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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：32/0 \| 提交时间：2024/09/04 Fisher's optimal dissection Value-at-risk Volatility forecasts
	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：31/0 \| 提交时间：2024/05/07 Capital injection Diffusion models Nonterminal bankruptcy Optimal dividend policy
	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：21/0 \| 提交时间：2025/03/25 Asymptotic expansion technique Dual method HLSV model Legendre transformation
	Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model 期刊论文 Optimization, Optimization,2022, 2022, 卷号: 71, 71, 期号: 15, 页码: 4603-4633, 4603-4633 作者: He, Yong; Xiang, Kaili; Chen, Peimin; Wu, Chunchi 收藏 \| 浏览/下载：26/0 \| 提交时间：2025/03/25 asymptotic expansion technique dual method Extended CEV model legendre transformation asymptotic expansion technique dual method Extended CEV model legendre transformation
	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; Wu, Chunchi 收藏 \| 浏览/下载：20/0 \| 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：27/0 \| 提交时间：2025/03/25 Contagion DCC-MVGARCH Dynamic conditional correlation Multivariate GARCH Risk management
	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：19/0 \| 提交时间：2025/03/25 Default risk Distance to default Frailty Gibbs sampler Hazard rate function Monte Carlo expectations maximization (EM) Tail loss