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Estimation
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Chen, Ren-Raw
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8
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3
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3
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2
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2
Qin, Nan
2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw
- In:
The journal of fixed income
3
(
1993
)
3
,
pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
Saved in:
2
Multi-factor Cox-Ingersoll-Ross models of the term structure : estimates and tests from a Kalman filter model
Chen, Ren-Raw
;
Scott, Louis O.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001788887
Saved in:
3
Pricing the term structure of inflation risk premia : theory and evidence from TIPS
Chen, Ren-Raw
;
Liu, Bo
;
Cheng, Xiaolin
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 702-721
Persistent link: https://www.econbiz.de/10009267256
Saved in:
4
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
5
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
6
An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw
;
Hsieh, Pei-Lin
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
Saved in:
7
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
8
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
(
contributor
);
Helwege, Jean
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522524
Saved in:
9
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
(
contributor
);
Helwege, Jean
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786259
Saved in:
10
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
;
Helwege, Jean
;
Huang, Jing-Zhi
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 499-544
Persistent link: https://www.econbiz.de/10002028065
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