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Multiperiod Bayesian forecasts for AR models
Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics : AISM 46 (1994) 3, pp. 429-452
Persistent link: https://www.econbiz.de/10006596298
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Pricing Taiwan Chinatrust Real Estate Mortgage Backed Securities : a case study
Liu, Shu-ing; Li, Jiun-min - In: The IUP journal of financial risk management : IJFRM 8 (2011) 2, pp. 25-40
Persistent link: https://www.econbiz.de/10009888502
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A case study on reduced form credit risk models
Hsieh, Ya-ting; Liu, Shu-ing - In: The IUP journal of financial risk management : IJFRM 9 (2012) 2, pp. 23-39
Persistent link: https://www.econbiz.de/10010005013
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Bayesian multiperiod forecasts for ARX models
Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10007330867