[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.09 | |||||
1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.28 | 0 | 0 | 35 | 35 | 7 | 2 | 0 | 0 | 0 | 0 | 0.14 | |||||
2000 | 0 | 0.33 | 0 | 0 | 19 | 54 | 1 | 2 | 35 | 35 | 0 | 0 | 0.15 | |||||
2001 | 0 | 0.36 | 0 | 0 | 26 | 80 | 16 | 2 | 54 | 54 | 0 | 0 | 0.15 | |||||
2002 | 0 | 0.39 | 0 | 0 | 31 | 111 | 3 | 2 | 45 | 80 | 0 | 0 | 0.21 | |||||
2003 | 0 | 0.4 | 0 | 0 | 24 | 135 | 8 | 2 | 57 | 111 | 0 | 0 | 0.2 | |||||
2004 | 0.02 | 0.45 | 0.02 | 0.02 | 27 | 162 | 4 | 3 | 5 | 55 | 1 | 135 | 3 | 0 | 0 | 0.2 | ||
2005 | 0 | 0.46 | 0 | 0.01 | 67 | 229 | 10 | 1 | 6 | 51 | 127 | 1 | 0 | 0 | 0.22 | |||
2006 | 0 | 0.46 | 0.01 | 0.01 | 42 | 271 | 2 | 2 | 8 | 94 | 175 | 1 | 0 | 0 | 0.21 | |||
2007 | 0.01 | 0.42 | 0.01 | 0.02 | 35 | 306 | 11 | 4 | 12 | 109 | 1 | 191 | 3 | 0 | 0 | 0.18 | ||
2008 | 0.03 | 0.44 | 0.02 | 0.03 | 40 | 346 | 14 | 8 | 20 | 77 | 2 | 195 | 5 | 0 | 2 | 0.05 | 0.21 | |
2009 | 0.01 | 0.44 | 0 | 0 | 56 | 402 | 10 | 1 | 21 | 75 | 1 | 211 | 1 | 0 | 0 | 0.21 | ||
2010 | 0.01 | 0.43 | 0.01 | 0.01 | 52 | 454 | 30 | 4 | 25 | 96 | 1 | 240 | 2 | 0 | 0 | 0.18 | ||
2011 | 0.01 | 0.46 | 0.01 | 0.02 | 68 | 522 | 16 | 7 | 32 | 108 | 1 | 225 | 4 | 0 | 0 | 0.21 | ||
2012 | 0.01 | 0.47 | 0.01 | 0 | 51 | 573 | 6 | 7 | 40 | 120 | 1 | 251 | 1 | 0 | 0 | 0.19 | ||
2013 | 0 | 0.53 | 0.01 | 0.01 | 57 | 630 | 5 | 5 | 47 | 119 | 267 | 2 | 0 | 0 | 0.22 | |||
2014 | 0 | 0.55 | 0.02 | 0.02 | 68 | 698 | 16 | 12 | 59 | 108 | 284 | 6 | 0 | 0 | 0.22 | |||
2015 | 0 | 0.56 | 0.01 | 0.01 | 78 | 776 | 25 | 6 | 65 | 125 | 296 | 3 | 0 | 0 | 0.21 | |||
2016 | 0.01 | 0.58 | 0.01 | 0.01 | 70 | 846 | 17 | 10 | 75 | 146 | 2 | 322 | 2 | 0 | 0 | 0.2 | ||
2017 | 0.01 | 0.6 | 0.02 | 0.01 | 62 | 908 | 10 | 16 | 91 | 148 | 1 | 324 | 4 | 1 | 6.3 | 0 | 0.22 | |
2018 | 0.05 | 0.76 | 0.05 | 0.05 | 84 | 992 | 3 | 45 | 136 | 132 | 6 | 335 | 18 | 0 | 0 | 0.31 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Spatial contagion between financial markets: a copulaâbased approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564. Full description at Econpapers || Download paper | 16 |
2 | 2014 | Predicting bank loan recovery rates with a mixed continuousâdiscrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114. Full description at Econpapers || Download paper | 10 |
3 | 2011 | The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188. Full description at Econpapers || Download paper | 9 |
4 | 2015 | Rejoinder to âStochastic modelling and analysis of degradation for highly reliable productsâ. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36. Full description at Econpapers || Download paper | 8 |
5 | 2015 | Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32. Full description at Econpapers || Download paper | 8 |
6 | 2011 | Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203. Full description at Econpapers || Download paper | 8 |
7 | 2001 | Maximum likelihood estimation of a latent variable timeâseries model. (2001). Bartolucci, Francesco ; de Luca, Giovanni. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:5-17. Full description at Econpapers || Download paper | 7 |
8 | 2003 | Applications of HilbertâHuang transform to nonâstationary financial time series analysis. (2003). Huang, Norden E ; Long, Steven R ; Qu, Wendong ; Wu, Manli. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268. Full description at Econpapers || Download paper | 6 |
9 | 2001 | Bayesian data mining, with application to benchmarking and credit scoring. (2001). Giudici, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:69-81. Full description at Econpapers || Download paper | 4 |
10 | 2011 | Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475. Full description at Econpapers || Download paper | 4 |
11 | 2017 | Unifying pricing formula for several stochastic volatility models with jumps. (2017). Baustian, Falko ; Sobotka, Toma ; Pospiil, Jan ; Mrazek, Milan . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:4:p:422-442. Full description at Econpapers || Download paper | 4 |
12 | 2012 | Optimal reinsuranceâinvestment problem in a constant elasticity of variance stock market for jumpâdiffusion risk model. (2012). Liang, Zhibin ; Chun, KA ; Yuen, Kam Chuen. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:585-597. Full description at Econpapers || Download paper | 3 |
13 | 2015 | An improved twoâstage variance balance approach for constructing partial profile designs for discrete choice experiments. (2015). Kessels, Roselinde ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:5:p:626-648. Full description at Econpapers || Download paper | 3 |
14 | 2005 | Predictability and model selection in the context of ARCH models. (2005). Degiannakis, Stavros ; Xekalaki, Evdokia . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:1:p:55-82. Full description at Econpapers || Download paper | 3 |
15 | 2008 | Shadow price of capital and the FurubotnâPejovich effect: Some empirical evidence for Italian wine cooperatives. (2008). Maietta, Ornella ; Sena, Vania. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:495-505. Full description at Econpapers || Download paper | 3 |
