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Mixed Gaussian Heston Asset Pricing Model and Statistics Simulation Analysis
CHAI Jingjing, GUO Jingjun
2021, 37(4): 331-345. DOI: 10.3969/j.issn.1001-4268.2021.04.001
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Heteroscedasticity Test for Partial Linear EV Model with Missing Response Variables
LIU Feng, HE Jing, GAO Weiqiang, FU Xinwei, KANG Xinmei
2021, 37(4): 346-360. DOI: 10.3969/j.issn.1001-4268.2021.04.002
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Optimal Reinsurance Strategy of Convex Risk Combination in Mixed Reinsurance
TAN Xianzhong, WEN Limin
2021, 37(4): 361-376. DOI: 10.3969/j.issn.1001-4268.2021.04.003
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Empirical Likelihood Test for Stationary Short Memory Time Series Models
ZHANG Xiuzhen, LU Zhiping, LI Mengke, ZHANG Tengfei, LIN Junjie
2021, 37(4): 377-389. DOI: 10.3969/j.issn.1001-4268.2021.04.004
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Bayesian LASSO-Regularized Weighted Composite Quantile Regression
TIAN Yuzhu, TIAN Maozai
2021, 37(4): 390-404. DOI: 10.3969/j.issn.1001-4268.2021.04.005
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Variable Selection with Copula Entropy
MA Jian
2021, 37(4): 405-420. DOI: 10.3969/j.issn.1001-4268.2021.04.006
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The Existence of Optimal Control for Continuous-Time Markov Decision Processes in Random Environments
SHAO Jinghai, ZHAO Kun
2021, 37(4): 421-440. DOI: 10.3969/j.issn.1001-4268.2021.04.007
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