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Data-driven tree structure for PIN models
Lin, Emily
;
Kao, Chu-Lan Michael
;
Adityarini, Natasha Sonia
- In:
Review of quantitative finance and accounting
57
(
2021
)
2
,
pp. 411-427
Persistent link: https://www.econbiz.de/10012549949
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A new PIN model with application of the change-point detection method
Kao, Chu-Lan Michael
;
Lin, Emily
- In:
Review of quantitative finance and accounting
61
(
2023
)
4
,
pp. 1513-1528
Persistent link: https://www.econbiz.de/10014424418
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