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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2009) 11, pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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A Bayesian Analysis of Return Dynamics with Levy Jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2013) 5, pp. 2345-2344
Persistent link: https://www.econbiz.de/10010114129
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Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2013) 1, pp. 37-36
Persistent link: https://www.econbiz.de/10010114461
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Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2013) 11, pp. 4335-4334
Persistent link: https://www.econbiz.de/10010114738
Cover Image
A Bayesian Analysis of Return Dynamics with Levy Jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345
Persistent link: https://www.econbiz.de/10008103842