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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Todorov, Viktor"
~person:"Wu, Liuren"
~subject:"Yield curve"
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Todorov, Viktor
Wu, Liuren
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Journal of financial and quantitative analysis : JFQA
Review of finance : journal of the European Finance Association
4
Finance and economics discussion series
2
Advances in quantitative analysis of finance and accounting : a research annual
1
European finance review : the official journal of the European Finance Association
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of monetary economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
2
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
Saved in:
3
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
4
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
5
Asset pricing under the quadratic class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10001690148
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