Browsing All of EconStor by Author Lu, Meng-Jou
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2015 | Copula-based factor model for credit risk analysis | Lu, Meng-Jou; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2021 | Hedging cryptos with Bitcoin futures | Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang |
2021 | Financial Risk Meter based on expectiles | Ren, Rui; Lu, Meng-Jou; Li, Yingxing; Härdle, Wolfgang |