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Zhao, Feng's
Scholarly Papers
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Total
Downloads
1,315 |
Total
Citations
25 |
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1.
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Hong, Yongmiao
Cornell University - Department of Economics Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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501
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10
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Density forecasts, Diffusion model, GARCH, Generalized spectrum, Jumps, Out-of-sample forecasts, Nonlinear time series, Parameter estimation uncertainty, Regime-Switching, Short-term interest rate, Transition density
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2.
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Hong, Yongmiao
Cornell University - Department of Economics Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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499
(25,841)
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8
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density forecasts, eurodollar, GARCH, intraday exchange rate, jumps, maximum likelihood estimation, nonlinear time series, out-of-sample forecasts, regime-switching
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3.
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Subprime Mortgage Defaults and Credit Default Swaps
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Arentsen, Eric
The TCW Group, Inc. Mauer, David C.
Texas A&M University Rosenlund, Brian
The TCW Group, Inc. Zhang, Harold H.
University of Texas at Dallas - Naveen Jindal School of Management Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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Posted:
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24 May 10
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Last Revised:
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01 Feb 12
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207
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Arentsen, Eric
The TCW Group, Inc. Mauer, David C.
Texas A&M University Rosenlund, Brian
The TCW Group, Inc. Zhang, Harold H.
University of Texas at Dallas - Naveen Jindal School of Management Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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24 May 10
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Last Revised:
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01 Feb 12
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207
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1
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Subprime mortgage default, Credit default swaps, Securitization
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4.
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Polkovnichenko, Valery
University of Texas at Dallas - Jindal School of Management - Department of Finance & Managerial Economics Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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39
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6
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pricing kernel, non-parametric estimation, probability weighting, rank-dependent utility
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5.
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Polkovnichenko, Valery
University of Texas at Dallas - Jindal School of Management - Department of Finance & Managerial Economics Wei, Kelsey D.
University of Texas at Dallas Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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21 Mar 12
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Last Revised:
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15 Dec 12
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35
(233,137)
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tail-sensitive preferences, probability weighting function, active management, mutual funds
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6.
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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34
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CDX index and tranches, copula model, economic catastrophe risk, fat tail
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7.
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Feng
University of Texas at Dallas - Jindal School of Management
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Records 1 -
7
of 7 matches
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