Zhou, Guofu, and Yingzi Zhu. Is the Recent Financial Crisis Really a “Once-in-a-Century” Event?. Financial Analysts Journal, 2010, 66 (1): 24-27.
Ting-Pin,Wu, and Son-Nan Chen. Modifying the LMM to Price Constant Maturity Swaps. Journal of Derivatives, 2010, 18 (2): 20-32.
Wu, Owen Q., and Hong Chen. Optimal control and equilibrium behavior of production-inventory systems. Management Science, 2010, 56 (8): 1362-1379.
Wu, Ting-Pin, Jui-Pin Fu, and Son-Nan Chen. Valuation of Asian Interest Rate Option in the BGM Model. 台湾财务金融学刊, 2010, 18 (4).
Pereira, Joao Pedro, and Harold H. Zhang. Stock Returns and the Volatility of Liquidity. Journal of Financial and Quantitative Analysis, 2010, 45 (4): 1077-1110.
Gormley, Todd, Hong Liu, and Guofu Zhou. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance. Journal of Financial Economics, 2010, 96 (2): 331-344.
Farmer, Roger E.A., Daniel F. Waggoner, and Tao Zha. Generalizing the Taylor Principle: Comment. American Economic Review, 2010, 100 (1): 608.
Chang, Charles. Herding and the Role of Foreign Institutions in Emerging Equity Markets. Pacific-Basin Finance Journal, 2010, 18 (2): 175-185.
Rubio-Ramirez, Juan F., Daniel F. Waggoner, and Tao Zha. Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference. The Review of Economic Studies, 2010, 77 (2): 665-696.
Yacine, Aït-Sahalia, Jianqing Fan, and Dacheng Xiu. High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data. Journal of the American Statistical Association, 2010, 105 (492): 1504-1517.
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