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

FED Notes No. 2018-07-20
Posted: 27 Jul 2018 Last Revised: 21 Feb 2019
Indiana University Bloomington - Department of Economics, Board of Governors of the Federal Reserve System, Federal Reserve Board, 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 - School of Accounting and Finance 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