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Variance Dynamics : Joint Evid...
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Wu, Liuren
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Holowczak, Richard
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Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
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Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
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3
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
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4
Estimating risk-return relations with analysts price targets
Wu, Liuren
- In:
Journal of banking & finance
93
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
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Design and estimation of multi-currency quadratic models
Leippold, Markus
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
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6
Price discovery in the US stock options market
Simaan, Yusif E.
;
Wu, Liuren
- In:
The journal of trading
3
(
2008
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10003745108
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7
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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8
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
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9
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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10
Macroeconomic releases and the interest rate term structure
Lu, Biao
;
Wu, Liuren
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 872-884
Persistent link: https://www.econbiz.de/10003894088
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