Prioritizing of volatility models: a computational analysis using data envelopment analysis-Reference-Cited by-同舟云学术

Prioritizing of volatility models: a computational analysis using data envelopment analysis

Published:2021-07-19 Issue: Volume: Page:
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Petridis Konstantinos¹^ORCID,Petridis Nikolaos E.²,Emrouznejad Ali³^ORCID,Ben Abdelaziz Fouad⁴

Affiliation:

1. Department of Business Administration University of Macedonia Thessaloniki 546 36 Greece

2. Department of Applied Informatics University of Macedonia Thessaloniki 546 36 Greece

3. Aston Business School Aston University Birmingham B4 7ET UK

4. Neoma Business School 1, Rue Marechal Juin Mont‐Saint‐Aignan 76825 France

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/itor.13028

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4. Generalized autoregressive conditional heteroskedasticity

5. Measuring the efficiency of decision making units

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