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Computational economics
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Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
2
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
3
Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
4
Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Lin, Jin-guan
;
Chen, Ji
;
Li, Yong
- In:
Computational economics
40
(
2012
)
3
,
pp. 203-217
Persistent link: https://www.econbiz.de/10010219496
Saved in:
5
Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
Zhang, Jin-Yu
;
Li, Yong
;
Chen, Zhu-Ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10010066342
Saved in:
6
Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
Lin, Jin-Guan
;
Chen, Ji
;
Li, Yong
- In:
Computational economics
40
(
2012
)
3
,
pp. 203-218
Persistent link: https://www.econbiz.de/10010016023
Saved in:
7
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
8
An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-249
Persistent link: https://www.econbiz.de/10008820352
Saved in:
9
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
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