Bruce Sun

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Identification of technical analysis patterns with smoothing splines for bitcoin prices
Journal of Applied Statistics
2022-02-24Paper
Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
Applied Mathematical Finance
2018-09-12Paper
A new approach to importance sampling in Taylor's stochastic volatility model
Communications in Statistics. Simulation and Computation
2014-05-19Paper
Measuring production with random inputs and outputs using DEA and certainty equivalent
European Journal of Operational Research
1999-09-16Paper


Research outcomes over time


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