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
MPRA Paper, University Library of Munich, Germany
View citations (3)
Also in Working Paper series, Rimini Centre for Economic Analysis (2015)
View citations (2)
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)