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 |
|---|
Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Alternative method for determining industrial bond ratings: theory and empirical evidence
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
VG NGARCH versus GARJI model for asset price dynamics
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Bayesian portfolio mean-variance efficiency test with Sharpe ratio's sampling error
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 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
Review of Derivatives Research | 2016-09-19 | Paper |
Efficient mixture design fitting quadratic surface with quantile responses using first-degree polynomial
Communications in Statistics. Simulation and Computation | 2016-07-14 | Paper |
Corrigendum
Communications in Statistics: Theory and Methods | 2013-01-31 | Paper |
The Dynamic Model for Cancer Relapse Based on Two-Stage Model of Carcinogenesis
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
International Journal of Theoretical and Applied Finance | 2012-05-07 | Paper |
An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data
Mathematical Biosciences | 2006-04-28 | Paper |
A bound for efficiency in multiple response designs
Journal of Statistical Planning and Inference | 2002-09-18 | Paper |
| scientific article; zbMATH DE number 788267 (Why is no real title available?) | 1995-11-06 | Paper |
Research outcomes over time
This page was built for person: Lie-Jane Kao
