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3
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11
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
12
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
13
Product configuration system based on the rule base
Liu, Xiaobing
;
Yuan, Changfeng
;
Sun, Wei
;
Zhang, Sen
- In:
International journal of internet and enterprise …
3
(
2005
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10003911694
Saved in:
14
Performance modeling and simulation for enterprise application based on queuing theory
Tian, Zhibin
;
Sun, Wei
;
Tian, Naishuo
- In:
Information systems in the changing era : theory and …
,
(pp. 310-318)
.
2009
Persistent link: https://www.econbiz.de/10003991587
Saved in:
15
Semiparametric analysis of income inequality : an application to China
Sun, Wei
-
2005
Persistent link: https://www.econbiz.de/10003384631
Saved in:
16
Some diffusion processes associated with two parameter Poisson-Dirichlet distribution and Dirichlet process
Feng, Shui
;
Sun, Wei
- In:
Probability theory and related fields
148
(
2010
)
3/4
,
pp. 501-525
Persistent link: https://www.econbiz.de/10008649938
Saved in:
17
Equilibrium threshold strategies in observable queueing systems with setup/closedown times
Sun, Wei
;
Guo, Pengfei
;
Tian, Naishuo
- In:
Central European journal of operations research : CEJOR …
18
(
2010
)
3
,
pp. 241-268
Persistent link: https://www.econbiz.de/10008650998
Saved in:
18
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
19
Monetary integration in East Asia : evidence from real effective exchange rates
Sun, Wei
;
Simons, Gerald Peter W.
- In:
Review of international economics
19
(
2011
)
5
,
pp. 865-876
Persistent link: https://www.econbiz.de/10009378745
Saved in:
20
Price of anarchy for supply chains with partial positive externalities
Perakis, Georgia
;
Sun, Wei
- In:
Operations research letters
40
(
2012
)
2
,
pp. 78-83
Persistent link: https://www.econbiz.de/10009507913
Saved in:
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