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Development pattern, classification and evaluation of the tourism academic community in China in the last ten years : from the perspective of big data of articles of tourism academic journals

Zhang, Lingyun; Lan, Chaoying; Qi, Fei; Wu, Ping - In: Tourism management : research, policies, practice 58 (2017), pp. 235-244

Persistent link: https://www.econbiz.de/10011634734

Estimating the ordering of variables in a VAR using a Plackett-Luce prior

Wu, Ping; Koop, Gary - In: Economics letters 230 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014460378

Experiential learning, institutional quality and Chinese state-owned firms' cross-border acquisitions

Jia, Jingyu; Wu, Ping - In: Nankai business review international 14 (2023) 3, pp. 448-481

Persistent link: https://www.econbiz.de/10014319396

Valuation of CMS range notes in a multifactor LIBOR market model

Wu, Ping; Elliott, Robert J. - In: International journal of financial engineering 3 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011532755

Valuation of certain CMS spreads

Wu, Ping; Elliott, Robert J. - In: Financial markets and portfolio management 31 (2017) 4, pp. 445-467

Persistent link: https://www.econbiz.de/10011944624

A simple efficient approximation to price basket stock options with volatility smile

Wu, Ping; Elliott, Robert J. - In: Annals of finance 13 (2017) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011944955

Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors

Ping, Wu; King, Maxwell L. - In: Economics Letters 52 (1996) 2, pp. 121-127

Persistent link: https://www.econbiz.de/10005296755

The transmission mechanism of Malaysian monetary policy : a time-varying vector autoregression approach

Poon, Aubrey - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 417-444

Persistent link: https://www.econbiz.de/10011949804

Locally optimal one-sided tests for multiparameter hypotheses

King, Maxwell; Wu, Ping - In: Econometric Reviews 16 (1997) 2, pp. 131-156

Persistent link: https://www.econbiz.de/10005476049

PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS

WU, PING; ELLIOTT, ROBERT J. - In: International Journal of Theoretical and Applied … 08 (2005) 06, pp. 791-806

In this paper we propose a type of mean reverting model with jumps, where the mean reverting level changes according to a continuous time, finite state Markov chain. This model could be applied to the interest rate and energy markets. We apply filtering techniques and obtain finite dimensional...

Persistent link: https://www.econbiz.de/10004970127