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Yu, Cindy's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
247 |
Total
Citations
2 |
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1.
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No-Arbitrage Taylor Rules with Switching Regimes
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Li, Haitao University of Michigan - Stephen M. Ross School of Business Li, Tao City University of Hong Kong (CityUHK) - Department of Economics & Finance Yu, Cindy Iowa State University
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Posted:
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12 Jan 11
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Last Revised:
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11 Dec 12
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245
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Li, Haitao University of Michigan - Stephen M. Ross School of Business Li, Tao City University of Hong Kong (CityUHK) - Department of Economics & Finance Yu, Cindy Iowa State University
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13 Nov 12
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Last Revised:
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11 Dec 12
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24
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Taylor rule, term structure, regime-switching, MCMC
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Li, Haitao University of Michigan - Stephen M. Ross School of Business Li, Tao City University of Hong Kong (CityUHK) - Department of Economics & Finance Yu, Cindy Iowa State University
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12 Jan 11
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Last Revised:
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17 Sep 12
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221
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Taylor rule, Term structure, Regime-switching, MCMC
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2.
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Yu, Cindy Iowa State University Li, Haitao University of Michigan - Stephen M. Ross School of Business Wells, Martin T. Cornell University - School of Law
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Levy processes, variance gamma model, Markov Chain Monte Carlo, option pricing
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3.
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Li, Haitao University of Michigan - Stephen M. Ross School of Business Wells, Martin T. Cornell University - School of Law Yu, Cindy Iowa State University
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G12, C11, C15, C32
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Records 1 -
3
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1
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