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The Unit Root Test of ESTAR-GARCH Model
PANG Yingying, CHEN Zhenlong, ZHENG Changmei, ZHANG Qiaoyan
2020, 36(5): 441-452. DOI: 10.3969/j.issn.1001-4268.2020.05.001
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Exponential Ergodic Rates of Markov Switching Diffusion Processes
WANG Lingdi, REN Panpan
2020, 36(5): 453-466. DOI: 10.3969/j.issn.1001-4268.2020.05.002
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Research on the Forecasting Performance of the HAR-Type Model Based on True and False Jumps
WU Yanhua, SHI Yufeng
2020, 36(5): 467-482. DOI: 10.3969/j.issn.1001-4268.2020.05.003
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Modal Regression Based on Nonparametric Quantile Estimator
LIU Tingting, YANG Lianqiang, WANG Xuejun
2020, 36(5): 483-492. DOI: 10.3969/j.issn.1001-4268.2020.05.004
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A Fast Estimation Method for Mean Change Point in Massive Data Sets
CAO Ping, XIA Zhiming
2020, 36(5): 493-508. DOI: 10.3969/j.issn.1001-4268.2020.05.005
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Outstanding Claims Reserving under Balanced Loss Function
ZHANG Qingli, TAN Tao, WU Lijun
2020, 36(5): 509-522. DOI: 10.3969/j.issn.1001-4268.2020.05.006
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A New Expectation Identity and Its Application in the Calculations of Predictive Powers Assuming Normality
ZHANG Yingying, RONG Tengzhong, LI Manman
2020, 36(5): 523-535. DOI: 10.3969/j.issn.1001-4268.2020.05.007
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Asset Allocation and Reinsurance Policy for a Mean-Variance-CVaR Insurer in Continuous-Time
ZHAO Xia, SHI Yu
2020, 36(5): 536-550. DOI: 10.3969/j.issn.1001-4268.2020.05.008
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