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Quadratic Term Structure Model...
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Ahn, Dong-Hyun
16
Dittmar, Robert F.
11
Bansal, Ravi
4
Boudoukh, Jacob
4
Gao, Bin
4
Whitelaw, Robert F.
4
Dittmar, Robert
3
Kiku, Dana
3
Richardson, Matthew
3
Ronald Gallant, A.
3
Conrad, Jennifer
2
Dittmar, Amy K.
2
Gallant, A. Ronald
2
Gallant, A.Ronald
2
Tauchen, George
2
Yuan, Kathy
2
Ahn, Dong-hyun
1
Aldrich, Eric M.
1
CONRAD, JENNIFER
1
Cao, H.Henry
1
Cheng, Ai-ru (Meg)
1
Chernov, Mikhail
1
Chrétien, Stéphane
1
DITTMAR, ROBERT F.
1
Dittmar, Rob
1
Fernández-Villaverde, Jesús
1
Figlewski, Stephen
1
GHYSELS, ERIC
1
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Ji, Chuanshu
1
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1
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1
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1
Rubio-Ramírez, Juan F.
1
Shimada, Ken-Ichiro
1
Takahashi, Koui
1
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1
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The review of financial studies
11
Journal of econometrics
4
Journal of financial and quantitative analysis : JFQA
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc
3
Journal of financial economics
2
European financial management : the journal of the European Financial Management Association
1
Journal of economic dynamics & control
1
Journal of economic research
1
Journal of muscle research and cell motility
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
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EconStor
4
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Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2013
)
1
,
pp. 243-242
Persistent link: https://www.econbiz.de/10010114319
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2
Risk Adjustment and Trading Strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2013
)
2
,
pp. 459-458
Persistent link: https://www.econbiz.de/10010114413
Saved in:
3
Basis Assets
Ahn, Dong-Hyun
;
Conrad, Jennifer
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2013
)
12
,
pp. 5133-5132
Persistent link: https://www.econbiz.de/10010114703
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4
Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A.Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10007039853
Saved in:
5
Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A.Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1
,
pp. 147-180
Persistent link: https://www.econbiz.de/10006761941
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6
A diagnostic tool for yield curve models
Ahn, Dong-hyun
- In:
Journal of economic research
14
(
2009
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10009929718
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7
Common Factors and Local Factors: Implications for Term Structures and Exchange Rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10006693597
Saved in:
8
Identification of lipids as the main component of skeletal muscle Z-discs
Takahashi, Koui
;
Shimada, Ken-Ichiro
;
Ahn, Dong-Hyun
; …
- In:
Journal of muscle research and cell motility
22
(
2001
)
4
,
pp. 353-360
Persistent link: https://www.econbiz.de/10006829878
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9
Locally Complete Markets, Exchange Rates and Currency Options
Ahn, Dong-Hyun
;
Gao, Bin
- In:
Review of derivatives research
6
(
2003
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10005936396
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10
Portfolio Performance Measurement: a No Arbitrage Bounds Approach
Ahn, Dong-Hyun
;
Cao, H.Henry
;
Chrétien, Stéphane
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 298-339
Persistent link: https://www.econbiz.de/10008211531
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