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A case study on reduced form credit risk models

Hsieh, Ya-ting; Liu, Shu-ing - In: The IUP journal of financial risk management : IJFRM 9 (2012) 2, pp. 23-39

Persistent link: https://www.econbiz.de/10009570254

A case study on reduced form credit risk models

Hsieh, Ya-ting; Liu, Shu-ing - In: The IUP journal of financial risk management : IJFRM 9 (2012) 2, pp. 23-39

Persistent link: https://www.econbiz.de/10010005013

Bayesian forecasts for cointegrated models

Liu, Shu-ing - In: Journal of forecasting 21 (2002) 3, pp. 167-180

Persistent link: https://www.econbiz.de/10001662953

Bayesian Forecasts for Cointegrated Models.

Liu, Shu-Ing - In: Journal of Forecasting 21 (2002) 3, pp. 167-80

This paper investigates Bayesian forecasts for some cointegrated time series data. Suppose data are derived from some cointegrated model, but, an unrestricted vector autoregressive model, without including cointegrated conditions, is fitted; the implication of using an incorrect model will be...

Persistent link: https://www.econbiz.de/10005596890

A robust and easy confidence procedure with moderately long-tailed symmetric distributions

Liu, Shu-Ing - In: Computational Statistics & Data Analysis 12 (1991) 3, pp. 281-294

Persistent link: https://www.econbiz.de/10005172630

Bayesian multiperiod forecasts for ARX models

Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics 47 (1995) 2, pp. 211-224

Persistent link: https://www.econbiz.de/10005395514

Multiperiod Bayesian forecasts forAR models

Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 429-452

Persistent link: https://www.econbiz.de/10005395527

Bayesian model determination for binary-time-series data with applications

Liu, Shu-Ing - In: Computational Statistics & Data Analysis 36 (2001) 4, pp. 461-473

Persistent link: https://www.econbiz.de/10005020859

A Bayesian analysis of lunar effects on stock returns

Liu, Shu-ing; Tseng, Jauling - In: The ICFAI University journal of behavioral finance 6 (2009) 3/4, pp. 67-83

Persistent link: https://www.econbiz.de/10003920580

Pricing Taiwan Chinatrust Real Estate Mortgage Backed Securities : a case study

Liu, Shu-ing; Li, Jiun-min - In: The IUP journal of financial risk management : IJFRM 8 (2011) 2, pp. 25-40

Persistent link: https://www.econbiz.de/10009295517