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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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A production planning model to reduce risk and improve operations management
Wang, Xiaojun; Li, D.; O'brien, C.; Li, Y. - In: International journal of production economics 124 (2010) 2, pp. 463-474
Persistent link: https://www.econbiz.de/10003958972
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Estimating a hedge fund return model based on a small number of samples
Levchenkov, Dmitriy; Coleman, Thomas F.; Li, Yuying - In: INFOR : information systems and operational research 47 (2009) 1, pp. 43-58
Persistent link: https://www.econbiz.de/10003959539
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Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.; He, Changhong; Li, Yuying - In: The journal of computational finance 13 (2009/10) 4, pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
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A lexicographic maxmin approach for allocating the fixed cost based upon data envelopment analysis
Liang, Liang; Li, Yong - In: Technology and innovation management : theories, …, (pp. 210-223). 2008
Persistent link: https://www.econbiz.de/10003669816
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Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.; Levchenkov, Dmitriy; Li, Yuying - In: Journal of banking & finance 31 (2007) 11, pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412
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Policy change and lead-lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-289
Persistent link: https://www.econbiz.de/10003710638
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The challenge of removing administrative barriers to FDI in China
Li, Yong; Tang, Shukun - In: China in focus : economic, political and educational issues, (pp. 47-65). 2007
Persistent link: https://www.econbiz.de/10003711850
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The non- and semiparametric analysis of MS models: some applications
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003384985
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The econometric analysis of microscopic simulation models
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385008