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A generalization of Macula’s disjunct matrices

Zhao, Ping; Diao, Kefeng; Wang, Kaishun - In: Journal of combinatorial optimization 22 (2011) 4, pp. 495-498

Persistent link: https://www.econbiz.de/10009388469

Emission taxes and environmental R&D risk choices in a duopoly market

Xing, Mingqing; Tan, Tingting; Wang, Xia - In: Economic modelling 101 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012796196

Testing for structural changes in large dimensional factor models via discrete Fourier transform

Fu, Zhonghao; Hong, Yongmiao; Wang, Xia - In: Journal of econometrics 233 (2023) 1, pp. 302-331

Persistent link: https://www.econbiz.de/10014341081

Environmental taxes and the effects of partial privatization on environmental R&D, environment and welfare

Xing, Mingqing; Yang, Lin; Tan, Tingting; Wang, Xia; … - In: Economic research 35 (2022) 1,5, pp. 5164-5183

Persistent link: https://www.econbiz.de/10014414159

Environmental awareness of the private firm and optimal privatization in a mixed duopoly

Wang, Xia; Tan, Tingting; Xing, Mingqing - In: Managerial and decision economics : MDE ; the … 43 (2022) 8, pp. 4055-4063

Persistent link: https://www.econbiz.de/10013466927

On multiple structural breaks in distribution : an empirical characteristic function approach

Fu, Zhonghao; Hong, Yongmiao; Wang, Xia - In: Econometric theory 39 (2023) 3, pp. 534-581

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Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

Liu, Jia - In: Journal of risk 24 (2021) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012816791

Bayesian nonparametric estimation of ex post variance

Griffin, Jim; Liu, Jia; Maheu, John M. - In: Journal of financial econometrics 19 (2021) 5, pp. 823-859

Persistent link: https://www.econbiz.de/10012799051

A Bayesian semiparametric realized stochastic volatility model

Liu, Jia - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-22

This paper proposes a semiparametric realized stochastic volatility model by integrating the parametric stochastic volatility model utilizing realized volatility information and the Bayesian nonparametric framework. The flexible framework offered by Bayesian nonparametric mixtures not only...

Persistent link: https://www.econbiz.de/10012800257

Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities

Li, Jackie; Balasooriya, Uditha; Liu, Jia - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 505-518

Persistent link: https://www.econbiz.de/10012656704