Narrow search
Showing 1 - 10 of 124
Cover Image
Bayesian inference in a simultaneous equation model with limited dependent variables
Li, Kai - In: Journal of econometrics 85 (1998) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001240185
Cover Image
Bayesian analysis of duration models : an application to Chapter 11 bankruptcy
Li, Kai - In: Economics letters 63 (1999) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001398940
Cover Image
Yes, historical volatility does contain incremental information beyond option implied volatility
Li, Kai - 2000
Persistent link: https://www.econbiz.de/10001539735
Cover Image
Inferring volatility persistence from option implied volatility
Li, Kai - 2001
Persistent link: https://www.econbiz.de/10001554378
Cover Image
Exchange rate target zone models : a Bayesian evaluation
Li, Kai - In: Journal of applied econometrics 14 (1999) 5, pp. 461-490
Persistent link: https://www.econbiz.de/10001421487
Cover Image
Exchange rate target zone models : a Bayesian evaluation
Li, Kai - 1998 - Rev
Persistent link: https://www.econbiz.de/10001421862
Cover Image
Bayesian analysis of duration models : an application to bankruptcy
Li, Kai - 1996
Persistent link: https://www.econbiz.de/10001421899
Cover Image
On estimation, diagnostic testing and smoothing of long memory stochastic volatility models
Li, Kai; Deo, Rohit; Hurvich, Clifford - 2000
Persistent link: https://www.econbiz.de/10001486271
Cover Image
A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton (contributor); Koop, Gary (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541964
Cover Image
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598534