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Publications

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Year:

Jump and volatility risk premiums implied by VIX

conference/seminars
Duan JC and Yeh CY
Year
2010

Firm heterogeneity in speed capabilities and entry into the emerging submarket of Atlantic Basin LNG

conference/seminars
Yeung B, Hawk A and Pacheco-De-Almeida G
Year
2009

Estimating the structural credit risk model when equity prices are contaminated by trading noises

conference/seminars
Duan JC and Fulop A
Year
2009

International financial remoteness and macroeconomic volatility

conference/seminars
Rose AK and Spiegel MM
Year
2009

Firm heterogeneity in speed capabilities and entry into the emerging submarket of Atlantic Basin LNG

conference/seminars
Yeung B, Hawk A and Pacheco-De-Almeida G
Year
2009

Message from PDCoF-08 Workshop Chairs

conference/seminars
Duan JC, Li X, Li Y, Srinivasan A, Srinivasan R, Thulasiram RK, Downing CT, Chiarella C, Coleman T, Dempster M, Dongarra J, Gao G, Appadoo SS, Atiya A, Bagchi A, Birge J, Brabazon A, Broadie M, Campolieti J, Cincotti S, Gilli M, Isaenko S, Jacoby G, Kumar K, Klebaner F, Livdan D, Lyuu YD, Nath GC, Okten G, Oosterlee CW, Ouskel AM, Platen E, Seco L, Thenmozhi M, Thulasiraman P, Tsang EPK, Wagner A, Wang L, Wilson C, Wittum G, Ing CW and Tanaka-Yamawaki M
Year
2008

The Rise and Fall of the Widely Held Firm A History of Corporate Ownership in Canada

conference/seminars
Yeung B, Morck RK, Percy M and Tian GY
Year
2007

Fiscal divergence and business cycle synchronization:: Irresponsibility is idiosyncratic

conference/seminars
Rose AK, Darvas Z and Szapary G
Year
2007

A stable international monetary system emerges: Inflation targeting is Bretton Woods, reversed

conference/seminars
Rose AK
Year
2007

Approximating garch-jump models, jump-diffusion processes, and option pricing

conference/seminars
Duan JC, Sun Z and Ritchken P
Year
2006