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1946-1998
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Xu, Yuewu
5
Yao, Xiangkun
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Li, Haitao
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Li, Yan
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1
Empirical Ross recovery without discretization
Golec, Joseph
;
Xu, Yuewu
;
Yao, Xiangkun
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10013189517
Saved in:
2
A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
Saved in:
3
Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu
;
Yao, Xiangkun
- In:
Finance research letters
29
(
2019
),
pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
Saved in:
4
A combined approach to the inference of conditional factor models
Li, Yan
;
Su, Liangjun
;
Xu, Yuewu
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
Saved in:
5
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao
;
Xu, Yuewu
;
Zhang, Xiaoyan
- In:
Journal of financial economics
97
(
2010
)
2
,
pp. 279-301
Persistent link: https://www.econbiz.de/10008648200
Saved in:
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