Yong Zeng

University of Missouri at Kansas City - Department of Mathematics and Statistics

United States

SCHOLARLY PAPERS

3

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1,308

CITATIONS
Rank 45,334

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Top 45,334

in Total Papers Citations

3

Scholarly Papers (3)

1.

Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices

Number of pages: 32 Posted: 19 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 687 (26,494)
Citation 2

Abstract:

Asset Price Processes, Jump-Diffusion Models, MLE, Leptokurtic Distributions

2.

An Empirical Assessment of the Double Exponential Jump-Diffusion Process

Number of pages: 33 Posted: 18 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 411 (54,382)
Citation 1

Abstract:

Asset Price Processes, Double Exponential Jump-Diffusion, Pareto-Beta Jump Diffusion, Leptokurtic Distributions, Volatility Smile and Smirk, MLE

3.

An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk

Number of pages: 45 Posted: 23 Apr 2008
Shu Wu and Yong Zeng
The University of Kansas - Department of Economics and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 113 (193,313)

Abstract:

the term structure, regime switching, marked point process, efficient method of moment