Skip to contents Fulop, Andras [Author] ; Li, Junye [Other] Bayesian Estimation of Dynamic Asset Pricing Models with Informative Observations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2851244 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Huang, Tao [Author] ; Li, Junye [Other] Option-Implied Variance Asymmetry and the Cross-Section of Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=3036845 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Fulop, Andras [Author] ; Li, Junye [Other] Efficient Learning via Simulation : A Marginalized Resample-Move Approach Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1724203 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Yin, Weiwei [Author] ; Li, Junye [Other] Macroeconomic Fundamentals and the Exchange Rate Dynamics : A No-Arbitrage Macro-Finance Approach Books View online Schließen > Access https://ssrn.com/abstract=1723109 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Li, Junye [Author] ; Sarno, Lucio [Other]; Zinna, Gabriele [Other] Risks and Risk Premia in the US Treasury Market Books View online Schließen > Access https://ssrn.com/abstract=3640341 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Li, Junye [Author] ; Zinna, Gabriele [Other] How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe Books View online Schließen > Access https://ssrn.com/abstract=2565187 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Li, Junye [Author] ; Zinna, Gabriele [Other] The Variance Risk Premium : Components, Term Structures, and Stock Return Predictability Books View online Schließen > Access https://ssrn.com/abstract=2445828 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Li, Junye [Author] ; Zinna, Gabriele [Other] How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone Books View online Schließen > Access https://ssrn.com/abstract=2571288 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 990 Li, Junye [Author] ; Zinna, Gabriele [Other] On Bank Credit Risk : Systemic or Bank-Specific? Evidence from the US and UK Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2419914 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 951 Li, Junye [Author] ; Zinna, Gabriele [Other] On Bank Credit Risk : Systemic or Bank-Specific? Evidence from the US and UK Books View online Schließen > Access https://ssrn.com/abstract=2347961 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Li, Junye [Author] An Unscented Kalman Smoother for Volatility Extraction : Evidence from Stock Prices and Options Books View online Schließen > Access https://ssrn.com/abstract=2229597 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Li, Junye [Author] Option-Implied Volatility Factors and the Cross-Section of Market Risk Premia Books View online Schließen > Access https://ssrn.com/abstract=1539357 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Li, Junye [Author] Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models Books View online Schließen > Access https://ssrn.com/abstract=1123503 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010 Li, Junye [Author] ; Favero, Carlo A. [Other]; Ortu, Fulvio [Other] A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing Books View online Schließen > Access https://ssrn.com/abstract=1123505 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Li, Junye [Author] Volatility Components, Leverage Effects, and the Return-Volatility Relations Books View online Schließen > Access https://ssrn.com/abstract=1319388 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010 Huang, Tao [Author] ; Jiang, Liang [Other]; Li, Junye [Other] Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3628444 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Fulop, Andras [Author] ; Li, Junye [Other]; Yu, Jun [Other] Self-Exciting Jumps, Learning, and Asset Pricing Implications Books View online Schließen > Access https://ssrn.com/abstract=1981024 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Fulop, Andras [Author] ; Heng, Jeremy [Other]; Li, Junye [Other]; Liu, Hening [Other] Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo Books View online Schließen > Access https://ssrn.com/abstract=3573235 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Huang, Tao [Author] ; Li, Junye [Other]; Wu, Fei [Other]; Zhu, Ning [Other] R&D Information Quality and Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2725078 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Li, Junye [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Risks and risk premia in the US Treasury market Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S016518892300194X/pdfft?md5=c8187ef08abc05bed7a61cd636865610&pid=1-s2.0-S016518892300194X-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Journal of economic dynamics & control ; 158(2024) vom: Jan., Artikel-ID 104788, Seite 1-24
Fulop, Andras [Author] ; Li, Junye [Other] Bayesian Estimation of Dynamic Asset Pricing Models with Informative Observations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2851244 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Huang, Tao [Author] ; Li, Junye [Other] Option-Implied Variance Asymmetry and the Cross-Section of Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=3036845 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Fulop, Andras [Author] ; Li, Junye [Other] Efficient Learning via Simulation : A Marginalized Resample-Move Approach Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1724203 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Yin, Weiwei [Author] ; Li, Junye [Other] Macroeconomic Fundamentals and the Exchange Rate Dynamics : A No-Arbitrage Macro-Finance Approach Books View online Schließen > Access https://ssrn.com/abstract=1723109 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Li, Junye [Author] ; Sarno, Lucio [Other]; Zinna, Gabriele [Other] Risks and Risk Premia in the US Treasury Market Books View online Schließen > Access https://ssrn.com/abstract=3640341 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Li, Junye [Author] ; Zinna, Gabriele [Other] How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe Books View online Schließen > Access https://ssrn.com/abstract=2565187 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Li, Junye [Author] ; Zinna, Gabriele [Other] The Variance Risk Premium : Components, Term Structures, and Stock Return Predictability Books View online Schließen > Access https://ssrn.com/abstract=2445828 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Li, Junye [Author] ; Zinna, Gabriele [Other] How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone Books View online Schließen > Access https://ssrn.com/abstract=2571288 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 990
Li, Junye [Author] ; Zinna, Gabriele [Other] On Bank Credit Risk : Systemic or Bank-Specific? Evidence from the US and UK Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2419914 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 951
Li, Junye [Author] ; Zinna, Gabriele [Other] On Bank Credit Risk : Systemic or Bank-Specific? Evidence from the US and UK Books View online Schließen > Access https://ssrn.com/abstract=2347961 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Li, Junye [Author] An Unscented Kalman Smoother for Volatility Extraction : Evidence from Stock Prices and Options Books View online Schließen > Access https://ssrn.com/abstract=2229597 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Li, Junye [Author] Option-Implied Volatility Factors and the Cross-Section of Market Risk Premia Books View online Schließen > Access https://ssrn.com/abstract=1539357 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Li, Junye [Author] Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models Books View online Schließen > Access https://ssrn.com/abstract=1123503 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010
Li, Junye [Author] ; Favero, Carlo A. [Other]; Ortu, Fulvio [Other] A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing Books View online Schließen > Access https://ssrn.com/abstract=1123505 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Li, Junye [Author] Volatility Components, Leverage Effects, and the Return-Volatility Relations Books View online Schließen > Access https://ssrn.com/abstract=1319388 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2010
Huang, Tao [Author] ; Jiang, Liang [Other]; Li, Junye [Other] Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3628444 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Fulop, Andras [Author] ; Li, Junye [Other]; Yu, Jun [Other] Self-Exciting Jumps, Learning, and Asset Pricing Implications Books View online Schließen > Access https://ssrn.com/abstract=1981024 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Fulop, Andras [Author] ; Heng, Jeremy [Other]; Li, Junye [Other]; Liu, Hening [Other] Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo Books View online Schließen > Access https://ssrn.com/abstract=3573235 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Huang, Tao [Author] ; Li, Junye [Other]; Wu, Fei [Other]; Zhu, Ning [Other] R&D Information Quality and Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2725078 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Li, Junye [Author]; Sarno, Lucio [Author]; Zinna, Gabriele [Author] Risks and risk premia in the US Treasury market Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S016518892300194X/pdfft?md5=c8187ef08abc05bed7a61cd636865610&pid=1-s2.0-S016518892300194X-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Journal of economic dynamics & control ; 158(2024) vom: Jan., Artikel-ID 104788, Seite 1-24
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