Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 10.

January 2009

Qian, Hang (2009): Bayesian Portfolio Selection with Gaussian Mixture Returns.

July 2009

Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.

July 2010

Qian, Hang (2010): Linear regression using both temporally aggregated and temporally disaggregated data: Revisited.

October 2010

Qian, Hang (2010): Vector autoregression with varied frequency data.

August 2011

Qian, Hang (2011): Bayesian inference with monotone instrumental variables.

Qian, Hang (2011): Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction.

24 December 2011

Qian, Hang (2011): Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model.

April 2012

Qian, Hang (2012): A Flexible State Space Model and its Applications.

June 2013

Qian, Hang (2013): Vector Autoregression with Mixed Frequency Data.

3 September 2015

Qian, Hang (2015): Inequality Constrained State Space Models.

This list was generated on Sun Oct 25 14:55:14 2020 CET.
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