The analysis of time series : an introduction with R

von Chatfield, Christopher
Veröffentlicht 2019

Dependence of structural breaks in rating transition dynamics on economic and market variations

von Xing, Haipeng
Veröffentlicht in Review of economics & finance (2018)

Statistical models and methods for financial markets

von Lai, Tze Leung
Veröffentlicht 2008

Statistical models and methods for financial markets

von Lai, Tze Leung
Veröffentlicht 2008

Statistical models and methods for financial markets

von Lai, Tze Leung
Veröffentlicht 2010

Structural change as an alternative to long memory in financial time series

von Lai, Tze Leung
Veröffentlicht in Econometric analysis of financial and economic time series ; part B (2006)

Statistical models and methods for financial markets

von Lai, Tze Leung
Veröffentlicht 2008

Credit rating dynamics in the presence of unknown structural breaks

von Xing, Haipeng
Veröffentlicht in Journal of banking & finance (2012)

A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market

von Li, Zhicheng
Veröffentlicht in Economic modelling (2023)

A mixtured localized likelihood method for GARCH models with multiple change-points

von Xing, Haipeng
Veröffentlicht in Review of economics & finance (2017)

European option pricing under geometric Lévy processes with proportional transaction costs

von Xing, Haipeng
Veröffentlicht in The journal of computational finance (2017)