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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chen, Cathy W. S."
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong
;
Tian, Shaonan
;
Chen, Cathy W. S.
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
Saved in:
2
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
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