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Computer simulation with TRNSY...
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ECONIS (ZBW)
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1
Modeling long memory in stock market volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
2
Asymptotics of nonstationary fractional integrated series
Liu, Ming
- In:
Econometric theory
14
(
1998
)
5
,
pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
Saved in:
3
Using indirect inference to solve the initial-conditions problem
An, Mark Yuying
;
Liu, Ming
- In:
The review of economics and statistics
82
(
2000
)
4
,
pp. 656-667
Persistent link: https://www.econbiz.de/10001533491
Saved in:
4
Long swings with memory and stock market fluctuations
Chow, Ying-foon
;
Liu, Ming
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10001453436
Saved in:
5
Structural analysis of labor market transitions using indirect inference
An, Mark Yuying
;
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10000952435
Saved in:
6
Essays in long memory and stock market volatility
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10001353978
Saved in:
7
Overparameterization in the seminonparametric density estimation
Liu, Ming
- In:
Economics letters
60
(
1998
)
1
,
pp. 11-18
Persistent link: https://www.econbiz.de/10001245386
Saved in:
8
Valuation of adjustable rate mortgages with automatic stretching maturity
Chow, Ying-Foon
;
Huang, Charles
;
Liu, Ming
- In:
Journal of banking & finance
24
(
2000
)
11
,
pp. 1809-1829
Persistent link: https://www.econbiz.de/10001521574
Saved in:
9
Residential mortgage lending and borrower risk : the relationship between mortgage spreads and individual characteristics
Chiang, Raymond
;
Chow, Ying-Foon
;
Liu, Ming
- In:
The journal of real estate finance and economics
25
(
2002
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10001698269
Saved in:
10
Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
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