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 An infinite hidden Markov model for short-term interest rates, Journal of Empirical Finance, Elsevier (2016)
View citations (11) (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 (11)
See also Working Paper An Infinite Hidden Markov Model for Short-term Interest Rates, Working Paper series (2015)
View citations (2) (2015)