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Items where Author is "Siu, Tak Kuen"

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Article

Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782

Song, Na, Siu, Tak Kuen, Ching, Wa-Ki, Tong, Howell and Yang, Hailiang (2011) Asset allocation under threshold autoregressive models. Applied Stochastic Models in Business and Industry, 28 (1). pp. 60-72. ISSN 1524-1904

Siu, Tak Kuen, Tong, Howell and Yang, Hailiang (2001) Bayesian risk measures for derivatives for random Esscher transform. North American Actuarial Journal, 5 (3). pp. 78-91. ISSN 1092-0277

This list was generated on Fri Jan 28 16:15:07 2022 GMT.