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Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10006700162
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Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 19980, pp. 465-498
Persistent link: https://www.econbiz.de/10006712903
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FUND OF FUNDS - FUND OF FUNDS, PORTABLE ALPHA, AND PORTFOLIO OPTIMIZATION
Chen, Peng; Jiang, George J.; Zhu, Kevin X. - In: The journal of portfolio management : a publication of … 35 (2009) 3, pp. 79-92
Persistent link: https://www.econbiz.de/10008248678
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The Information Content of Idiosyncratic Volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008255614
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ECF estimation of Markov models where the transition density is unknown
Jiang, George J.; Knight, John L. - In: The econometrics journal 13 (2010) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10008412173
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Estimation of Continuous-Time Processes via the Empirical Characteristic Function
Jiang, George J.; Knight, John L. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 198-212
Persistent link: https://www.econbiz.de/10008216408
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Do mutual funds time the market? Evidence from portfolio holdings
Jiang, George J.; Yao, Tong; Yu, Tong - In: Journal of financial economics 86 (2007) 3, pp. 724-758
Persistent link: https://www.econbiz.de/10007882062
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Jiang, George J.; Tian, Yisong S. - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 35-60
Persistent link: https://www.econbiz.de/10007723407
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A random walk down the options market
Jiang, George J.; Tian, Yisong S. - In: The journal of futures markets 32 (2012) 6, pp. 505-536
Persistent link: https://www.econbiz.de/10009964822
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Volatility spillovers and the effect of news announcements
Jiang, George J.; Konstantinidi, Eirini; Skiadopoulos, … - In: Journal of banking & finance 36 (2012) 8, pp. 2260-2274
Persistent link: https://www.econbiz.de/10009983749