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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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Design and estimation of quadratic term structure models
Leippold, Markus; Wu, Liuren - In: European finance review : the official journal of the … 7 (2003) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10001741800
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Asset pricing under the quadratic class
Leippold, Markus; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10001690148
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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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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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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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Numerische Methoden in der Optionspreistheorie : Monte-Carlo- und Quasi-Monte-Carlo-Methoden
Leippold, Markus - In: Finanzmarkt und Portfolio-Management 11 (1997) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10001227918
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Thus spoke GPT-3 : interviewing a large-language model on climate finance
Leippold, Markus - In: Finance research letters 53 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014472375
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Sentiment spin : attacking financial sentiment with GPT-3
Leippold, Markus - In: Finance research letters 55 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014473447
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Imports, exports, dollar exposures, and stock returns
Chakraborty, Suparna; Tang, Yi; Wu, Liuren - In: Open economies review 26 (2015) 5, pp. 1059-1079
Persistent link: https://www.econbiz.de/10011481912