Browsing All of EconStor by Author Liu, Jia
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2019 | Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework | Li, Jackie; Kogure, Atsuyuki; Liu, Jia |
2020 | Information defaults in repeated public good provision | Liu, Jia; Sonntag, Axel; Zizzo, Daniel John |
2021 | Does the choice of realized covariance measures empirically matter? A Bayesian density prediction approach | Jin, Xin; Liu, Jia; Yang, Qiao |
2021 | A Bayesian semiparametric realized stochastic volatility model | Liu, Jia |