Browsing byAuthorHsiao, CYL
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2014-09-29 | Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence | Chan, JCC; Hsiao, CYL |
2019-02-01 | A regime switching skew-normal model of contagion | Chan, JCC; Fry-McKibbin, RA; Hsiao, CYL |