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Singleton, Kenneth J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,825 |
Total
Citations
2,036 |
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1.
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Transform Analysis and Asset Pricing for Affine Jump-Diffusions
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Duffie, Darrell
Stanford University - Graduate School of Business Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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03 Apr 99
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Last Revised:
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11 Sep 09
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1,865
(3,169)
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422
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Duffie, Darrell
Stanford University - Graduate School of Business Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J.
Stanford University-Graduate School of Business
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69
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422
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Duffie, Darrell
Stanford University - Graduate School of Business Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Singleton, Kenneth J.
Stanford University-Graduate School of Business
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1,796
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422
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2.
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Joslin, Scott
University of Southern California Singleton, Kenneth J.
Stanford University-Graduate School of Business Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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23 Mar 09
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Last Revised:
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13 Oct 10
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1,827
(3,277)
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23
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dynamic term structure model, no-arbitrage, Gaussian, estimation
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3.
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Specification Analysis of Affine Term Structure Models
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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26 Nov 98
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Last Revised:
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06 Apr 08
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1,200
(6,817)
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390
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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38
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390
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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1,162
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390
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4.
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Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
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Duffie, Darrell
Stanford University - Graduate School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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11 Jul 01
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Last Revised:
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31 Aug 03
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762
(14,148)
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95
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Duffie, Darrell
Stanford University - Graduate School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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0
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Duffie, Darrell
Stanford University - Graduate School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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762
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95
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5.
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Singleton, Kenneth J.
Stanford University-Graduate School of Business
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585
(20,688)
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19
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6.
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Le, Anh
New York University, Leonard N. Stern School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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448
(29,450)
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36
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Nonlinear, Discrete time, Dynamic Term Structure Models, Esscher Transform, Generalized Market Prices of Risks
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7.
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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379
(36,413)
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18
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8.
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Marcet, Albert
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Singleton, Kenneth J.
Stanford University-Graduate School of Business
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314
(45,674)
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13
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9.
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Fixed Income Pricing
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Versions (3)
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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03 Nov 08
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Last Revised:
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12 May 09
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305
(47,233)
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10
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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157
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10
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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77
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10
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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71
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10
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10.
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Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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148
(99,128)
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69
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11.
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Estimation and Evaluation of Conditional Asset Pricing Models
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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05 Oct 10
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Last Revised:
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18 Oct 10
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134
(107,868)
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13
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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26
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13
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Nagel, Stefan
Stanford Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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108
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13
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Asset Pricing Tests, GMM, Optimal Instruments, Stochastic Discount Factor
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12.
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Joslin, Scott
University of Southern California Le, Anh
University of North Carolina Kenan-Flagler Business School Singleton, Kenneth J.
Stanford University-Graduate School of Business
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111
(125,418)
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5
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No-Arbitrage, Gaussian Macro-Finance Term Structure Models
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13.
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Kim, Don H.
Singleton, Kenneth J.
Stanford University-Graduate School of Business
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85
(150,538)
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4
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positive interest, term structure models, zero bound, Japanese yields
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14.
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Term Structure Dynamics in Theory and Reality
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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03 Nov 08
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Last Revised:
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29 Dec 08
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81
(155,113)
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108
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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64
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108
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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17
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108
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15.
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Duffie, Darrell
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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75
(162,642)
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78
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16.
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Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure
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Versions (3)
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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03 Nov 08
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Last Revised:
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23 Dec 08
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59
(185,330)
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134
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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34
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134
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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13
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134
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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12
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134
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17.
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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59
(185,330)
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108
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18.
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Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
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Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Duffie, Darrell
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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Posted:
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05 Nov 08
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Last Revised:
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24 Feb 09
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55
(191,823)
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94
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Duffie, Darrell
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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23
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94
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Duffie, Darrell
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Singleton, Kenneth J.
Stanford University-Graduate School of Business
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32
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94
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19.
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Dai, Qiang
New York University Le, Anh
New York University, Leonard N. Stern School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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47
(205,964)
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36
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20.
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Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
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47
(205,964)
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134
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21.
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Duffie, Darrell
affiliation not provided to SSRN Singleton, Kenneth J.
Stanford University-Graduate School of Business
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45
(209,726)
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92
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22.
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Singleton, Kenneth J.
Stanford University-Graduate School of Business
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39
(221,887)
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3
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23.
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Eichenbaum, Martin
Northwestern University Hansen, Lars Peter
University of Chicago - Department of Economics Singleton, Kenneth J.
Stanford University-Graduate School of Business
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37
(226,243)
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71
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24.
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Dunn, Kenneth B.
Carnegie Mellon University - David A. Tepper School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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33
(235,544)
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25.
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Singleton, Kenneth J.
Stanford University-Graduate School of Business
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24
(261,446)
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15
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26.
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Singleton, Kenneth J.
Stanford University-Graduate School of Business Umantsev, Len
Stanford University - Management Science & Engineering
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23
(264,861)
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27
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27.
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Eichenbaum, Martin
Northwestern University Singleton, Kenneth J.
Stanford University-Graduate School of Business
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21
(271,695)
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8
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28.
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Hansen, Lars Peter
University of Chicago - Department of Economics Singleton, Kenneth J.
Stanford University-Graduate School of Business
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17
(285,846)
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11
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29.
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Dai, Qiang
New York University Singleton, Kenneth J.
Stanford University-Graduate School of Business Yang, Wei
Indiana University Bloomington - Department of Finance
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G12
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30.
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Singleton, Kenneth J.
Stanford University-Graduate School of Business
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31.
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Duffie, Darrell
Stanford University - Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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32.
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Duffie, Darrell
Stanford University - Graduate School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
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