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Efficient learning via simulation: A marginalized resample-move approach
Fulop, Andras; Li, Junye - In: Journal of econometrics 176 (2013) 2, pp. 146-161
Persistent link: https://www.econbiz.de/10010152652
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10008253320
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-297
Persistent link: https://www.econbiz.de/10008890752
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Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models
Li, Junye - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 468-481
Persistent link: https://www.econbiz.de/10009796506
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Option-implied volatility factors and the cross-section of market risk premia
Li, Junye - In: Journal of banking & finance 36 (2012) 1, pp. 249-261
Persistent link: https://www.econbiz.de/10009818178
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Volatility components, leverage effects, and the return–volatility relations
Li, Junye - In: Journal of banking & finance 35 (2011) 6, pp. 1530-1541
Persistent link: https://www.econbiz.de/10008992455