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A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin; Oosterlee, Cornelis W.; Weide, Hans van der - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
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Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
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Testing whether the underlying continuous-time process follows a diffusion : an infinitesimal operator-based approach
Chen, Bin; Song, Zhaogang - In: Journal of econometrics 173 (2013) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10009719632
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An inventory-routing problem with the objective of travel time minimazation
Li, Kunpeng; Chen, Bin; Appa Iyer Sivakumar; Wu, Yong - In: European journal of operational research : EJOR 236 (2014) 3, pp. 936-945
Persistent link: https://www.econbiz.de/10010367147
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A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
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Testing for the Markov property in time series
Chen, Bin; Hong, Yongmiao - In: Econometric theory 28 (2012) 1, pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
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Testing for fundamental vector moving average representations
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos - 2015
Persistent link: https://www.econbiz.de/10011449925
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Integrated or disconnected? : examining formal and informal networks in a merged nonprofit organization
Chen, Bin; Krauskopf, James - In: Nonprofit management & leadership 23 (2012/13) 3, pp. 325-345
Persistent link: https://www.econbiz.de/10009737821
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Is competitive contracting really competitive? : exploring government-nonprofit collaboration in China
Jing, Yijia; Chen, Bin - In: International public management journal 15 (2012) 4, pp. 405-428
Persistent link: https://www.econbiz.de/10009739016
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Detecting for smooth structural changes in GARCH models
Chen, Bin; Hong, Yongmiao - In: Econometric theory 32 (2016) 3, pp. 740-791
Persistent link: https://www.econbiz.de/10011606827