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Exact inference in the instrumental variables form of the linear structural errors-in-variables models : with application to the problem of female labor supply

Sun, Jie - 1994

Persistent link: https://www.econbiz.de/10000916501

The SC 1 property of the squared norm of the SOC Fischer-Burmeister function

Chen, Jein-shan; Sun, Defeng; Sun, Jie - In: Operations research letters 36 (2008) 3, pp. 385-392

Persistent link: https://www.econbiz.de/10003773829

Forecasting business failure : the use of nearest-neighbour support vectors and correcting imballanced samples ; evidence from the Chinese hotel industry

Li, Hui; Sun, Jie - In: Tourism management : research, policies, practice 33 (2012) 3, pp. 622-634

Persistent link: https://www.econbiz.de/10009489074

The GARCH option pricing model

Duan, Jin-Chuan - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 13-32

Persistent link: https://www.econbiz.de/10001185066

A one-step test of the arbitrage pricing theory

Duan, Jin-Chuan - In: Advances in investment analysis and portfolio … 2 (1994), pp. 71-96

Persistent link: https://www.econbiz.de/10001185489

A simple long-memory equilibrium interest rate model

Duan, Jin-Chuan - In: Economics letters 53 (1996) 3, pp. 317-321

Persistent link: https://www.econbiz.de/10001216256

Estimating the structural credit risk model when equity prices are contaminated by trading noises

Duan, Jin-Chuan; Fulop, Andras - 2005

The transformed-data maximum likelihood estimation (MLE) method for struc- tural credit risk models developed by Duan (1994) is extended to account for the fact that observed equity prices may have been contaminated by trading noises. With the presence of trading noises, the likelihood function...

Persistent link: https://www.econbiz.de/10011560691

Default correlations and large-portfolio credit analysis

Duan, Jin-Chuan; Miao, Weimin - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 536-546

Persistent link: https://www.econbiz.de/10011692400

Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo

Duan, Jin-Chuan; Wang, W.-T. - In: Applied quantitative finance, (pp. 73-91). 2017

Persistent link: https://www.econbiz.de/10011794954

How frequently does the stock price jump? : An analysis of high-frequency data with microstructure noises

Duan, Jin-Chuan (contributor); Fulop, Andras (contributor) - 2007

Persistent link: https://www.econbiz.de/10003494018