Ann M. H. Lin

Feng Chia University

Feng Chia University-aGraduate Institute of Statistics & Actuarial Science

Talchung

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

361

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Multi-Regime Nonlinear Capital Asset Pricing Models

Number of pages: 33 Posted: 27 May 2009
Feng Chia University - Department of Statistics, University of Sydney and Feng Chia University
Downloads 282 (110,337)
Citation 3

Abstract:

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Asymmetry, Bayesian, CAPM, Time-varying market beta, Markov chain Monte Carlo method, posterior model probability

2.

Falling and Explosive, Dormant and Rising Markets via Multiple-Regime Financial Time Series Models

Number of pages: 27 Posted: 28 May 2009 Last Revised: 31 May 2009
Feng Chia University - Department of Statistics, University of Sydney and Feng Chia University
Downloads 79 (314,526)

Abstract:

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