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The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model

Marshall, A.P.; Tang, L.; Maulana, T. - 2009

Country risk assessment is central to the international investment, which recently has increasingly focused on emerging markets (EM). In this paper we proxy for country risk in EM by using time-varying beta. We extend existing literature by applying a dynamic conditional correlation GARCH model....

Persistent link: https://www.econbiz.de/10009459846

STATISTICAL INFERENCE - Planning step-stress life-test with a target acceleration-factor

Yeo, K.; Tang, L. - In: IEEE transactions on reliability : R ; IEEE T R 48 (1999) 1, pp. 61-67

Persistent link: https://www.econbiz.de/10006627100

Analysis of step-stress accelerated-life-test data: A new approach

Tang, L.; Sun, Y.; Goh, T.; Ong, H. - In: IEEE transactions on reliability : R ; IEEE T R 45 (1996) 1, pp. 69-74

Persistent link: https://www.econbiz.de/10006631920

Reliability prediction using nondestructive accelerated-degradation data: Case study on

Tang, L.; Chang, D. - In: IEEE transactions on reliability : R ; IEEE T R 44 (1995) 4, pp. 562-566

Persistent link: https://www.econbiz.de/10006633752

Reliability bounds and critical time for the Birnbaum-Saunders distribution

Chang, D.; Tang, L. - In: IEEE transactions on reliability : R ; IEEE T R 42 (1993) 3, pp. 464-469

Persistent link: https://www.econbiz.de/10006639177

Case-Oriented Papers - An effective heuristic algorithm to minimise stack shuffles in selecting steel slabs from the slab yard for heating and rolling

Tang, L.; Liu, J.; Rong, A.; Yang, Z. - In: Journal of the Operational Research Society : OR 52 (2001) 10, pp. 1091-1097

Persistent link: https://www.econbiz.de/10006038111

An evaluation of comfort of a bus seat

Zhao, J.; Tang, L. - In: Applied ergonomics : the journal of people's … 25 (1994) 6, pp. 386-392

Persistent link: https://www.econbiz.de/10006000655

Lagrangian relaxation algorithms for real-time hybrid flowshop scheduling with finite intermediate buffers

Tang, L.; Xuan, H. - In: Journal of the Operational Research Society : OR 57 (2006) 3, pp. 316-324

Persistent link: https://www.econbiz.de/10006010909

Impact of demographic and economic variables on financial policy purchase timing decisions

Thomas, L.C.; Thomas, S.; Tang, L.; Ap Gwilym, O. - In: Journal of the Operational Research Society : OR 56 (2005) 9, pp. 1051-1062

Persistent link: https://www.econbiz.de/10006015160

EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS

Tang, L.; Shao, Q. - In: Journal of Time Series Analysis 35 (2014) 4, pp. 378-389

type="main" xml:id="jtsa12070-abs-0001"A two-step estimation method is proposed for periodic autoregressive parameters via residuals when the observations contain trend and periodic autoregressive time series. The oracle efficiency of the proposed Yule–Walker-type estimator is established. The...

Persistent link: https://www.econbiz.de/10011153161