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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~person:"Ching, Wai Ki"
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Markov chain
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Ching, Wai Ki
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Applied economics
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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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:
2
Modeling credit risk with hidden
Markov
default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
Saved in:
3
Modeling default data via an interactive hidden
Markov
model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
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