Ranking econometric techniques using geometrical benefit of doubt
From MaRDI portal
Publication:6148802
DOI10.1007/s10479-022-04573-yOpenAlexW4220952444WikidataQ114227571 ScholiaQ114227571MaRDI QIDQ6148802
Unnamed Author, Hatem Masri, Konstantinos Petridis, Fouad Ben Abdelaziz
Publication date: 8 February 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04573-y
Applications of statistics to actuarial sciences and financial mathematics (62P05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Cites Work
- Unnamed Item
- Unnamed Item
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Approaches to forecasting volatility: Models and their performances for emerging equity markets
- Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
- Geometric composite indicators with compromise benefit-of-the-doubt weights
- Geometric mean quantity index numbers with benefit-of-the-doubt weights
- Composite indicators as generalized benefit-of-the-doubt weighted averages
- Generalized autoregressive conditional heteroscedasticity
- Hedge fund performance appraisal using data envelopment analysis
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- What good is a volatility model?
- A comparison of biased simulation schemes for stochastic volatility models
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
- Threshold heteroskedastic models
- A slacks-based measure of efficiency in data envelopment analysis
- Prioritizing of volatility models: a computational analysis using data envelopment analysis
This page was built for publication: Ranking econometric techniques using geometrical benefit of doubt