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Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Knight, John L.; Li, Fuchun; Yuan, Mingwei - 1999
Persistent link: https://www.econbiz.de/10001429788
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Evaluating linear and non-linear time-varying forecast-combination methods
Li, Fuchun; Tkacz, Greg - 2001
Persistent link: https://www.econbiz.de/10001596292
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A consistent bootstrap test for conditional density functions with time-dependent data
Li, Fuchun; Tkacz, Greg - 2001
Persistent link: https://www.econbiz.de/10001631378
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Linking real activity and financial markets : the bonds, equity, and money (BEAM) model
Gauthier, Céline; Li, Fuchun - 2006
Persistent link: https://www.econbiz.de/10003394848
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Testing the parametric specification of the diffusion function in a diffusion process
Li, Fuchun - 2005
Persistent link: https://www.econbiz.de/10003205504