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~type_genre:"Aufsatz in Zeitschrift"
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Miao, Baiqi
3
Ye, Wuyi
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European journal of operational research : EJOR
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Markov regime-switching quantile regression models and financial contagion detection
Ye, Wuyi
;
Zhu, Yangguang
;
Wu, Yuehua
;
Miao, Baiqi
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 21-26
Persistent link: https://www.econbiz.de/10011457143
Saved in:
2
Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10009569564
Saved in:
3
On sliced inverse regression with high-dimensional covariates
Zhu, Lixing
;
Miao, Baiqi
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 630-643
Persistent link: https://www.econbiz.de/10003334648
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