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Yan, Shu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,061 |
Total
Citations
22 |
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1.
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Aliber, Robert Z.
University of Chicago - Booth School of Business Chowdhry, Bhagwan
University of California, Los Angeles (UCLA) - Finance Area Yan, Shu
University of South Carolina - Moore School of Business
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704
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12
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2.
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Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
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Santa-Clara, Pedro
Nova School of Business and Economics Yan, Shu
University of South Carolina - Moore School of Business
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Posted:
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08 Dec 04
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Last Revised:
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21 Mar 05
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178
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7
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Santa-Clara, Pedro
Nova School of Business and Economics Yan, Shu
University of South Carolina - Moore School of Business
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130
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7
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Santa-Clara, Pedro
Nova School of Business and Economics Yan, Shu
University of South Carolina - Moore School of Business
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7
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3.
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Jiang, George J.
Washington State University Yan, Shu
University of South Carolina - Moore School of Business
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20 Mar 06
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Last Revised:
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03 Oct 12
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166
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Term Structure, Affine, Quadratic, Jumps, GMM
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4.
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Jiang, George J.
Washington State University Yan, Shu
University of South Carolina - Moore School of Business
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24 Mar 05
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Last Revised:
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21 Feb 13
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13
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Affine, Quadratic, Jump-Diffusions, Term Structure, GMM
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5.
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Yan, Shu
University of South Carolina - Moore School of Business
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Jump Risk, Stock Returns, Options, Implied Volatility Smile, Slope
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6.
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Alexander, Gordon J.
University of Minnesota - Twin Cities - Carlson School of Management Baptista, Alexandre M.
George Washington University - School of Business Yan, Shu
University of South Carolina - Moore School of Business
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05 Sep 08
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Last Revised:
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30 Jun 09
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Estimation Risk, Portfolio Selection, Short Sales, VaR, Risk Management
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7.
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Alexander, Gordon J.
University of Minnesota - Twin Cities - Carlson School of Management Baptista, Alexandre M.
George Washington University - School of Business Yan, Shu
University of South Carolina - Moore School of Business
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01 Apr 07
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Last Revised:
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05 Sep 08
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Value-at-risk, Conditional value-at-risk, Portfolio selection, Discrete distributions
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8.
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Yan, Shu
University of South Carolina - Moore School of Business Roll, Richard
University of California, Los Angeles (UCLA) - Finance Area
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Foreign Exchange, Anomalies, Non-stationary Time Series
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