Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 | |||
2017 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Henghsiu Tsai ; Ting-Hung Yu | ||||
2020 | Chapter 72: Non-Parametric Inference on Risk Measures for Integrated Returns | Henghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin Chen | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company) | |||
2019 | Detection of Differential Item Functioning via the Credible Intervals and Odds Ratios Methods | Ya-Hui Su; Henghsiu Tsai | Quantitative Psychology Research (PROMS 265) (Cham : Springer) | |||
2021 | Non-parametric estimation of conditional tail expectation for long-horizon returns | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 31(1), 547-569 | |||
2022 | Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing | Po-Yi Liu; Chi-Hua Wang; Henghsiu Tsai | arXiv:2208.09372 [stat.ML], 1-24 | |||
2022 | Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Milan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca Fusai | Operations Research 70(4), 1984-1995 | |||
2017 | Using credible intervals to detect dierential item functioning in IRT models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | ||||
2016 | Value at risk for integrated returns and its applications to equity portfolios | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 26(4), 1631-1648 |