Lie-Jane Kao

Available identifiers

Publication	Date of Publication	Type
Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach	2020-12-09	Paper
Alternative method for determining industrial bond ratings: theory and empirical evidence	2020-12-09	Paper
VG NGARCH versus GARJI model for asset price dynamics	2020-12-09	Paper
Bayesian portfolio mean-variance efficiency test with Sharpe ratio's sampling error	2020-12-09	Paper
Study guide for Statistics for business and financial economics. A supplement to the textbook by Cheng-Few Lee, John C. Lee and Alice C. Lee	2017-02-13	Paper
Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options	2016-09-19	Paper
Efficient mixture design fitting quadratic surface with quantile responses using first-degree polynomial	2016-07-14	Paper
Corrigendum	2013-01-31	Paper
The Dynamic Model for Cancer Relapse Based on Two-Stage Model of Carcinogenesis	2012-10-23	Paper
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process	2012-05-07	Paper
An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data	2006-04-28	Paper
A bound for efficiency in multiple response designs	2002-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q4844379	1995-11-06	Paper

This page was built for person: Lie-Jane Kao