Bruce Sun

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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
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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