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Stress testing of retail mortgages : a study based on non-stationary Markov chains and t-copula simulation

Liu, Chang; Guo, Min; Nassar, Raja - In: The journal of risk model validation 4 (2010/11) 2, pp. 65-80

Persistent link: https://www.econbiz.de/10003995413

A method of retail mortgage stress testing : based on time-frame and magnitude analysis

Liu, Chang; Nassar, Raja; Guo, Min - In: Journal of forecasting 34 (2015) 4, pp. 261-274

Persistent link: https://www.econbiz.de/10011305205

Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios

Liu, Chang; Zhang, Biqian; Wang, Xuefei; Guo, Min - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2771-2798

Persistent link: https://www.econbiz.de/10013197445

Iot based laundry services : an application of big data analytics, intelligent logistics management, and machine learning techniques

Liu, Chang; Feng, Yongfu; Lin, Dongtao; Wu, Liang; Guo, Min - In: International journal of production research 58 (2020) 17, pp. 5113-5131

Persistent link: https://www.econbiz.de/10012266143

Stress testing of retail mortgages : a study based on non-stationary Markov chains and t-copula simulation

Liu, Chang; Guo, Min; Nassar, Raja - In: The journal of risk model validation 4 (2010/11) 2, pp. 65-80

Persistent link: https://www.econbiz.de/10009911490

Dispersed analysts' forecasts of firms' operational uncertainties and stock returns

Liu, Chang; Liu, Haiyue; Chen, Xi; Zhang, Yin; Guo, Min - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 316-326

Persistent link: https://www.econbiz.de/10013353012

The short-term and long-term trade-off between risk and return: chaos vs rationality

Liu, Chang; Shi, Haoming; Wu, Liang; Guo, Min - In: Journal of business economics and management 21 (2020) 1, pp. 23-43

This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the Shanghai Stock Exchange during January 1,...

Persistent link: https://www.econbiz.de/10012176152