Prioritizing of volatility models: a computational analysis using data envelopment analysis
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Publication:6056289
DOI10.1111/itor.13028OpenAlexW3185598049MaRDI QIDQ6056289
Unnamed Author, Konstantinos Petridis, Fouad Ben Abdelaziz, Ali Emrouznejad
Publication date: 29 September 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://publications.aston.ac.uk/id/eprint/42893/1/ITOR_AcceptedVesrion_Volatility_paper.pdf
rankingdata envelopment analysisforecastingfinancestatistical distributions\( \beta \)-regressionmathematics for computing
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