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 …
Hu, Shulan, Qian, Zhiyong, Wang, Renhe, Tong Wang
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 …
Li, Sanxi, Sun, Hailin, Tong Wang, Yu, Jun
Cite