- EI2018-25 A Next Step in Disruption Management: Combining Operations Research and Complexity Science
by Dekker, M.M. & van Lieshout, R.N. & Ball, R.C. & Bouman, P.C. & Dekker, S.C. & Dijkstra, H.A. & Goverde, R.M.P. & Huisman, D. & Panja, D. & Schaafsma, A.M. & van den Akker, M.
- EI2018-22 Why did Warrant Markets Close in China but not Taiwan?
by Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T.
- EI2018-21 Aggregate statistics on trafficker-destination relations in the Atlantic slave trade
by Franses, Ph.H.B.F. & van den Heuvel, W.
- EI2018-21 Aggregate statistics on trafficker-destination relations in the Atlantic slave trade
by Franses, Ph.H.B.F. & van den Heuvel, W.
- EI2018-20 Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations
by van Lieshout, R.N. & Bouman, P.C. & Huisman, D.
- EI2018-19 Simple Market Timing with Moving Averages
by Ilomäki, J. & Laurila, H. & McAleer, M.J.
- EI2018-18 Asymmetric Risk Impacts of Chinese Tourists to Taiwan
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
- EI2018-17 Two-Echelon Lot-Sizing with Asymmetric Information and Continuous Type Space
by Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M.
- EI2018-14 Model-based forecast adjustment; with an illustration to inflation
by Franses, Ph.H.B.F.
- EI2018-11 Pros and Cons of the Impact Factor in a Rapidly Changing Digital World
by McAleer, M.J. & Oláh, J. & Popp, J.
- EI2018-10 Fake News and Indifference to Truth
by Allen, D.E. & McAleer, M.J. & McHardy Reid, D.
- EI2018-09 Predictive power of inspection outcomes for future shipping accidents
by Heij, C. & Knapp, S.
- EI2018-08 Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI 2018-05 Pricing Carbon Emissions in China
by Chang, C-L. & Mai, T.K. & McAleer, M.J.
- EI 2018-04 A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
- EI2018-02 Improving warehouse responsiveness by job priority management
by Kim, T.Y.
- EI 2018-01 Balancing Expected and Worst-Case Utility in Contracting Models with Asymmetric Information and Pooling
by Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M.
- EI 208-34 Spurious Cross-Sectional Dependence in Credit Spread Changes
by Jaskowski, M. & McAleer, M.J.
- 18-031/III Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
- 18-028/III Establishing National Carbon Emission Prices for China
by Chang, C-L. & Mai, T.K. & McAleer, M.J.
- 18-024/III Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
2017
- TI 2017-082/III Stationarity and Invertibility of a Dynamic Correlation Matrix
by McAleer, M.J.
- TI 2017-071/III A Tourism Financial Conditions Index for Tourism Finance
by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
- TI 2017-066/III A Generalized Email Classification System for Workflow Analysis
by Chaipornkaew, P. & Prexawanprasut, T. & Chang, C-L. & McAleer, M.J.
- TI 2017 -046/III Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software
by Chang, C-L. & McAleer, M.J.
- TI 2017-038/III Realized Stochastic Volatility with General Asymmetry and Long Memory
by Asai, M. & Chang, C-L. & McAleer, M.J.
- TI 2017-022/III Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
by Chen, J. & Kobayashi, M. & McAleer, M.J.
- TI 2017-017/III Forecasting the Volatility of Nikkei 225 Futures
by Asai, M. & McAleer, M.J.
- TI 2017-015/III The Fiction of Full BEKK
by Chang, C-L. & McAleer, M.J.
- 2016-010/III Connecting VIX and Stock Index ETF
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
- EI-2017-32 One-block train formation in large-scale railway networks: An exact model and a tree-based decomposition algorithm
by Chen, C. & Dollevoet, T.A.B. & Zhao, J.
- EI2017-31 Spurious Principal Components
by Franses, Ph.H.B.F. & Janssens, E.
- EI2017-30 Is Equality always desirable?
by Breugem, T. & Dollevoet, T.A.B. & Huisman, D.
- EI2017-29 Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
by Asai, M. & McAleer, M.J. & Peiris, S.
- EI2017-28 A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
by McAleer, M.J. & Ryu, H.K. & Slottje, D.J.
- EI 2017-27 Specification Testing of Production in a Stochastic Frontier Model
by Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K.
- EI2017-25 This time it is different! Or not?
by Franses, Ph.H.B.F. & Janssens, E.
- EI2017-23 Efficient Move Evaluations for Time-Dependent Vehicle Routing Problems
by Visser, T.R. & Spliet, R.