16 | 2016 | Modeling highâdimensional timeâvarying dependence using dynamic Dâvine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638. Full description at Econpapers || Download paper | 3 |
17 | 2010 | A modern Bayesian look at the multiâarmed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658. Full description at Econpapers || Download paper | 3 |
18 | 2016 | Rejoinder to âDynamic dependence networks: Financial time series forecasting and portfolio decisionsâ. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339. Full description at Econpapers || Download paper | 3 |
19 | 2017 | Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12. Full description at Econpapers || Download paper | 3 |
20 | 2016 | Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332. Full description at Econpapers || Download paper | 3 |
21 | 1999 | A stochastic model for financial evaluation: applications to actuarial contracts. (1999). di Lorenzo, Emilia ; Tessitore, Gerarda ; Sibillo, Marilena. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:15:y:1999:i:4:p:269-275. Full description at Econpapers || Download paper | 3 |
22 | 2017 | Rejoinder to âDeep learning for finance: deep portfoliosâ. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21. Full description at Econpapers || Download paper | 3 |
23 | 2015 | Reliability of demandâbased warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393. Full description at Econpapers || Download paper | 2 |
24 | 2018 | Availability and maintenance modeling for systems subject to dependent hard and soft failures. (2018). Qiu, Qingan ; Shen, Jingyuan ; Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:513-527. Full description at Econpapers || Download paper | 2 |
25 | 2009 | On multipleâclass prediction of issuer credit ratings. (2009). Hwang, Rueyching ; Lee, Cheng Few ; Cheng, K F. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:5:p:535-550. Full description at Econpapers || Download paper | 2 |
26 | 2016 | Modeling and analysis of a warranty policy using new and reconditioned parts. (2016). Chari, Navin ; Khatab, Abdelhakim ; Venkatadri, Uday ; Diallo, Claver. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:4:p:539-553. Full description at Econpapers || Download paper | 2 |
27 | 2010 | Assessment of mortgage default risk via Bayesian reliability models. (2010). Soyer, Refik ; Xu, Feng. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:308-330. Full description at Econpapers || Download paper | 2 |
28 | 2004 | Bayesian reliability analysis of complex repairable systems. (2004). Pievatolo, Antonio ; Ruggeri, Fabrizio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:20:y:2004:i:3:p:253-264. Full description at Econpapers || Download paper | 2 |
29 | 2007 | Feedback quality adjustment with Bayesian stateâspace models. (2007). Triantafyllopoulos, K. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:145-156. Full description at Econpapers || Download paper | 2 |
30 | 2010 | Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791. Full description at Econpapers || Download paper | 2 |
31 | 2008 | On the use of archetypes as benchmarks. (2008). Porzio, Giovanni C ; Vistocco, Domenico ; Ragozini, Giancarlo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437. Full description at Econpapers || Download paper | 2 |
32 | 2010 | Implementing loss distribution approach for operational risk. (2010). Shevchenko, Pavel V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:277-307. Full description at Econpapers || Download paper | 2 |
33 | 2001 | Analysis of regression in game theory approach. (2001). Lipovetsky, Stan ; Conklin, Michael. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:4:p:319-330. Full description at Econpapers || Download paper | 2 |
34 | 2007 | Estimation and econometric tests under price and output uncertainties. (2007). Alghalith, Moawia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:6:p:531-536. Full description at Econpapers || Download paper | 2 |
35 | 2004 | Estimation in the continuous time moverâstayer model with an application to bond ratings migration. (2004). Frydman, Halina ; Kadam, Ashay. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:20:y:2004:i:2:p:155-170. Full description at Econpapers || Download paper | 2 |
36 | 2008 | Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549. Full description at Econpapers || Download paper | 2 |
37 | 2013 | Stochastic ordering properties for systems with dependent identically distributed components. (2013). Navarro, Jorge ; Suarezllorens, Alfonso ; Sordo, Miguel A ; del Aguila, Yolanda. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:3:p:264-278. Full description at Econpapers || Download paper | 2 |
38 | 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques. (2016). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Solademi, Enitan A ; Gilalana, Luis A. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:711-724. Full description at Econpapers || Download paper | 2 |
39 | 2007 | Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143. Full description at Econpapers || Download paper | 2 |
