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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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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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Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
Li, Haitao; Zhao, Feng - In: The review of financial studies 22 (2013) 11, pp. 4335-4334
Persistent link: https://www.econbiz.de/10010114738
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Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of econometrics 141 (2007) 2, pp. 736-776
Persistent link: https://www.econbiz.de/10007859771
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Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
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Downside Loss Aversion and Portfolio Management
Jarrow, Robert; Zhao, Feng - In: Management science : journal of the Institute for … 52 (2006) 4, pp. 558-566
Persistent link: https://www.econbiz.de/10006075229
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Thermal performance of an open thermosyphon using nanofluid for evacuated tubular high temperature air solar collector
Liu, Zhen-Hua; Hu, Ren-Lin; Lu, Lin; Zhao, Feng; Xiao, … - In: Energy conversion and management : ECM 73 (2013), pp. 135-143
Persistent link: https://www.econbiz.de/10010148694
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Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10010087686
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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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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