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Noisy high frequency data-based estimation of volatility function with applications
Lin, Jinguan; Ye, Xuguo; Zhao, Yanyong; Hao, Hongxia - In: The Singapore economic review 68 (2023) 6, pp. 2127-2150
Persistent link: https://www.econbiz.de/10014500398
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Sparse Bayesian variable selection in probit model for forecasting U.S. recessions using a large set of predictors
Yang, Aijun; Xiang, Ju; Yang, Hongqiang; Jinguan, Lin - In: Computational economics 51 (2018) 4, pp. 1123-1138
Persistent link: https://www.econbiz.de/10011972241
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Testing the volatility jumps based on the high frequency data
Liu, Guangying; Liu, Meiyao; Lin, Jinguan - In: Journal of Time Series Analysis 43 (2021) 5, pp. 669-694
Persistent link: https://www.econbiz.de/10012810372
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Private investment and public stimulus: A bargaining model
Tan, Yingxian; Wang, Yahui - In: Journal of Applied Economics 26 (2023) 1, pp. 1-19
Local governments often provide tax-subsidy programs to attract corporate investment. Using a game-theoretic real options model between a firm and a government, this paper aims to explore the interaction between the government's tax-subsidy policy and the firm's investment and financing...
Persistent link: https://www.econbiz.de/10015334202
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Private investment and public stimulus : a bargaining model
Tan, Yingxian; Wang, Yahui - 2023
Local governments often provide tax-subsidy programs to attract corporate investment. Using a game-theoretic real options model between a firm and a government, this paper aims to explore the interaction between the government's tax-subsidy policy and the firm's investment and financing...
Persistent link: https://www.econbiz.de/10014515689