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accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ma, Jingtang"
~person:"Ng, Kok-Haur"
~subject:"Markov-Kette"
~subject:"Volatility"
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1
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Ma, Jingtang
Ng, Kok-Haur
Chang, Kuang-Liang
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The North American journal of economics and finance : a journal of financial economics studies
Mathematical methods of operations research : ZOR
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Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
2
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
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