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A mixtured localized likelihood method for GARCH models with multiple change-points
Xing, Haipeng
;
Yuan, Hongsong
;
Zhou, Sichen
- In:
Review of economics & finance
8
(
2017
)
2
,
pp. 44-60
Persistent link: https://www.econbiz.de/10011672815
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Dependence of structural breaks in rating transition dynamics on economic and market variations
Xing, Haipeng
;
Chen, Ying
- In:
Review of economics & finance
11
(
2018
)
1
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pp. 1-18
Persistent link: https://www.econbiz.de/10011869763
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