//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Chen, Liyuan"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Capital income
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Asymmetric Laplace distribution
2
Bayes-Statistik
2
Bayesian inference
2
Leverage effect
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Stochastic volatility model
2
Value-at-Risk
2
Access regulation
1
Aggregation
1
Aktienmarkt
1
Bayesian Markov Chain Monte Carlo
1
Bayesian Markov chain Monte Carlo
1
Breitbandkommunikation
1
Broadband
1
Broadband communications
1
Business start-up
1
Börsenkurs
1
CVaR
1
Churning
1
Cointegration
1
Concave order
1
Conditional Value-at-Risk
1
Conditional value-at-risk
1
Directional lower coupling
1
Energy futures
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Baum, Christopher F.
4
Chen, Liyuan
4
Zerilli, Paola
4
Chen, Li-yuan
1
Chen, Yulong
1
Chen, Yuyu
1
Lin, Liyuan
1
Ma, Liyuan
1
Orazem, Peter F.
1
Ouyang, Liang-yuh
1
Wang, Ruodu
1
Yang, Chih-te
1
more ...
less ...
Published in...
All
Boston College working papers in economics
2
Energy economics
2
Insurance / Mathematics & economics
1
International journal of production research
1
Telecommunications policy : the international journal of digital economy, data sciences and new media
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility and leverage effect in energy markets : evidence from high frequency data with VaR and CVaR risk analysis
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
-
2018
Persistent link: https://www.econbiz.de/10011891045
Saved in:
2
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
3
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
4
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
5
The heterogeneous role of broadband access on establishment entry and exit by sector and urban and rural markets
Chen, Yulong
;
Ma, Liyuan
;
Orazem, Peter F.
- In:
Telecommunications policy : the international journal …
47
(
2023
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014252717
Saved in:
6
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
7
Impacts of collaborative investment and inspection policies on the integrated inventory model with defective items
Ouyang, Liang-yuh
;
Chen, Li-yuan
;
Yang, Chih-te
- In:
International journal of production research
51
(
2013
)
19
,
pp. 5789-5802
Persistent link: https://www.econbiz.de/10010203001
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->