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Volatility forecasts by clustering: Applications for VaR estimation 期刊论文
International Review of Economics and Finance,2024, 卷号: 94
作者:  Wang, Zijin;  Chen, Peimin;  Liu, Peng;  Wu, Chunchi
收藏  |  浏览/下载：15/0  |  提交时间：2024/09/04
Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model 期刊论文
Review of Quantitative Finance and Accounting,2024, 卷号: 62, 期号: 3, 页码: 911-951
作者:  Zhang, Shu;  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载：12/0  |  提交时间：2024/05/07
A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility 期刊论文
Journal of Computational and Applied Mathematics,2023, 卷号: 423
作者:  He, Yong;  Chen, Peimin;  He, Lin;  Xiang, Kaili;  Wu, Chunchi
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/25
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model 期刊论文
Optimization,2022, 卷号: 71, 期号: 15, 页码: 4603-4633
作者:  He, Yong;  Xiang, Kaili;  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载：10/0  |  提交时间：2025/03/25
Commercial Mortgage-Backed Security Pricing with Real Estate Liquidity Risk 期刊论文
Real Estate Economics,2021, 卷号: 49, 页码: 490-525
作者:  Chen, Peimin;  Kozhanov, Igor;  Liu, Peng
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/25
DCC-GARCH model for market and firm-level dynamic correlation in S&P 500 著作章节
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Singapore:World Scientific Publishing, 2020, 页码: 4421-4440
作者:  Chen, Peimin;  Wu, Chunchi;  Zhang, Ying
收藏  |  浏览/下载：9/0  |  提交时间：2025/03/25
Default prediction with dynamic sectoral and macroeconomic frailties 期刊论文
Journal of Banking and Finance,2014, 卷号: 40, 页码: 211-226
作者:  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载：14/0  |  提交时间：2025/03/25