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Liu, Feng-Chi
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Associate Research Fellow
Commerce Development Research Insititute
No. 303 Fu-Xing South Road, Sec. 1
Taipei City, 106
Taiwan
+886 2 77131010 ext 364 (Phone)
+886 2 77133399 (Fax)
email address
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Liu, Feng-Chi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
96 |
Total
Citations
1 |
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1.
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Chen, Cathy W. S.
Graduate Institute of Statistics & Actuarial Science, Feng Chia University Liu, Feng-Chi
Commerce Development Research Insititute So, Mike K. P.
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
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27 May 09
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Last Revised:
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27 Aug 09
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61
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1
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Kalman filter, Markov chain Monte Carlo method, state space model, stochastic volatility models, threshold, value-at-risk
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2.
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Chen, Cathy W. S.
Graduate Institute of Statistics & Actuarial Science, Feng Chia University Lin, Edward M.H.
Graduate Institute of Applied Statistics, Feng Chia University Liu, Feng-Chi
Commerce Development Research Insititute Gerlach, Richard H.
University of Sydney
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27 May 09
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Last Revised:
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21 Aug 09
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35
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Asymmetry; MCMC method; two-regime SETAR model; BAYSTAR package
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3.
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So, Mike K. P.
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management Chen, Cathy W. S.
Graduate Institute of Statistics & Actuarial Science, Feng Chia University Liu, Feng-Chi
Commerce Development Research Insititute
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27 May 09
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Last Revised:
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30 Mar 10
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Autoregressive models with exogenous variables, Bayesian methods, Generalized autoregressive conditional heteroscedasticity models, Markov chain Monte Carlo methods, Stochastic search variable selection, Stock-markets
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Records 1 -
3
of 3 matches
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