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Results 1-7 of 7 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
1-Jul-2016
Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
Cathy W.S. Chen
;
Mike K.P. So
;
Jessica C. Li
;
Songsak Sriboonchitta
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-Dec-2017
Hysteretic Poisson INGARCH model for integer-valued time series
Buu Chau Truong
;
Cathy W.S. Chen
;
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
1-Jan-2019
Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time -varying correlations
Cathy W.S. Chen
;
Hong Than-Thi
;
Mike K.P. So
;
Songsak Sriboonchitta
Discover
Author
2
Manh Cuong Dong
2
Mike K.P. So
1
Buu Chau Truong
1
Hong Than-Thi
1
Jessica C. Li
1
Muyi Li
1
Nathan Liu
1
Nga T.H. Nguyen
1
Sangyeol Lee
1
Sangyoel Lee
.
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Subject
4
Economics, Econometrics and Finance
3
Mathematics
2
Computer Science
2
Decision Sciences
1
Business, Management and Accounting
Date issued
2
2019
4
2017
1
2016