//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Siu, Tak Kuen"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Zeitreihenanalyse
Theorie
49
Theory
49
Markov chain
34
Markov-Kette
34
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
30
Portfolio selection
19
Portfolio-Management
19
Risiko
14
Risk
14
Volatility
14
Volatilität
14
Derivat
11
Derivative
11
Hedging
10
Option trading
9
Optionsgeschäft
9
Risikomanagement
8
Risk management
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Credit risk
7
Esscher transform
7
Kreditrisiko
7
Martingal
7
Martingale
7
Regime-switching
7
Risikomaß
7
Risk measure
7
Time series analysis
5
Anleihe
4
Bayes-Statistik
4
Bayesian inference
4
Bond
4
Capital income
4
Dividend
4
more ...
less ...
Online availability
All
Undetermined
14
Free
5
Type of publication
All
Article
31
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Aufsatzsammlung
1
Festschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
Author
All
Siu, Tak Kuen
33
Elliott, Robert J.
10
Shen, Yang
8
Ching, Wai Ki
7
Zhu, Dong-Mei
4
Chan, Leunglung
2
Lau, John W.
2
Lu, Jiejun
2
Nawar, Roy
2
Siu, Tak-Kuen
2
Yang, Hailiang
2
Cohen, Samuel N.
1
Ewald, Christian-Oliver
1
Ewald, Christian-Olivier
1
Fan, Kun
1
Fard, Farzad Alavi
1
Feng, Yang
1
Fung, Eric
1
Fung, Eric S.
1
Gu, Jia-wen
1
Gu, Jiawen
1
Ho, Ching-Wah
1
Li, Xun
1
Lin, Xiang
1
Madan, Dilip B.
1
Wang, Rongming
1
Wong, Wing-Keung
1
Wu, Zhenyu
1
Yang, Qing-Qing
1
Yu, Feng-Hui
1
Zhang, Chunhong
1
Zhang, Lianmin
1
Zhang, Xin
1
Zhu, Jinxia
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Economic modelling
3
IMA journal of management mathematics
3
Annals of finance
2
Operations research letters
2
Advances in statistics, probability and actuarial science
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Business intelligence in economic forecasting : technologies and techniques
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European journal of operational research : EJOR
1
Innovative quick response programs in logistics and supply chain management
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of derivatives : JOD
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
2
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
3
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
5
Optimal risk exposure and dividend payout policies under model uncertainty
Feng, Yang
;
Zhu, Jinxia
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012622379
Saved in:
6
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
7
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
8
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
9
Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
Saved in:
10
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->