Simon Sai Man Kwok

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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
The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic
Journal of Business and Economic Statistics
2024-10-17Paper
A study on asset price bubble dynamics: explosive trend or quadratic variation?
Quantitative Finance
2024-08-14Paper
Specification tests of calibrated option pricing models
Journal of Econometrics
2015-10-30Paper
A note on diagnostic checking of the double autoregressive model
Journal of Statistical Computation and Simulation
2009-10-27Paper
On diagnostic checking of the autoregressive conditional intensity model
The Canadian Journal of Statistics
2009-05-22Paper


Research outcomes over time


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