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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu; Li, Yong; Chen, Zhu-ming - In: Computational economics 41 (2013) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
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Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu; Chen, Zhong-Tian; Li, Yong - In: Computational economics 53 (2019) 3, pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
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Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis
Zhang, Jin-Yu; Li, Yong; Chen, Zhu-Ming - In: Computational economics 41 (2013) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10010066342
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Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
Lin, Jin-Guan; Chen, Ji; Li, Yong - In: Computational economics 40 (2012) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10010016023
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Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Lin, Jin-guan; Chen, Ji; Li, Yong - In: Computational economics 40 (2012) 3, pp. 203-217
Persistent link: https://www.econbiz.de/10010219496
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Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu; Wu, Wen-Bo; Li, Yong; Lou, Zhu-Sheng - In: Computational economics 58 (2021) 3, pp. 867-884
Persistent link: https://www.econbiz.de/10012651045