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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~person:"Fan, Kun"
~person:"Goutte, Stéphane"
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Fan, Kun
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ECONIS (ZBW)
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Asymmetric evidence of gasoline price responses in France : a Markov-switching approach
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Economic modelling
52
(
2016
),
pp. 467-476
Persistent link: https://www.econbiz.de/10011642806
Saved in:
2
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
3
Pricing foreign equity options with
regime
-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
4
Conditional Markov
regime
switching model applied to economic modelling
Goutte, Stéphane
- In:
Economic modelling
38
(
2014
),
pp. 258-269
Persistent link: https://www.econbiz.de/10010419115
Saved in:
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