Hong Miao

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Person:1044235

Available identifiers

zbMath Open miao.hongMaRDI QIDQ1044235

List of research outcomes





PublicationDate of PublicationType
Risk analysis of cumulative intraday return curves2019-06-11Paper
Viterbi-Based Estimation for Markov Switching GARCH Model2017-10-05Paper
Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price2017-05-22Paper
General equilibrium asset pricing under regime switching2016-03-04Paper
Fractional differencing in discrete time2014-02-08Paper
https://portal.mardi4nfdi.de/entity/Q30157692011-07-13Paper
Risk-hedging in real estate markets2009-12-11Paper
VaR and expected shortfall: a non-normal regime switching framework2009-10-16Paper
INVESTMENT TIMING UNDER REGIME SWITCHING2009-08-10Paper
Stochastic Volatility Model with Filtering2006-07-13Paper

Research outcomes over time

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