40 | 2010 | Optimal server allocation in general, finite, multiâserver queueing networks. (2010). Smith, Macgregor J ; van Woensel, T ; F. R. B. Cruz, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:705-736. Full description at Econpapers || Download paper | 2 |
41 | 2008 | Accurate closedâform approximation for pricing Asian and basket options. (2008). Zhou, Jinke ; Wang, Xiaolu. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:4:p:343-358. Full description at Econpapers || Download paper | 2 |
42 | 2015 | COPARâmultivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514. Full description at Econpapers || Download paper | 2 |
43 | 2008 | Stochastic models for air cargo terminal manpower supply planning in longâterm operations. (2008). Yan, Shangyao ; Chen, Miawjane. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:3:p:261-275. Full description at Econpapers || Download paper | 2 |
44 | 2005 | Asymmetric extreme interdependence in emerging equity markets. (2005). de Melo, Beatriz Vaz. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:6:p:483-498. Full description at Econpapers || Download paper | 2 |
45 | 2012 | Optimal maintenance strategy for nonârenewing replacementârepair warranty. (2012). Mun, KI ; Ho, Dong ; Park, Min Jae. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:607-614. Full description at Econpapers || Download paper | 2 |
46 | 2007 | Fitting combinations of exponentials to probability distributions. (2007). Dufresne, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:23-48. Full description at Econpapers || Download paper | 2 |
47 | 2010 | Mining performance data through nonlinear PCA with optimal scaling. (2010). Costantini, Paola ; Porzio, Giovanni C ; Linting, Marielle . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:1:p:85-101. Full description at Econpapers || Download paper | 2 |
48 | 2001 | Exchange rate uncertainty and employment: an algorithm describing âplayâ. (2001). Göcke, Matthias ; Belke, Ansgar ; Gocke, Matthias. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:2:p:181-204. Full description at Econpapers || Download paper | 1 |
49 | 2007 | Extreme value analysis within a parametric outlier detection framework. (2007). Cabras, S ; Morales, J. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:157-164. Full description at Econpapers || Download paper | 1 |
50 | 2011 | Risk modelling with the mixed Erlang distribution. (2011). Willmot, Gordon E ; Lin, Sheldon X. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:1:p:2-16. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2010 | Spatial contagion between financial markets: a copulaâbased approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564. Full description at Econpapers || Download paper | 9 |
2 | 2015 | Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32. Full description at Econpapers || Download paper | 8 |
3 | 2011 | The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188. Full description at Econpapers || Download paper | 8 |
4 | 2015 | Rejoinder to âStochastic modelling and analysis of degradation for highly reliable productsâ. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36. Full description at Econpapers || Download paper | 8 |
5 | 2011 | Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203. Full description at Econpapers || Download paper | 7 |
6 | 2014 | Predicting bank loan recovery rates with a mixed continuousâdiscrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114. Full description at Econpapers || Download paper | 7 |
7 | 2017 | Unifying pricing formula for several stochastic volatility models with jumps. (2017). Baustian, Falko ; Sobotka, Toma ; Pospiil, Jan ; Mrazek, Milan . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:4:p:422-442. Full description at Econpapers || Download paper | 4 |
8 | 2003 | Applications of HilbertâHuang transform to nonâstationary financial time series analysis. (2003). Huang, Norden E ; Long, Steven R ; Qu, Wendong ; Wu, Manli. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268. Full description at Econpapers || Download paper | 4 |
9 | 2001 | Maximum likelihood estimation of a latent variable timeâseries model. (2001). Bartolucci, Francesco ; de Luca, Giovanni. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:5-17. Full description at Econpapers || Download paper | 3 |
10 | 2017 | Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12. Full description at Econpapers || Download paper | 3 |
11 | 2016 | Rejoinder to âDynamic dependence networks: Financial time series forecasting and portfolio decisionsâ. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339. Full description at Econpapers || Download paper | 3 |
12 | 2015 | An improved twoâstage variance balance approach for constructing partial profile designs for discrete choice experiments. (2015). Kessels, Roselinde ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:5:p:626-648. Full description at Econpapers || Download paper | 3 |
13 | 2017 | Rejoinder to âDeep learning for finance: deep portfoliosâ. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21. Full description at Econpapers || Download paper | 3 |
