.
Zhang, Yangyong's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 418
Total Citations 4
1.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Cao, Wenbo Standard & Poor's - Quantitative Analytics
Posted:
07 Jan 11
Last Revised:
10 Oct 12
129(112,483)
1
Minimum Relative U−Entropy, Conditional Probability Distribution, Fat-tailed, Power-Law Distribution, Heteroskedastic, Financial Data, Asset Returns
2.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Posted:
26 Mar 10
Last Revised:
09 May 12
102(134,705)
1
Transition probability model, side information, information value decay, credit model, hazard rate model, default probability model, rating transition model, information theory, minimumrelative entropy principle, conditional relative entropy, robust model
3.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Posted:
20 Jun 10
Last Revised:
10 Apr 12
96(140,381)
2
Minimum Relative U−Entropy, Probability Distribution, Fattailed, Power-Law Distribution, Financial Data, Asset Returns
4.
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang affiliation not provided to SSRN
Cao, Wenbo Standard & Poor's - Quantitative Analytics
56(192,155)
Missing Variable Imputation, Generalized T-Distribution, Arellano-Valle and Bolfarine’s Generalized T−Distribution, Copula, Mixture Models, Quadrature
5.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Cao, Wenbo Standard & Poor's - Quantitative Analytics
Huang, Yuchang Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Posted:
26 Dec 12
Last Revised:
04 Jan 13
35(233,137)
Minimum Relative U-Entropy, Weighted Monte Carlo, Option Pricing, Swaptions, Equity Index Options, Student-t distributions, Fat-tailed distributions
6.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Cao, Wenbo Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Posted:
09 Dec 10
Last Revised:
10 Feb 11
Copula, Conditional Probability Density, Gaussian Mixture Model, t−Mixture Model, Multivariate Probability Distribution, Multivariate t−Distribution, Arellano-Valle and Bolfarine’s Generalized t−distribution, Fat-Tailed, Simulation, Stock Return Distribution, Financial Data, Economic Data
7.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Posted:
08 Jun 10
Last Revised:
09 Jun 10
Kullback-Leibler relative entropy, maximum likelihood, probability distribution, fat-tailed, point mass, stock return distribution, stock index return distribution, financial data, economic data, California Housing Data
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