28 citations to https://www.mathnet.ru/rus/jpm1
-
Chaolin He, Yijia Gao, Feng Xiao, Liangling Tang, Yasir Khan, “A bubble identification mechanism: Evidence from the Chinese stock market”, Pacific Economic Review, 29:1 (2024), 55
-
Hubert Dichtl, Wolfgang Drobetz, Tizian Otto, “Forecasting Stock Market Crashes via Machine Learning”, Journal of Financial Stability, 65 (2023), 101099
-
Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25:1 (2023)
-
Ioanna T. Kokores, Financial and Monetary Policy Studies, 55, Monetary Policy in Interdependent Economies, 2023, 39
-
Cagin Uru, Savas Dayanik, Semih O. Sezer, “Compound Poisson disorder problem with uniformly distributed disorder time”, Bernoulli, 29:3 (2023)
-
Xuyuan Han, Zhenya Liu, “The optimal time to buy and hold stock in a reversal”, Int. J Fin Econ, 2023
-
Sabri Boubaker, Zhenya Liu, Tianqing Sui, Ling Zhai, “The mirror of history: How to statistically identify stock market bubble bursts”, Journal of Economic Behavior & Organization, 204 (2022), 128
-
Zehra Eksi, Daniel Schreitl, “Closing a Bitcoin Trade Optimally under Partial Information: Performance Assessment of a Stochastic Disorder Model”, Mathematics, 10:1 (2022), 157
-
Hachmi Ben Ameur, Xuyuan Han, Zhenya Liu, Jonathan Peillex, “When did global warming start? A new baseline for carbon budgeting”, Economic Modelling, 116 (2022), 106005
-
Zhenya Liu, Yuhao Mu, “Optimal Stopping Methods for Investment Decisions: A Literature Review”, IJFS, 10:4 (2022), 96