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Astin bulletin : the journal of the International Actuarial Association
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Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
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Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D.
;
Chan, Jennifer S. K.
;
Peters, Gareth W.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 503-550
Persistent link: https://www.econbiz.de/10011397246
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Time-varying neural network for stock return prediction
Wong, Steven Y. K.
;
Chan, Jennifer S. K.
;
Azizi, Lamiae
; …
- In:
Intelligent systems in accounting, finance & management
29
(
2022
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10013274234
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