Details about Qiao Yang
Access statistics for papers by Qiao Yang.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pya488
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Journal Articles
Working Papers
2015
- An Infinite Hidden Markov Model for Short-term Interest Rates
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (3)
See also Journal Article in Journal of Empirical Finance (2016)
Journal Articles
2016
- An infinite hidden Markov model for short-term interest rates
Journal of Empirical Finance, 2016, 38, (PA), 202-220 View citations (10)
See also Working Paper (2015)