| 2341 |
|
Quantile-Based Risk Sharing
|
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
|
Operations Research Society of America : Institute for Operations Research and the Management Sciences, etc.]
|
2018
|
|
|
|
| 2342 |
|
Quantile cointegrating regression
|
Xiao, Z.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
|
| 2343 |
|
Quantile dispersion graphs for the comparison of designs for a random two-way model/
|
Lee, Juneyoung
|
North-Holland
|
2000
|
|
|
|
| 2344 |
|
QUANTILE DOUBLE AUTOREGRESSION
|
Qianqian Zhu ; Guodong Li
|
Cambridge University Press
|
2022
|
|
|
|
| 2345 |
|
Quantile estimation of the selected exponential population/
|
Vellaisamy, P
|
North-Holland
|
2003
|
|
|
|
| 2346 |
|
Quantile Estimation with Latin Hypercube Sampling
|
Dong, Hui; Nakayama, Marvin K.
|
Operations Research Society of America : Institute for Operations Research and the Management Sciences, etc.]
|
2017
|
|
|
|
| 2347 |
|
Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs
|
Grushka-Cockayne, Yael; Lichtendahl, Kenneth C.; Jose, Victor Richmond R.; Winkler, Robert L.
|
Operations Research Society of America : Institute for Operations Research and the Management Sciences, etc.]
|
2017
|
|
|
|
| 2348 |
|
Quantile forecast combinations in realised volatility prediction
|
Meligkotsidou, Loukia; Panopoulou, Ekaterini; Vrontos, Ioannis D.; Vrontos, Spyridon D.
|
Published by Pergamon Press for Operational Research Society
|
2019
|
|
|
|
| 2349 |
|
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
|
Banachewicz, K.; Lucas, A.
|
John Wiley & Sons, Ltd
|
2008
|
|
|
|
| 2350 |
|
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
|
Clements, M. P.; Galvao, A. B.; Kim, J. H.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
|
| 2351 |
|
Quantile hedging for equity-linked contracts
|
Klusik, P.; Palmowski, Z.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
|
| 2352 |
|
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
|
Gao, Q.; He, T.; Zhang, C.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
|
| 2353 |
|
Quantile hedging for guaranteed minimum death benefits
|
Wang, Y.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
|
| 2354 |
|
Quantile Judgments of Lognormal Losses: An Experimental Investigation
|
Sulian Wang ; Chen Wang
|
Institute for Operations Research and the Management Sciences
|
2021
|
|
|
|
| 2355 |
|
Quantile regression analysis of hedge fund strategies
|
Meligkotsidou, L.; Vrontos, I. D.; Vrontos, S. D.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
|
| 2356 |
|
Quantile Regression-Based Estimation of Dynamic Statistical Contingency Fuel
|
Kang, Lei; Hansen, Mark
|
Transportation Science & Logistics Society of INFORMS.
|
2021
|
|
|
|
| 2357 |
|
Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987
|
Buchinsky, M.
|
ELSEVIER
|
1995
|
|
|
|
| 2358 |
|
Quantile Regression Estimates of the Union Wage Effect for Great Britain
|
O'Leary, N. C.; Murphy, P. D.; Blackaby, D. H.
|
Blackwell Publishing Ltd
|
2004
|
|
|
|
| 2359 |
|
Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
|
Noh, J.; Lee, S. Y.; Lee, S.
|
Elsevier Science B.V., Amsterdam.
|
2012
|
|
|
|
| 2360 |
|
Quantile regression for dynamic panel data with fixed effects
|
Galvao, A. F.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
|
unknown
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