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Confidence in the familiar : an international perspective
Li, Kai - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 47-68
Persistent link: https://www.econbiz.de/10001988551
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Confidence in the familiar : an international perspective
Li, Kai (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599418
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Long-memory versus option-implied volatility predictions
Li, Kai - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 9-25
Persistent link: https://www.econbiz.de/10001708432
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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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Testing symmetry and proportionality in PPP : an panel-data approach
Li, Kai - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 409-418
Persistent link: https://www.econbiz.de/10001412847
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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