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Disambiguation of "Li, Wai-Keung"

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Fuzzy hidden Markov-switching portfolio selection with capital gain tax.

, , , , and . Expert Syst. Appl., (2020)

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Winni Wai Ying Li

Wai Chow

Wai Hung

Hoi-Keung Tjoeng

Wing-keung Liu

 

Other publications of authors with the same name

A simple multivariate ARCH model specified by random coefficients., , and . Comput. Stat. Data Anal., 51 (3): 1779-1802 (2006)On a spiked model for large volatility matrix estimation from noisy high-frequency data., , and . Comput. Stat. Data Anal., (2019)On a Mixture GARCH Time-Series Model, , and . Journal of Time Series Analysis, 27 (4): 577--597 (182 07 2006)doi: 10.1111/j.1467-9892.2006.00467.x.Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models., , and . Int. J. Neural Syst., 16 (5): 371-382 (2006)Diagnostic checking of the vector multiplicative error model., , and . Comput. Stat. Data Anal., (2016)Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis., , , , , and . Comput. Stat. Data Anal., 55 (9): 2590-2604 (2011)Zero-inflated Poisson regression mixture model., , and . Comput. Stat. Data Anal., (2014)Test for homogeneity in gamma mixture models using likelihood ratio., and . Comput. Stat. Data Anal., (2014)Fuzzy hidden Markov-switching portfolio selection with capital gain tax., , , , and . Expert Syst. Appl., (2020)An Independent Component Ordering and Selection Procedure Based on the MSE Criterion., , and . ICA, volume 3889 of Lecture Notes in Computer Science, page 286-294. Springer, (2006)