Preface. Preface to First Edition. 1. Financial Time Series and Their Characteristics. 2. Linear Time Series Analysis and Its Applications. 3. Conditional Heteroscedastic Models. 4. Nonlinear Models and Their Applications. 5. High-Frequency Data Analysis and Market Microstructure. 6. Continuous-Time Models and Their Applications. 7. Extreme Values, Quantile Estimation, and Value at Risk. 8. Multivariate Time Series Analysis and Its Applications. 9. Principal Component Analysis and Factor Models. 10. Multivariate Volatility Models and Their Applications. 11. State-Space Models and Kalman Filter. 12. Markov Chain Monte Carlo Methods with Applications. Index.

http://inis.jinr.ru/sl/M_Mathematics/MV_Probability/MVspf_Stochastics%20in%20finance/Tsay%20Analysis.pdf

Analysis of Financial Time Series

Purpose – During the last decades, different quality management concepts, including total quality management (TQM), six sigma and lean, have been applied by many different organisations. Although m ...

Similarities and differences between TQM, six sigma and lean

The integration of lean manufacturing, Six Sigma and sustainability: A literature review and future research directions for developing a specific model

Combining Lean practices with Six Sigma has gained immense popularity in recent years. Whether a combined Lean-Six Sigma approach is the latest management fad, or leads to significant performance benefits that exceed isolated implementation is not yet apparent. Using implementation and performance data from a sample of 2511 plants, the research study attempts to uncover associative and predictive pattern of implementation between 15 Lean practices and the Six Sigma program. Our results indicate two major findings. First, implementation of any practice from a broader set of Lean practices improves the likelihood of implementing Six Sigma. Additionally, practices commonly bundled under quality management predict and distinguish the group of plants implementing Six Sigma extensively from non-implementers. Second, the regression results indicate a significant difference in the performance levels of the Six Sigma implementers group compared with the non-implementer group. These preliminary results are a first ...

In pursuit of implementation patterns: the context of Lean and Six Sigma

Purpose – The adoption of lean operational practices and independently the uptake of business practices related to sustainability and corporate social responsibility continues to grow. Past research has hinted at relationships between these two areas – suggesting that “lean is green” (e.g. Florida, 1996). The lean mantra of waste reduction and “doing more with less” is immediately apparent as delivering environmental benefits and has formed the basis of past research (e.g. Hughes, 2012). Almost all research linking lean operations or lean supply chains to sustainability issues have focused exclusively on environmental impact. The purpose of this paper is to explore the broader sustainability benefits of lean operations. Design/methodology/approach – The paper uses a longitudinal multi-year (up to four years observation), multi-case analysis (n=5). Findings – The paper reports that lean operations meet a wide range of sustainability outcomes beyond environmental benefits (including supply monitoring, trans...

The relationship between lean operations and sustainable operations

This title offers a quick introduction on how to use Lean Six Sigma to improve your workplace, meet your goals, and better serve your customers. Lean Six Sigma combines the two most important improvement trends of our time: making work better (using Six Sigma) and making work faster (using Lean principles). In this plain-English guide, you'll discover how this remarkable quality improvement method can give you the tools to identify and eliminate waste and quality problems in your own work area. Packed with diagrams, cartoons, and real-life examples, "What is Lean Six Sigma?" reveals the four keys of Lean Six Sigma and how they apply to your own job: delight your customers with speed and quality; improve your processes; work together for maximum gain; and, base decisions on data and facts. You'll see the big picture of what your company hopes to gain with Lean Six Sigma, how it may affect your work area, and what it can mean to you personally.

Michael L. George

Papers

What is Lean Six Sigma

Das Lean Six Sigma Toolbook