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411
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1474
Persistent link: https://www.econbiz.de/10007261375
Saved in:
412
ARE INTEREST RATE DERIVATIVES SPANNED BY THE TERM STRUCTURE OF INTEREST RATES?
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10007158178
Saved in:
413
Jumps and Dynamic Asset Allocation
Wu, Liuren
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 207-244
Persistent link: https://www.econbiz.de/10007160695
Saved in:
414
A Tale of Two Indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10006108054
Saved in:
415
Crash-O-Phobia: A Domestic Fear or a Worldwide Concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10005919526
Saved in:
416
Variance dynamics: Joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-288
Persistent link: https://www.econbiz.de/10008770537
Saved in:
417
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-473
Persistent link: https://www.econbiz.de/10008811708
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418
The role of exchange rates in intertemporal risk–return relations
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1670-1687
Persistent link: https://www.econbiz.de/10008722766
Saved in:
419
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2265
Persistent link: https://www.econbiz.de/10008760779
Saved in:
420
Macroeconomic releases and the interest rate term structure
Lu, Biao
;
Wu, Liuren
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 872-885
Persistent link: https://www.econbiz.de/10008883051
Saved in:
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