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Intermediary-based equity term structure
Li, Kai; Xu, Chenjie - In: Journal of financial economics 157 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015072447
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Inferring volatility persistence from option implied volatility
Li, Kai - 2001
Persistent link: https://www.econbiz.de/10001554378
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Yes, historical volatility does contain incremental information beyond option implied volatility
Li, Kai - 2000
Persistent link: https://www.econbiz.de/10001539735
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Bayesian inference in a simultaneous equation model with limited dependent variables
Li, Kai - In: Journal of econometrics 85 (1998) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001240185
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Exchange rate target zone models : a Bayesian evaluation
Li, Kai - In: Journal of applied econometrics 14 (1999) 5, pp. 461-490
Persistent link: https://www.econbiz.de/10001421487
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Exchange rate target zone models : a Bayesian evaluation
Li, Kai - 1998 - Rev
Persistent link: https://www.econbiz.de/10001421862
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Bayesian analysis of duration models : an application to bankruptcy
Li, Kai - 1996
Persistent link: https://www.econbiz.de/10001421899
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Bayesian analysis of duration models : an application to Chapter 11 bankruptcy
Li, Kai - In: Economics letters 63 (1999) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001398940
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Self-selection models in corporate finance
Li, Kai; Prabhala, Nagpurnanand R. - 2007
Persistent link: https://www.econbiz.de/10003461240
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A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012
Persistent link: https://www.econbiz.de/10009626025