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Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
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Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
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Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10006700162
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Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 19980, pp. 465-498
Persistent link: https://www.econbiz.de/10006712903
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The Information Content of Idiosyncratic Volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008255614
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The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
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Nonparametric estimation of the short rate diffusion process from a panel of yields
Sam, Abdoul G.; Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1197-1230
Persistent link: https://www.econbiz.de/10003939135