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Munich Personal RePEc Archive

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Number of items: 2.

November 2019

Leung, Melvern and Li, Youwei and Pantelous, Athanasios and Vigne, Samuel (2019): Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing.

29 May 2020

Chen, Yanhua and Li, Youwei and Pantelous, Athanasios and Stanley, Eugene (2020): Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach.

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