- EI2017-19 Impact of Psychological Needs on Luxury Consumption
by Mao, N. & McAleer, M.J. & Bai, S.
- EI2017-18 Theory and Application of an Economic Performance Measure of Risk
by Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K.
- EI2017-17 The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
by Chang, C-L. & McAleer, M.J.
- EI2017-16 Solution methods for the tray optimization problem
by Dollevoet, T.A.B. & van Essen, J.T. & Glorie, K.M.
- EI2017-15 Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
- EI 2017-14 Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
by Chang, C-L. & McAleer, M.J. & Zuo, G.
- EI2017-12 Re-Opening the Silk Road to Transform Chinese Trade
by Ning, M. & McAleer, M.J.
- EI2017-11 You’ve Got Email: a Workflow Management Extraction System
by Chaipornkaew, P. & Prexawanprasut, T. & McAleer, M.J.
- EI2017-10 Robust Pooling for Contracting Models with Asymmetric Information
by Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M.
- EI2017-03 The benefits of combining early aspecific vaccination with later specific vaccination
by Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R.
- EI2017-02 A multi-layered risk estimation routine for strategic planning and operations for the maritime industry
by Knapp, S. & Vander Hoorn, S.
- EI2017-01 Literature Review - the vaccine supply chain
by Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R.
- 17-069/III Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management
by Tan, A.C. & McAleer, M.J.
2016
- TI 2016-104/III Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors
by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
- EI2016-47 US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
by Chang, C-L. & McAleer, M.J. & Nguyen, D.K.
- EI2016-46 A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
by Allen, D.E. & McAleer, M.J. & Singh, A.K.
- EI2016-45 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
- EI2016-44 Joint and Cross-border Patents as Proxies for International Technology Diffusion
by Chang, C-L. & McAleer, M.J. & Tang, J-T.
- EI2016-43 Theravada Buddhism and Thai Luxury Fashion Consumption
by Ning, M. & McAleer, M.J.
- EI2016-41 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
by Asai, M. & Chang, C-L. & McAleer, M.J.
- EI2016-40 A Simple Test for Causality in Volatility
by Chang, C-L. & McAleer, M.J.
- EI2016-39 A branch-and-cut algorithm for the Time Window Assignment Vehicle Routing Problem
by Dalmeijer, K. & Spliet, R.
- EI2016-38 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
- EI2016-37 The Vehicle Rescheduling Problem with Retiming
by van Lieshout, R.N. & Mulder, J. & Huisman, D.
- EI2016-36 Simultaneous optimization of speed and buffer times for robust transportation systems
by Mulder, J. & van Jaarsveld, W.L. & Dekker, R.
- EI2016-35 Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
by Asai, M. & McAleer, M.J.
- EI2016-34 A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
by Asai, M. & McAleer, M.J.
- EI2016-33 Recovering historical inflation data from postal stamps prices
by Franses, Ph.H.B.F. & Janssens, E.
- EI2016-32 Yet another look at MIDAS regression
by Franses, Ph.H.B.F.
- EI2016-31 An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
by Chang, C-L. & McAleer, M.J. & Wang, C-H.
- EI2016-30 Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
by Chang, C-L. & McAleer, M.J. & Tian, J.
- EI2016-29 Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
by Chang, C-L. & McAleer, M.J. & Wang, Y.
- EI2016-28 Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
by Chang, C-L. & Liu, C-P. & McAleer, M.J.
- EI2016-27 Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
by Peiris, S. & Asai, M. & McAleer, M.J.
- EI2016-26 Management Science, Economics and Finance: A Connection
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI2016-24 A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
by Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K.
- EI2016-23 Industrial Penetration and Internet Intensity
by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
- EI2016-22 Prediction of Gas Concentration Based on the Opposite Degree Algorithm
by Yue, X-G. & Gao, R. & McAleer, M.J.
- EI2016-21 An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
by Allen, D.E. & McAleer, M.J. & Singh, A.K.
- EI2016-20 Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
by Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K.
- EI2016-19 Incorporating Driving Range Variability in Network Design for Refueling Facilities
by de Vries, H. & Westerink-Duijzer, L.E.
- EI-2016-18 Two-echelon supply chain coordination under information asymmetry with multiple types
by Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M.
- EI2016-17 Waiting times in classical priority queues via elementary lattice path counting
by van Vianen, L.A. & Gabor, A.F. & van Ommeren, J.C.W.
- EI2016-16 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
by Chen, J. & Kobayashi, M. & McAleer, M.J.
