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Analytical value-at-risk with...
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505
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122
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49
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43
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30
Garleanu, Nicolae
27
Wang, Jiang
25
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23
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51
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
Saved in:
52
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:
53
NOISE AS INFORMATION FOR ILLIQUIDITY
Hu, Xing
;
Pan, Jun
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10008719223
Saved in:
54
Dynamic asset allocation with event risk
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 231-260
Persistent link: https://www.econbiz.de/10001737272
Saved in:
55
Dynamic asset allocation with event risk
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
-
2002
Persistent link: https://www.econbiz.de/10001689160
Saved in:
56
An equilibrium model of rare event premia
Liu, Jun
(
contributor
);
Pan, Jun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
Saved in:
57
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
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58
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
Saved in:
59
The information of option volume for future stock prices
Pan, Jun
;
Poteshman, Allen M.
-
2004
Persistent link: https://www.econbiz.de/10002485370
Saved in:
60
THE INFORMATION OF OPTION VOLUME FOR FUTURE STOCK PRICES
Pan, Jun
;
Poteshman, Allen
-
2004
Persistent link: https://www.econbiz.de/10006961127
Saved in:
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