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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/10006558781
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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. 279-302
Persistent link: https://www.econbiz.de/10008418076
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Maximum likelihood estimation of time-inhomogeneous diffusions
Egorov, Alexei V.; Li, Haitao; Xu, Yuewu - In: Journal of econometrics 114 (2003) 1, pp. 107-140
Persistent link: https://www.econbiz.de/10006763313
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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. 69-69
Persistent link: https://www.econbiz.de/10009995888
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Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10006543665
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Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses
Bailey, Warren; Li, Haitao; Mao, Connie X.; Zhong, Rui - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2487-2514
Persistent link: https://www.econbiz.de/10006553504
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Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10008223230
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Corporate use of interest rate swaps: Theory and evidence
Li, Haitao; Mao, Connie X. - In: Journal of banking & finance 27 (2003) 8, pp. 1511-1538
Persistent link: https://www.econbiz.de/10005886752
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A Bayesian Analysis of Return Dynamics with Levy Jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2013) 5, pp. 2345-2344
Persistent link: https://www.econbiz.de/10010114129
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Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2013) 1, pp. 37-36
Persistent link: https://www.econbiz.de/10010114461