Hong Miao

Available identifiers

zbMath Open miao.hongMaRDI QIDQ1044235

List of research outcomes

Publication	Date of Publication	Type
Risk analysis of cumulative intraday return curves	2019-06-11	Paper
Viterbi-Based Estimation for Markov Switching GARCH Model	2017-10-05	Paper
Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price	2017-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q2790484	2016-03-04	Paper
Fractional differencing in discrete time	2014-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q3015769	2011-07-13	Paper
Risk-hedging in real estate markets	2009-12-11	Paper
VaR and expected shortfall: a non-normal regime switching framework	2009-10-16	Paper
INVESTMENT TIMING UNDER REGIME SWITCHING	2009-08-10	Paper
Stochastic Volatility Model with Filtering	2006-07-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hong Miao