Oleg Sokolinskiy

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

2

DOWNLOADS

189

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support

Tinbergen Institute Discussion Paper 13-061/III
Number of pages: 40 Posted: 23 Apr 2013
University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance, Board of Governors of the Federal Reserve System and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 97 (332,099)
Citation 3

Abstract:

Loading...

Copula-based density forecast, Kullback-Leibler Information Criterion, out-of-sample forecast evaluation

2.

Inventory Management and Endogenous Demand: The Role of Customer Referrals, Defections, and Bankruptcy

Number of pages: 26 Posted: 16 Jun 2013 Last Revised: 30 Jul 2013
Oleg Sokolinskiy and Ben J. Sopranzetti
Board of Governors of the Federal Reserve System and Rutgers Business School: Newark and New Brunswick
Downloads 92 (343,487)
Citation 1

Abstract:

Loading...

Inventory Management, Stochastic Endogenous Demand, Backorders, Lost Sales, Optimization, Profit Maximization, Market Share, Customer Satisfaction