Publications

Latest Publications

1. Chang, Eric, Ray Y. Chou, and Edward F. Nelling. 2000. Market volatility and the demand for hedging in stock index futures. Journal of Futures Markets , 20 .

2. Casadesus-Masanell, Ramon, Peter Klibanoff, and Emre Ozdenoren. 2000. Maxmin expected utility through statewise combinations. Economics Letters , 66 .

3. Liang, Bing. 2000. Portfolio formation, measurement errors, and beta shifts: A random sampling approach. Journal of Financial Research , 23 .

4. 乔蔚, 阎志鹏. 2000. 国企改革生死劫. 改革先声 .

5. Li, David X., and H. J. Turtle. 2000. Semiparametric arch models: An estimating function approach. Journal of Business and Economic Statistics , 18 .

6. Duffie, Darrell, Jun Pan, and Kenneth Singleton. 2000. Transform Analysis and Asset Pricing for Affine Jump-Diffusions. Econometrica , 68 .

7. Jagannathan, Ravi, Ellen R. McGrattan, and Anna Scherbina. 2000. The Declining U.S. Equity Premium. Quarterly Review , 24 .

8. Titman, Sheridan. 2000. Financial Development, Real Estate Development and Economic Development. International Real Estate Review , 3 .

9. Chang, Eric C., and Joseph W. Cheng. 2000. Further evidence on the variability of inflation and relative price variability. Economics Letters , 66 .

10. Chao, Xiuli, and Shaohui Zheng. 2000. Triggered concurrent batch arrivals and batch departures in queueing networks. Discrete Event Dynamic Systems: Theory and Applications , 10 .

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