- EI2016-15 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
- EI2016-14 Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions
by van Riessen, B. & Negenborn, R.R. & Dekker, R.
- EI2016-13 Enabling customer satisfaction and stock reduction through service differentiation with response time guarantees
by Gabor, A.F. & van Vianen, L.A. & Yang, G. & Axsäter, S.
- EI2016-12 The value of express delivery services for cross-border e-commerce in European Union markets
by Kim, T.Y. & Dekker, R. & Heij, C.
- EI2016-11 Spare part demand forecasting for consumer goods using installed base information
by Kim, T.Y. & Dekker, R. & Heij, C.
- EI2016-09 A heuristic for real-time crew rescheduling during small disruptions
by Verhaegh, T. & Huisman, D. & Fioole, P-J. & Vera, J.C.
- EI2016-08 Design of a robust railway line system for severe winter conditions in The Netherlands
by Trap, M.L. & Huisman, D. & Goverde, R.M.P.
- EI2016-07 How are VIX and Stock Index ETF Related?
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
- EI2016-06 The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect
by Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R.
- EI2016-05 Optimization in container liner shipping
by Mulder, J. & Dekker, R.
- EI2016-04 Will liner ships make fewer port calls per route?
by Mulder, J. & Dekker, R.
- EI2016-03 Analysis of FPTASes for the Multi-Objective Shortest Path Problem
by Breugem, T. & Dollevoet, T.A.B. & van den Heuvel, W.
- EI2016-02 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
by Caporin, M. & Chang, C-L. & McAleer, M.J.
- EI2016-01 A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
by Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L.
- EI-1661 Evaluation of total risk exposure and insurance premiums in the maritime industry
by Knapp, S. & Heij, C.
2015
- EI2015-41 A simple approach to discrete-time infinite horizon problems
by Brinkhuis, J.
- EI2015-40 On the uniform limit condition for discrete-time infinite horizon problems
by Brinkhuis, J.
- EI2015-39 A new proof of the Lagrange multiplier rule
by Brinkhuis, J. & Protassov, V.
- EI2015-38 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.
- EI2015-36 Benchmarking judgmentally adjusted forecasts
by Franses, Ph.H.B.F. & de Bruijn, L.P.
- EI2015-35 The Fundamental Equation in Tourism Finance
by McAleer, M.J.
- EI2015-34 Informatics, Data Mining, Econometrics and Financial Economics: A Connection
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI2015-33 Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
by Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.
- EI2015-32 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
- EI2015-31 From Disorder to Order
by Yue, X-G. & Cao, Y. & McAleer, M.J.
- EI2015-30 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
by García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J.
- EI2015-29 Dose-optimal vaccine allocation over multiple populations
by Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R.
- EI2015-28 An Iterative Framework for Real-time Railway Rescheduling
by Dollevoet, T.A.B. & Huisman, D. & Kroon, L.G. & Veelenturf, L.P. & Wagenaar, J.C.
- EI2015-27 Behavioural, Financial, and Health & Medical Economics: A Connection
by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
- EI2015-26 Research Ideas for the Journal of Informatics and Data Mining: Opinion
by McAleer, M.J.
- EI2015-25 Research Ideas for the Journal of Health & Medical Economics: Opinion
by Chang, C-L. & McAleer, M.J.
- EI2015-24 Industrial Agglomeration and Use of the Internet
by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
- EI2015-23 Daily Market News Sentiment and Stock Prices
by Allen, D.E. & McAleer, M.J. & Singh, A.K.
- EI2015-22 Multivariate Volatility Impulse Response Analysis of GFC News Events
by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
- EI2015-21 Consensus forecasters: How good are they individually and why?
by Franses, Ph.H.B.F. & Maassen, N.R.
- EI2015-20 Stochastic levels and duration dependence in US unemployment
by de Bruijn, L.P. & Franses, Ph.H.B.F.
- EI2015-19 A Column Generation Approach for Locating Roadside Clinics in Africa based upon Effectiveness and Equity
by Núñez Ares, J. & de Vries, H. & Huisman, D.
- EI2015-18 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by Chang, C-L. & Li, Y. & McAleer, M.J.
- EI2015-17 Axiomatic Characterization of the Median and Antimedian Function on a Complete Graph minus a Matching
by Changat, M. & Lekha, D.S. & Mohandas, S. & Mulder, H.M. & Subhamathi, A.R.
Printed from https://ideas.repec.org/s/ems/eureir.html
