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Tak-Kuen Siu
Information about the author Tak-Kuen Siu will soon be added to the site.
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2 papers
in total
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A Higher-order interactive hidden Markov model and its applications
2017
In this paper, we propose a higher‐order interactive hidden Markov model, which...
On reduced-form intensity-based model with ‘trigger’ events
2014
Corporate defaults may be triggered by some major market news or events such as...
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