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source:"econis"
subject:"Estimation"
~isPartOf:"Economic modelling"
~person:"Jiang, Cuixia"
~person:"Siu, Tak Kuen"
~subject:"CAPM"
~subject:"Theory"
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4
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Jiang, Cuixia
Siu, Tak Kuen
Afonso, Oscar
11
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4
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4
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3
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1
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
2
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
3
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
4
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
5
A large CVaR-based portfolio selection model with weight constraints
Xu, Qifa
;
Zhou, Yingying
;
Jiang, Cuixia
;
Yu, Keming
; …
- In:
Economic modelling
59
(
2016
),
pp. 436-447
Persistent link: https://www.econbiz.de/10011647901
Saved in:
6
The Phillips curve in the US : a nonlinear quantile regression approach
Xu, Qifa
;
Niu, Xufeng
;
Jiang, Cuixia
;
Huang, Xue
- In:
Economic modelling
49
(
2015
),
pp. 186-197
Persistent link: https://www.econbiz.de/10011439528
Saved in:
7
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
8
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
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