Author:
Liu Yanxin,Li Johnny Siu-Hang,Ng Andrew Cheuk-Yin
Funder
Global Risk Institute
Center of Actuarial Excellence Program of the Society of Actuaries
Natural Science and Engineering Research Council of Canada
Subject
Economics and Econometrics,Finance
Reference50 articles.
1. Nonlinear dynamics and recurrence plots for detecting financial crisis;Addo;North American Journal of Economics and Finance,2013
2. Nonparametric American option pricing;Alcock;Journal of Futures Markets,2008
3. Empirical tests of canonical nonparametric American option-pricing methods;Alcock;Journal of Futures Markets,2010
4. EVT and tail-risk modelling: Evidence from market indices and volatility series;Allen;North American Journal of Economics and Finance,2013
5. A new look at the statistical model identification;Akaike;IEEE Transactions on Automatic Control,1974
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献