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Wang, Jiang
46
Pan, Jun
19
Lo, Andrew W.
9
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5
Kogan, Leonid
5
Longstaff, Francis A.
5
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3
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Working paper / National Bureau of Economic Research, Inc
23
The review of financial studies
12
The journal of finance : the journal of the American Finance Association
9
Journal of financial economics
8
Journal of political economy
2
American economic journal / Macroeconomics : a journal of the American Economic Association
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
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1
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Journal of orthopaedic research : official publ. of the Orthopaedic Research Society and the Bioelectric Repair and Growth Society
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Monetary and economic studies
1
Operations research : the journal of the Operations Research Society of America
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NOISE AS INFORMATION FOR ILLIQUIDITY
Hu, Xing
;
Pan, Jun
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10008719223
Saved in:
2
The Illiquidity of Corporate Bonds
BAO, JACK
;
PAN, JUN
;
WANG, JIANG
- In:
The journal of finance : the journal of the American …
66
(
2011
)
3
,
pp. 911-947
Persistent link: https://www.econbiz.de/10009017721
Saved in:
3
An Overview of Value at Risk
Duffie, Darrell
;
Pan, Jun
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 7-49
Persistent link: https://www.econbiz.de/10007306652
Saved in:
4
The Information in Option Volume for Future Stock Prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 871-908
Persistent link: https://www.econbiz.de/10007282229
Saved in:
5
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10006506204
Saved in:
6
The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10006510512
Saved in:
7
Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 495-497
Persistent link: https://www.econbiz.de/10008215218
Saved in:
8
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10008217151
Saved in:
9
HOW SOVEREIGN IS SOVEREIGN CREDIT RISK?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse H.
; …
-
2007
Persistent link: https://www.econbiz.de/10007894295
Saved in:
10
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal / Macroeconomics : a journal …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009904004
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