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Ordinary and Markov-Switching Autoregressive Models for Firm-Level Underwriting Data
Feng, Frank Yulin - 2018
For many decades, the analysis of underwriting-profitability regimes (i.e., successive “hard” and “soft” markets) has formed an important topic in insurance research. In the present article, we study the characteristics of firm-level underwriting behavior by applying both ordinary and...
Persistent link: https://www.econbiz.de/10012909485
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Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun; Li, Xin - In: Economic research 35 (2022) 1,2, pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
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Regime, polity, and economic growth : the Latin American experience
Feng, Yi - In: Growth and change : a journal of urban and regional policy 26 (1995) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10015142469
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Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Feng, Frank Yulin; Powers, Michael R. - In: Asia-Pacific journal of risk and insurance : APJRI 13 (2019) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10012120658
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Macroeconomic fundamentals and cryptocurrency prices : a common trend approach
Jiang, Xiaoquan; Rodriguez, Ivan; Zhang, Qianying - In: Financial management : FM 52 (2023) 1, pp. 181-198
Persistent link: https://www.econbiz.de/10014304499
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Long memory, heterogeneity and trend chasing
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721654
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How flexible are the inflation targets? : a Bayesian MCMC estimator of the long memory parameter in a state space model
Andersson, Fredrik N. G.; Li, Yushu - 2013
Persistent link: https://www.econbiz.de/10010227501
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Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu - In: Economic modelling 30 (2013), pp. 317-321
Persistent link: https://www.econbiz.de/10009703641
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Testing for unit roots in panel data using a wavelet ratio method
Li, Yushu; Shukur, Ghazi - In: Computational economics 41 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10009705033