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Markov chain
4
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4
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3
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3
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2
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2
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1
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Siu, Tak Kuen
7
Fung, Eric S.
4
Ching, Wai Ki
3
Ching, Wai-Ki
2
Lau, John W.
2
Ng, Michael K.
2
Siu, Tak-Kuen
2
Gu, Jia-Wen
1
Li, Li-min
1
Li, Tang
1
Li, Wai Keung
1
Lu, Jiejun
1
Yang, Qing-Qing
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Zhu, Dong-Mei
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Computational economics
Insurance / Mathematics & economics
26
Applied mathematical finance
15
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12
Insurance: Mathematics and Economics
12
Applied Mathematical Finance
7
Economic Modelling
6
Annals of finance
5
IMA journal of management mathematics
5
International journal of theoretical and applied finance
5
Annals of operations research
4
Asia-Pacific Financial Markets
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Asia-Pacific financial markets
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Computational Economics
4
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3
European journal of operational research : EJOR
3
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3
International journal of production economics
3
Journal of economic dynamics & control
3
Operations research letters
3
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3
Energy economics
2
Journal of Risk and Financial Management
2
Managerial Finance
2
Managerial finance
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Mathematical methods of operations research
2
Risk and decision analysis
2
Scandinavian actuarial journal
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of futures markets
2
Advances in statistics, probability and actuarial science
1
American journal of agricultural economics
1
Applied Stochastic Models in Business and Industry
1
Applied economics
1
Business intelligence in economic forecasting : technologies and techniques
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CRIEFF Discussion Papers
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Computational Statistics
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
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1
On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
2
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
3
A flexible markov chain approach for multivariate credit ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10009513179
Saved in:
4
Modeling default data via an interactive hidden Markov model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
5
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
6
A Flexible Markov Chain Approach for Multivariate Credit Ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10009825119
Saved in:
7
Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10007988797
Saved in:
8
Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Siu, Tak-Kuen
;
Ching, Wai-Ki
;
Fung, Eric S.
;
Ng, Michael K.
- In:
Computational economics
29
(
2007
)
3
,
pp. 425-426
Persistent link: https://www.econbiz.de/10007721057
Saved in:
9
Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Siu, Tak-Kuen
;
Ching, Wai-Ki
;
Fung, Eric S.
;
Ng, Michael K.
- In:
Computational economics
26
(
2005
)
3
,
pp. 69-102
Persistent link: https://www.econbiz.de/10007020919
Saved in:
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