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A Tale of Two Countries: Comparing the US and Chinese Housing Markets Journal article
Journal of Real Estate Finance and Economics, Forthcoming, 2018,Page: 1-43
Authors:  Rose Neng Lai;  Robert A. Van Order
Favorite  |  View/Download:0/0  |  Submit date:2019/10/17
Chinese Housing Market  Us hoUsing Market  Bubbles  Momentum  (Pooled) Mean Group Estimation  
US House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency Journal article
REAL ESTATE ECONOMICS, 2017,Volume: 45,Issue: 2,Page: 259-300
Authors:  Lai, Rose Neng;  Van Order, Robert
Favorite  |  View/Download:15/0  |  Submit date:2018/10/30
U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency Journal article
Real Estate Economics, 2017,Volume: 45,Issue: 2,Page: 259-300
Authors:  Lai,Rose Neng;  Van Order,Robert
Favorite  |  View/Download:1/0  |  Submit date:2019/08/01
Energy security: Stochastic analysis of oil prices Journal article
Lecture Notes in Energy, 2013,Volume: 16,Page: 155-178
Authors:  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite  |  View/Download:4/0  |  Submit date:2018/11/06
An efficient and fast algorithm for simulations of mean-reverting square-root diffusions Conference paper
AIP Conference Proceedings, Hong Kong, PEOPLES R CHINA;Macau, PEOPLES R CHINA, NOV 30-DEC 03, 2009;DEC 02-03, 2009
Authors:  Deng Ding;  Chon Ip Chao
Favorite  |  View/Download:5/0  |  Submit date:2019/05/22
Mean-reverting  Positively Preservation  Simulation  Splitting-step Algorithm  Square-root Diffusions  
An Efficient Numerical Scheme for Simulation of Mean-Reverting Square-Root Diffusions Journal article
Journal of Numerical Mathematics and Stochastics, 2010,Volume: 1,Issue: 1,Page: 45-55
Authors:  Deng DING;  C. I. CHAO
Favorite  |  View/Download:1/0  |  Submit date:2019/07/09
Mean-reverting  Square-root Diffusion  Simulation  Positivity Preservation  Splitting-step Algorithm