Items where Author is "Siu, Tak Kuen"

Item Type No Grouping

Asset allocation under threshold autoregressive models. Song, Na and Siu, Tak Kuen and Ching, Wa-Ki and Tong, Howell and Yang, Hailiang

Bayesian risk measures for derivatives for random Esscher transform. Siu, Tak Kuen and Tong, Howell and Yang, Hailiang

A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Wong, Shiu Fung and Tong, Howell and Siu, Tak Kuen and Lu, Zudi