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Cyberattack-resilient load forecasting with adaptive robust regression
Jiao, Jieying
;
Tang, Zefan
;
Zhang, Peng
;
Yue, Meng
;
Yan, Jun
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 910-919
Persistent link: https://www.econbiz.de/10013349630
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Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
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The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
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