E-LIB Suche - Ergebnisse für: Michael Kao, Chu-Lan

1

Credit Risk Propagation in Structural-Form Models:

Fuh, Cheng-Der ; Michael Kao, Chu-Lan
SIAM Journal on Financial Mathematics. 12 (2021) 4 - p. 1340-1373 , 2021

Link: https://doi.org/10.1137/..

2

Extracting Stock Predictive Information in Mutual Fund Mana..:

Chen, You-Sin ; Kao, Chu-Lan Michael ; Liu, Po-Hsien.
Computational Economics. , 2024

Link: https://doi.org/10.1007/..

3

Kullback-Leibler Divergence and Akaike Information Criterio..:

Fuh, Cheng-Der ; Kao, Chu-Lan Michael ; Pang, Tianxiao
IEEE Transactions on Information Theory. , 2024

Link: https://doi.org/10.1109/..

4

Internet searches for "insomnia" and "suicide" mediated by ..:

Lin, Sheng-Hsuan ; Lan, Yu-Tung ; Hsia, Pei-Hsuan...
Journal of Affective Disorders. 325 (2023) - p. 119-126 , 2023

Link: https://doi.org/10.1016/..

5

A new PIN model with application of the change-point detect..:

Kao, Chu-Lan Michael ; Lin, Emily
Review of Quantitative Finance and Accounting. 61 (2023) 4 - p. 1513-1528 , 2023

Link: https://doi.org/10.1007/..

6

Data-driven tree structure for PIN models:

Lin, Emily ; Kao, Chu-Lan Michael ; Adityarini, Natasha Sonia
Review of Quantitative Finance and Accounting. 57 (2021) 2 - p. 411-427 , 2021

Link: https://doi.org/10.1007/..

7

Using the Novel Mortality-Prevalence Ratio to Evaluate Pote..:

Lin, Sheng-Hsuan ; Fu, Shih-Chen ; Kao, Chu-Lan Michael
JMIR Public Health and Surveillance. 7 (2021) 1 - p. e23034 , 2021

Link: https://doi.org/10.2196/..

8

A new method in introducing the uniformly most accurate con..:

Chen, Lin-An ; Kao, Chu-Lan Michael
International Journal of Mathematical Education in Science and Technology. 53 (2021) 12 - p. 3439-3456 , 2021

Link: https://doi.org/10.1080/..

9

Reading between the ratings: Modeling residual credit risk ..:

Chang, Charles ; Fuh, Cheng-Der ; Kao, Chu-Lan Michael
Journal of Banking & Finance. 81 (2017) - p. 114-135 , 2017

Link: https://doi.org/10.1016/..

10

Stepwise Signal Extraction via Marginal Likelihood:

Du, Chao ; Kao, Chu-Lan Michael ; Kou, S. C.
Journal of the American Statistical Association. 111 (2016) 513 - p. 314-330 , 2016

Link: https://doi.org/10.1080/..

11

Stepwise Signal Extraction via Marginal Likelihood:

Du, Chao ; Kao, Chu-Lan Michael ; Kou, S. C.
Journal of the American Statistical Association. 111 (2016) 513 - p. 314-330 , 2016

Link: http://www.jstor.org/sta..

12

Kullback-Leibler Divergence and Akaike Information Criterio..:

Fuh, Cheng-Der ; Kao, Chu-Lan Michael ; Pang, Tianxiao
http://arxiv.org/abs/2303.07673. , 2023

Link: http://arxiv.org/abs/230..

13

Using the Novel Mortality-Prevalence Ratio to Evaluate Pote..:

Lin, Sheng-Hsuan ; Fu, Shih-Chen ; Kao, Chu-Lan Michael
http://publichealth.jmir.org/2021/1/e23034/. , 2021

Link: https://doi.org/10.2196/..

14

Asymptotic analyses for trend-stationary pairs trading stra..:

Dai, Tian-Shyr ; Luo, Yi-Jen ; Chang, Hao-Han...
Review of Quantitative Finance and Accounting. , 2024

Link: https://doi.org/10.1007/..

15

On Holo-Hilbert spectral analysis: a full informational spe..:

Huang, Norden E. ; Hu, Kun ; Yang, Albert C. C....
Philosophical Transactions: Mathematical, Physical and Engineering Sciences. 374 (2016) 2065 - p. 1-21 , 2016

Link: http://www.jstor.org/sta..