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~person:"Kwok, Simon S."
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Kwok, Simon S.
Kwok, Simon
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Jointly determining the state dimension and lag order for Markovâswitching vector autoregressive models
Li, Nan
;
Kwok, Simon S.
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012538243
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Inferring financial bubbles from option data
Jarrow, Robert A.
;
Kwok, Simon S.
- In:
Journal of Applied Econometrics
36
(
2021
)
7
,
pp. 1013-1046
Persistent link: https://www.econbiz.de/10012632843
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