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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren (contributor); Zhang, Frank Xiaoling (contributor) - 2005
Persistent link: https://www.econbiz.de/10003297357
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A no-arbitrage analysis of economic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - 2005
Persistent link: https://www.econbiz.de/10003234495
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Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren - In: Journal of econometrics 160 (2011) 1, pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
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Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren - In: The journal of business : B 79 (2006) 3, pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
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Modeling financial security returns using Lévy processes
Wu, Liuren - In: Financial engineering, (pp. 117-162). 2008
Persistent link: https://www.econbiz.de/10003567103
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Estimating risk-return relations with analysts price targets
Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
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Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud; Wu, Liuren - In: The journal of fixed income 13 (2003) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
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Time-changed Lévy processes and option pricing
Carr, Peter; Wu, Liuren - In: Journal of financial economics 71 (2004) 1, pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
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What type of process underlies options? : A simple robust test
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164