Wei-Fang Niu

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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
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Studies in Nonlinear Dynamics & Econometrics
2023-03-13Paper
Measuring the collective correlation of a large number of stocks
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
Canonical Dynamics Mechanism of Monetary Policy and Interest Rate
Applied Quantitative Finance
2008-12-01Paper
Bayesian estimation for time-series regressions improved with exact likelihoods
Journal of Statistical Computation and Simulation
2004-11-11Paper
On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view.
Journal of Statistical Planning and Inference
1999-01-01Paper


Research outcomes over time


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