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HIGHER-ORDER DURATIONS WITH RE...
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ECONIS (ZBW)
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A new measure of model misspecification with the no-arbitrage constraint : extending the second Hansen-Jagannathan distance
Xu, Yuewu
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 917-938
Persistent link: https://www.econbiz.de/10012498599
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2
Maximum likelihood estimation of time-inhomogeneous diffusions
Egorov, Alexej V.
;
Li, Haitao
;
Xu, Yuewu
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 107-139
Persistent link: https://www.econbiz.de/10001738921
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3
Survival bias and the equity premium puzzle
Li, Haitao
;
Xu, Yuewu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 1981-1996
Persistent link: https://www.econbiz.de/10001709392
Saved in:
4
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao
;
Xu, Yuewu
;
Zhang, Xiaoyan
- In:
Journal of financial economics
97
(
2010
)
2
,
pp. 279-301
Persistent link: https://www.econbiz.de/10008648200
Saved in:
5
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
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6
Three essays in financial economics
Xu, Yuewu
-
2004
Persistent link: https://www.econbiz.de/10003384088
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7
The design and cost of pension guarantees
Smetters, Kent A.
- In:
Private pensions and public policies
,
(pp. 237-254)
.
2004
Persistent link: https://www.econbiz.de/10003515441
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8
A combined approach to the inference of conditional factor models
Li, Yan
;
Su, Liangjun
;
Xu, Yuewu
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
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9
Hedge fund performance evaluation under the stochastic discount factor framework
Li, Haitao
;
Xu, Yuewu
;
Zhang, Xiaoyan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
1
,
pp. 231-257
Persistent link: https://www.econbiz.de/10011577558
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10
Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu
;
Yao, Xiangkun
- In:
Finance research letters
29
(
2019
),
pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
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