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Augmented GARCH (p,q) process and its diffusion limit
Duan, Jin-Chuan - In: Journal of econometrics 79 (1997) 1, pp. 97-127
Persistent link: https://www.econbiz.de/10001220068
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Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan - In: Journal of econometrics 194 (2016) 2, pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
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Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Cover Image
Augmented GARCH(p, q) process and its diffusion limit
Duan, Jin-Chuan - In: Journal of econometrics 79 (1997) 1, pp. 97-128
Persistent link: https://www.econbiz.de/10006792629
Cover Image
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10008253320
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Multiperiod corporate default prediction—A forward intensity approach
Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10009996212
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-297
Persistent link: https://www.econbiz.de/10008890752