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Short Rate Dynamics and Regime...
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United States
Theorie
38
Theory
38
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21
Schätzung
21
Yield curve
19
Zinsstruktur
19
Mathematical programming
16
Mathematische Optimierung
15
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13
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10
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10
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Li, Haitao
8
Xu, Yuewu
4
Wells, Martin T.
2
Yu, Cindy L.
2
Bailey, Warren
1
Cao, Charles Q.
1
He, Yan
1
Jarrow, Robert A.
1
Mao, Connie X.
1
Smetters, Kent A.
1
Wang, Junbo
1
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The journal of finance : the journal of the American Finance Association
4
International review of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Private pensions and public policies
1
The journal of futures markets
1
The review of financial studies
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ECONIS (ZBW)
10
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1
Survival bias and the equity premium puzzle
Li, Haitao
;
Xu, Yuewu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 1981-1996
Persistent link: https://www.econbiz.de/10001709392
Saved in:
2
Short rate dynamics and regime shifts
Li, Haitao
;
Xu, Yuewu
- In:
International review of finance
9
(
2009
)
3
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
Saved in:
3
The design and cost of pension guarantees
Smetters, Kent A.
- In:
Private pensions and public policies
,
(pp. 237-254)
.
2004
Persistent link: https://www.econbiz.de/10003515441
Saved in:
4
Three essays in financial economics
Xu, Yuewu
-
2004
Persistent link: https://www.econbiz.de/10003384088
Saved in:
5
Regulation fair disclosure and earnings information : market, analyst, and corporate responses
Bailey, Warren
;
Li, Haitao
;
Mao, Connie X.
;
Zhong, Rui
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2487-2514
Persistent link: https://www.econbiz.de/10001845825
Saved in:
6
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Saved in:
7
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
8
Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.
;
Li, Haitao
;
Yu, Fan
- In:
The journal of futures markets
25
(
2005
)
8
,
pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
Saved in:
9
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
10
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
Saved in:
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