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~language:"eng"
~person:"Guo, Xianping"
~person:"Osuntuyi, Anthony"
~subject:"ARCH model"
~subject:"Theorie"
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Guo, Xianping
Osuntuyi, Anthony
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29
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26
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22
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21
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12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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10
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10
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ECONIS (ZBW)
15
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5791-5816
Persistent link: https://www.econbiz.de/10013445644
Saved in:
3
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
Saved in:
4
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
Saved in:
5
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
6
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
Saved in:
7
Optimality of mixed policies for average continuous-time markov decision processes with constraints
Guo, Xianping
;
Zhang, Yi
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1276-1296
Persistent link: https://www.econbiz.de/10011595057
Saved in:
8
Semi-Markov decision processes with variance minimization criterion
Wei, Qingda
;
Guo, Xianping
- In:
4OR : a quarterly journal of operations research
13
(
2015
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10010504956
Saved in:
9
Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Guo, Xianping
;
Zhang, Wenzhao
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 486-496
Persistent link: https://www.econbiz.de/10010400205
Saved in:
10
A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping
;
Ye, Liuer
;
Yin, George
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
Saved in:
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