Wei Zheng

Indiana University Purdue University Indianapolis (IUPUI)

1309 E. 10th St.

Indianapolis, IN 47405

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Simulating the Macroeconomic Effects of Unconventional Monetary Policies

FEDS Notes No. 2018-07-20
Posted: 27 Jul 2018 Last Revised: 25 Jun 2020
Indiana University Bloomington - Department of Economics, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Indiana University Purdue University Indianapolis (IUPUI)

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2.

On Empirical Likelihood Option Pricing

Journal of Risk, Vol. 19, No. 5, 2017
Number of pages: 14 Posted: 01 Jun 2017
Xiaolong Zhong, Jie Cao, Yong Jin and Wei Zheng
Amazon.com, The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Hong Kong Polytechnic University and Indiana University Purdue University Indianapolis (IUPUI)
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Abstract:

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nonparametric, option pricing, empirical likelihood, robust, blocking time series