14 | 2016 | Modeling highâdimensional timeâvarying dependence using dynamic Dâvine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638. Full description at Econpapers || Download paper | 3 |
15 | 2016 | Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332. Full description at Econpapers || Download paper | 3 |
16 | 2012 | Optimal reinsuranceâinvestment problem in a constant elasticity of variance stock market for jumpâdiffusion risk model. (2012). Liang, Zhibin ; Chun, KA ; Yuen, Kam Chuen. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:585-597. Full description at Econpapers || Download paper | 3 |
17 | 2010 | A modern Bayesian look at the multiâarmed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658. Full description at Econpapers || Download paper | 3 |
18 | 2010 | Optimal server allocation in general, finite, multiâserver queueing networks. (2010). Smith, Macgregor J ; van Woensel, T ; F. R. B. Cruz, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:705-736. Full description at Econpapers || Download paper | 2 |
19 | 2008 | On the use of archetypes as benchmarks. (2008). Porzio, Giovanni C ; Vistocco, Domenico ; Ragozini, Giancarlo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437. Full description at Econpapers || Download paper | 2 |
20 | 2012 | Optimal maintenance strategy for nonârenewing replacementârepair warranty. (2012). Mun, KI ; Ho, Dong ; Park, Min Jae. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:607-614. Full description at Econpapers || Download paper | 2 |
21 | 2015 | Reliability of demandâbased warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393. Full description at Econpapers || Download paper | 2 |
22 | 2018 | Availability and maintenance modeling for systems subject to dependent hard and soft failures. (2018). Qiu, Qingan ; Shen, Jingyuan ; Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:513-527. Full description at Econpapers || Download paper | 2 |
23 | 2010 | Assessment of mortgage default risk via Bayesian reliability models. (2010). Soyer, Refik ; Xu, Feng. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:308-330. Full description at Econpapers || Download paper | 2 |
24 | 2001 | Bayesian data mining, with application to benchmarking and credit scoring. (2001). Giudici, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:69-81. Full description at Econpapers || Download paper | 2 |
25 | 2016 | Modeling and analysis of a warranty policy using new and reconditioned parts. (2016). Chari, Navin ; Khatab, Abdelhakim ; Venkatadri, Uday ; Diallo, Claver. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:4:p:539-553. Full description at Econpapers || Download paper | 2 |
26 | 2016 | Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques. (2016). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Solademi, Enitan A ; Gilalana, Luis A. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:711-724. Full description at Econpapers || Download paper | 2 |
27 | 2010 | Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791. Full description at Econpapers || Download paper | 2 |
28 | 2008 | Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549. Full description at Econpapers || Download paper | 2 |
29 | 2015 | COPARâmultivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514. Full description at Econpapers || Download paper | 2 |
30 | 2008 | Stochastic models for air cargo terminal manpower supply planning in longâterm operations. (2008). Yan, Shangyao ; Chen, Miawjane. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:3:p:261-275. Full description at Econpapers || Download paper | 2 |
31 | 2013 | Stochastic ordering properties for systems with dependent identically distributed components. (2013). Navarro, Jorge ; Suarezllorens, Alfonso ; Sordo, Miguel A ; del Aguila, Yolanda. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:3:p:264-278. Full description at Econpapers || Download paper | 2 |
32 | 2011 | Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475. Full description at Econpapers || Download paper | 2 |
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2018 | Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause. (2018). Bian, Lihua ; Yao, Haixiang ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:78-94. Full description at Econpapers || Download paper | |
2018 | Optimal production and pricing strategies for a remanufacturing firm. (2018). Liu, Zhuojun ; Diallo, Claver ; Chen, Jing. In: International Journal of Production Economics. RePEc:eee:proeco:v:204:y:2018:i:c:p:290-315. Full description at Econpapers || Download paper | |
2018 | Reliability analysis of multi-state system with three-state components and its application to wind energy. (2018). Eryilmaz, Serkan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:172:y:2018:i:c:p:58-63. Full description at Econpapers || Download paper | |
2018 | Bayesian prediction for a jump diffusion process ââ¬â With application to crack growth in fatigue experiments. (2018). Hermann, Simone ; Mller, Christine H ; Ickstadt, Katja . In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:179:y:2018:i:c:p:83-96. Full description at Econpapers || Download paper | |
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