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Zeitreihenanalyse
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50
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Markov chain
36
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Option pricing theory
33
Optionspreistheorie
33
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Siu, Tak Kuen
5
Ching, Wai Ki
1
Elliott, Robert J.
1
Fung, Eric S.
1
Lau, John W.
1
Shen, Yang
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Applied economics
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Business intelligence in economic forecasting : technologies and techniques
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IMA journal of management mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
2
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
3
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
4
Optimal investment and consumption in a continuous-time co-integration model
Shen, Yang
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 501-530
Persistent link: https://www.econbiz.de/10011845245
Saved in:
5
A mixture price trend model for long-term risk management
Fung, Eric S.
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Business intelligence in economic forecasting : …
,
(pp. 157-173)
.
2010
Persistent link: https://www.econbiz.de/10003994046
Saved in:
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