Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Shu-Ing Liu"'
Autor:
Ya-Ting Hsieh1 r96221051@ntu.edu.tw, Shu-Ing Liu2 siliu@cc.shu.edu.tw
Publikováno v:
IUP Journal of Financial Risk Management. Jun2012, Vol. 9 Issue 2, p23-39. 17p. 11 Charts, 2 Graphs.
Autor:
Shu-Ing Liu1 siliu@cc.shu.edu.tw, Jiun-Min Li2 are.lee@msa.hinet.net
Publikováno v:
IUP Journal of Financial Risk Management. Jun2011, Vol. 8 Issue 2, p25-40. 16p. 3 Diagrams, 4 Charts.
Autor:
Shu-Ing Liu1 siliu@cc.shu.edu.tw
Publikováno v:
IUP Journal of Financial Risk Management. Mar2010, Vol. 7 Issue 1/2, p44-57. 14p. 4 Charts.
Autor:
Shu-Ing Liu1 siliu@cc.shu.edu.tw, Jauling Tseng2 jltseng@cc.shu.edu.tw
Publikováno v:
IUP Journal of Behavioral Finance. Sep2009, Vol. 6 Issue 3/4, p67-83. 17p. 5 Charts.
Autor:
Shu-Ing Liu1 t421576@ncu.edu.tw
Publikováno v:
Journal of Forecasting. Apr2002, Vol. 21 Issue 3, p167-180. 14p. 2 Charts.
Autor:
Shu-Ing Liu
Publikováno v:
Computational Statistics & Data Analysis. 36:461-473
This article considers the Bayesian analysis of binary-time-series data. Continuous latent random variables are introduced to develop a regression model containing some exogenous variables and past experiences expressed by an autoregressive model. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ffca5fb50c2b49a0f6742375f61c5b7
https://doi.org/10.1016/s0167-9473(00)00053-0
https://doi.org/10.1016/s0167-9473(00)00053-0
Autor:
Shu-Ing Liu
Publikováno v:
Biometrika. 83:861-873
SUMMARY Model selection for time series data based upon joint multiperiod forecasts is investigated. Some popular selection criteria are applied to a suitable multivariate regression model to create new selection criteria. Monte Carlo experiments sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d01f94c4fd655336d123463112e04022
https://doi.org/10.1093/biomet/83.4.861
https://doi.org/10.1093/biomet/83.4.861
Autor:
Shu-Ing Liu
Publikováno v:
Annals of the Institute of Statistical Mathematics. 47:211-224
Bayestian muliperiod forecasts for AR models with random independent exogenous variables under normal-gamma and normal-inverted Wishart prior assumptions are investigated. By suitably arranging the integration order of the model's parameters, at-dens
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16bd4736011cfabca8aa2b59ee6db8e0
https://doi.org/10.1007/bf00773458
https://doi.org/10.1007/bf00773458
Autor:
Shu-Ing Liu
Publikováno v:
Communications in Statistics - Theory and Methods. 24:319-333
The one-step forecast intervals for ARMA models via a random coefficient approach and a Bayesian approach are investigated. We prove analytically that the point forecast and the forecast variation via the Bayesian approach can be represented as formu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::718bee76b518bf3ecc8229bfab326963
https://doi.org/10.1080/03610929508831491
https://doi.org/10.1080/03610929508831491
Autor:
Shu-Ing Liu
Publikováno v:
Annals of the Institute of Statistical Mathematics. 46:429-452
The multiperiod Bayesian forecast under the normal-gamma prior assumption for univariateAR models with strongly exogenous variables is investigated. A two-stage approximate method is proposed to provide an estimator of the posterior predictive densit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b04c6940f41b35b92ef99ee924851d8
https://doi.org/10.1007/bf00773509
https://doi.org/10.1007/bf00773509