"Prioritizing of volatility models: a computational analysis using data ..."

Konstantinos Petridis et al. (2023)

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DOI: 10.1111/ITOR.13028

access: closed

type: Journal Article

metadata version: 2023-06-02

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Konstantinos Petridis, Nikolaos E. Petridis, Ali Emrouznejad, Fouad Ben Abdelaziz:
Prioritizing of volatility models: a computational analysis using data envelopment analysis. Int. Trans. Oper. Res. 30(5): 2302-2334 (2023)

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