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Issue Date
Title
Author(s)
2006
Stochastic volatility model with filtering
Elliott, R.
;
Miao, H.
2009
Risk-hedging in real estate markets
Cadenillas, A.
;
Elliott, R.
;
Miao, H.
;
Wu, Z.
2013
Fractional differencing in discrete time
Elder, J.
;
Elliott, R.
;
Miao, H.
2012
Viterbi-based estimation for Markov switching GARCH model
Elliott, R.
;
Lau, J.
;
Miao, H.
;
Siu, T.
2009
VaR and expected shortfall: A non-normal regime switching framework
Elliott, R.
;
Miao, H.
2010
A model for energy pricing with stochastic emission costs
Elliott, R.
;
Lyle, M.
;
Miao, H.
2009
Investment timing under regime switching
Elliott, R.
;
Miao, H.
;
Yu, J.
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Author
1
Cadenillas, A.
1
Elder, J.
1
Lau, J.
1
Lyle, M.
1
Siu, T.
1
Wu, Z.
1
Yu, J.
Subject
1
American put option
1
Asset pricing
1
Capital structure
1
commodity prices
1
computational finance
1
Copulas
1
Corporate finance
1
EM algorithm
1
Emissions uncertainty
1
empirical time series analysis
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