Financial Market

A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
We introduce an efficient Markov Chain Monte Carlo sampler in precision-based algorithms for the estimation of the Random Switching …
Renhe Wang, Tong Wang, Zhiyong Qian, Shulan Hu
DOI
Assortative Matching and Risk Sharing
This paper explores the sorting patterns in a two-sided matching market where agents facing different risks match to share them. When …
Sanxi Li, Hailin Sun, Tong Wang, Jun Yu
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