Hong Miao

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!

Publication	Date of Publication	Type
Risk analysis of cumulative intraday return curves Journal of Time Series Econometrics	2019-06-11	Paper
Viterbi-based estimation for Markov switching GARCH model Applied Mathematical Finance	2017-10-05	Paper
Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price Statistics & Risk Modeling	2017-05-22	Paper
General equilibrium asset pricing under regime switching Communications on Stochastic Analysis	2016-03-04	Paper
Fractional differencing in discrete time Quantitative Finance	2014-02-08	Paper
An asset pricing model with mean reversion and regime switching stochastic volatility	2011-07-13	Paper
Risk-hedging in real estate markets Asia-Pacific Financial Markets	2009-12-11	Paper
VaR and expected shortfall: a non-normal regime switching framework Quantitative Finance	2009-10-16	Paper
INVESTMENT TIMING UNDER REGIME SWITCHING International Journal of Theoretical and Applied Finance	2009-08-10	Paper
Stochastic Volatility Model with Filtering Stochastic Analysis and Applications	2006-07-13	Paper

Research outcomes over time

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