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Lu, Zhongjin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
829 |
Total
Citations
4 |
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1.
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Lu, Zhongjin
Columbia Business School Zhu, Yingzi
Tsinghua University - School of Economics & Management
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500
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VIX futures, loglinear model, Kalman filter, Principal Component Analysis (PCA), variance term structure
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2.
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Lu, Zhongjin
Columbia Business School Zhu, Yingzi
Tsinghua University - School of Economics & Management
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329
(43,206)
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3
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VIX futures, loglinear model, Kalman filter, Principal Component Analysis (PCA), variance term structure
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Records 1 -
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