Shu Wu

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
Design of attribute EWMA type control charts with reliable run length performance Communications in Statistics. Simulation and Computation	2023-12-07	Paper
Modified one-sided EWMA charts for monitoring time between events Communications in Statistics. Simulation and Computation	2023-07-18	Paper
A distribution-free EWMA control chart for monitoring time-between-events-and-amplitude data Journal of Applied Statistics	2022-03-01	Paper
A novel composite forecasting framework by adaptive data preprocessing and optimized nonlinear grey Bernoulli model for new energy vehicles sales Communications in Nonlinear Science and Numerical Simulation	2021-05-14	Paper
An econometric model of the term structure of interest rates under regime-switching risk International Series in Operations Research & Management Science	2018-12-21	Paper
Run rules based phase II \(c\) and \(np\) charts when process parameters are unknown Communications in Statistics. Theory and Methods	2016-05-25	Paper
The term structure of interest rates under regime shifts and jumps Economics Letters	2013-01-08	Paper
On user costs of risky monetary assets Annals of Finance	2012-03-05	Paper
scientific article; zbMATH DE number 5524595 (Why is no real title available?)	2009-03-06	Paper
An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk International Series in Operations Research & Management Science	2007-11-05	Paper
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA Macroeconomic Dynamics	2007-03-08	Paper
A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK International Journal of Theoretical and Applied Finance	2005-12-15	Paper
scientific article; zbMATH DE number 2133130 (Why is no real title available?)	2005-02-09	Paper

Research outcomes over time

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