Men Zhongxian

Zhongxian Men

Information about the author Zhongxian Men will soon be added to the site.
Found 3 papers in total
Bayesian Analysis of a Threshold Stochastic Volatility Model
2016
This paper proposes a parsimonious threshold stochastic volatility (SV) model for...
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
2015
This paper proposes Markov chain Monte Carlo methods to estimate the parameters and...
Open‐shop dense schedules: properties and worst‐case performance ratio
2012
Dense schedules are easy to construct and can be used as heuristic solutions for...
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