Research
Research
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Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
Carlo A. Favero, Linlin Niu, Luca Sala Journal of Forecasting 20131014
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Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients
Zongwu Cai, Zhijie Xiao Journal of Econometrics 20131014
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Term Structure of Default-Free and Defaultable Securities: Theory and Empirical Evidence
Hai Lin, Chunchi Wu Handbook of Quantitative Finan 20131014
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Maximum Entropy Autoregressive Conditional Heteroskedasticity Model
Sung Y. Park, Anil K. Bera Journal of Econometrics 20131014
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台湾金融控股公司内部资本市场效率实证研究
郑呜, 赫凤杰, 胡建庭 台湾研究.经济 20131014
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Some Recent Developments in Nonparametric Finance
Zongwu Cai, Yongmiao Hong Advances in Econometrics 20131014
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Searching for the Parallel Growth of Cities
Zhihong Chen, Shihe Fu, Dayong Zhang Urban Studies 20131014
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Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
Bin Chen, Yongmiao Hong Econometric Theory 20131014
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Uncertainty Aversion and a Theory of Incomplete Contract
Chenghu Ma Game Theory and Applications 20131014
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A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications
Ying Fang, Sung Y. Park Economics Letters 20131014