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Issue Date
Title
Author(s)
13-Sep-2017
How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models
Manh Cuong Dong
;
Cathy W.S. Chen
;
Sangyoel Lee
;
Songsak Sriboonchitta
1-Jan-2017
Pair trading based on quantile forecasting of smooth transition GARCH models
Cathy W.S. Chen
;
Zona Wang
;
Songsak Sriboonchitta
;
Sangyeol Lee
1-Jan-2017
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression
Cathy W.S. Chen
;
Muyi Li
;
Nga T.H. Nguyen
;
Songsak Sriboonchitta
1-Nov-2019
Inferences of default risk and borrower characteristics on P2P lending
Cathy W.S. Chen
;
Manh Cuong Dong
;
Nathan Liu
;
Songsak Sriboonchitta
Discover
Author
2
Manh Cuong Dong
1
Muyi Li
1
Nathan Liu
1
Nga T.H. Nguyen
1
Sangyeol Lee
1
Sangyoel Lee
1
Zona Wang
Subject
2
Computer Science
Date issued
1
2019
3
2017