Selected Publications

  • Bu R, Cheng J, Jawadi F. 2020. A latent-factor-driven endogenousregime-switching non-Gaussianmodel: Evidence from simulation and application. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS. link> doi> full text>
  • Hayes A and Jie C. 2020. Datafication of epistemic equality: advancing understandings of teaching excellence beyond benchmarked performativity. TEACHING IN HIGHER EDUCATION, 493-509, vol. 25(4). link> doi> full text>
  • Cheng J. 2016. Spectral density of Markov switching models: Derivation, simulation studies and application. Model Assisted Statistics and Applications. doi>
  • Cheng J, Ruijun B, Hadri K. 2016. Nonlinearity and Endogeneity in Continuous-Time Regime-Switching Diffusion Models for Market Volatility. Studies in Nonlinear Dynamics and Econometrics. doi>
  • Cheng J. 2016. A Transitional Markov Switching Autoregressive Model. Communications in Statistics - Theory and Methods. doi>

Full Publications Listshow

Journal Articles

  • Bu R, Cheng J, Jawadi F. 2020. A latent-factor-driven endogenousregime-switching non-Gaussianmodel: Evidence from simulation and application. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS. link> doi> full text>
  • Hayes A and Jie C. 2020. Datafication of epistemic equality: advancing understandings of teaching excellence beyond benchmarked performativity. TEACHING IN HIGHER EDUCATION, 493-509, vol. 25(4). link> doi> full text>
  • Cheng J. 2016. Spectral density of Markov switching models: Derivation, simulation studies and application. Model Assisted Statistics and Applications. doi>
  • Cheng J, Ruijun B, Hadri K. 2016. Nonlinearity and Endogeneity in Continuous-Time Regime-Switching Diffusion Models for Market Volatility. Studies in Nonlinear Dynamics and Econometrics. doi>
  • Cheng J. 2016. A Transitional Markov Switching Autoregressive Model. Communications in Statistics - Theory and Methods. doi>
  • Cheng J, Tao J, Hong Y. 2015. How do risk attitudes of clearing firms matter for managing default exposure in futures markets?. European Journal of Finance. doi>
  • Cheng J and Li L. 2015. Modeling and Forecasting Corporate Default Counts Using Hidden Markov Model. Journal of Economics, Business and Management. doi>
  • Cheng J and Xiaoxue H. 2015. Applications of Poisson-Hidden Markov Model. International Journal of Applied Mathematics and Statistics.
  • Cheng J, Bu R, Hadri K. 2014. Reducible Diffusions with Time Varying Transformations with Application to Short-Term Interest Rates. Economic Modelling. doi>
  • Cheng J and Yajing Z. 2013. Using Hidden Markov Model to Detect Macro- economic Risk Levels. Review of Integrative Business and Economics Research.
Athena Swan