Browsing All of EconStor by Author Gong, Zhenxian
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2019 | Generalized mean-reverting 4/2 Factor Model | Cheng, Yuyang; Escobar, Marcos; Gong, Zhenxian |
2021 | Mean-reverting 4/2 principal components model: Financial applications | Escobar, Marcos; Gong, Zhenxian |