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Dong, Yizhe

1Chinese banking 1Feller diffusion 1Fokker–Planck equation 1Geometric Brownian Motion 1cost efficiency 1data envelope analysis 1logarithmic return 1stochastic frontier analysis

1Docherty, Paul 1Hamilton, Robert 1Song, Xiaojing

Date

12014 12018

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1Chinese banking 1Feller diffusion 1Fokker–Planck equation 1Geometric Brownian Motion 1cost efficiency 1data envelope analysis 1logarithmic return 1stochastic frontier analysis

1Docherty, Paul 1Hamilton, Robert 1Song, Xiaojing

Date

12014 12018

Title
Creator
Date

The Feller diffusion, filter rules and abnormal stock returns

- Docherty, Paul, Dong, Yizhe, Song, Xiaojing, Tippett, Mark

Creator: Docherty, Paul , Dong, Yizhe , Song, Xiaojing , Tippett, Mark
Resource Type: journal article
Date: 2018

Cost efficiency of the Chinese banking sector: a comparison of stochastic frontier analysis and data envelopment analysis

- Dong, Yizhe, Hamilton, Robert, Tippett, Mark

Creator: Dong, Yizhe , Hamilton, Robert , Tippett, Mark
Resource Type: journal article
Date: 2014

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