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| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Asset allocation under regime-switching models | Song, Na; Ching, Wai-Ki; Zhu, Dong-Mei; Siu, Tak-Kuen | 2012 | — | 
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| Modeling default data via an interactive hidden Markov model | Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-min; Li, Tang; Li, Wai-Keung | 2009 | — |
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Author/Creator
- Li, Li-min (1)
- Li, Tang (1)
- Li, Wai-Keung (1)
- Siu, Tak Kuen (1)
- Siu, Tak-Kuen (1)
- Song, Na (1)
- Zhu, Dong-Mei (1)
Subject Keyword
- 140300 Econometrics (1)
- 149900 Other Economics (1)
- Binomial expansion technique (1)
- Default data (1)
- Feedback effect (1)
- HMM (1)
- Hidden Markov model (HMM) (1)
- IHMM (1)
- Interactive hidden Markov model (IHMM) (1)
- SETAR Model (1)
Resource Type
- conference paper (1)
- journal article (1)
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