Publications

Latest Publications

1. Fan, Jianqing, Lei Qi, and Dacheng Xiu. 2014. Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. Journal of Business and Economic Statistics , 32 .

2. Drapeau, Samuel, Michael Kupper, and Antonis Papapantoleon. 2014. A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents. Journal of Risk , 16 .

3. Xiu, Dacheng. 2014. Hermite polynomial based expansion of European option prices. Journal of Econometrics , 179 .

4. 许多奇, 张维宇. 2014. 我国非保本理财产品之运作困境与制度设计--以商业银行个人理财业务实证考察为主线. 第九届中国经济法治论坛论文集 .

5. He, Qi Ming, and Xiuli Chao. 2014. A tollbooth tandem queue with heterogeneous servers. European Journal of Operational Research , 236 .

6. Neslin, Scott A., Kinshuk Jerath, Anand Bodapati, Eric T. Bradlow, John Deighton, Sonja Gensler, Leonard Lee, Elisa Montaguti, Rahul Telang, Raj Venkatesan, Peter C. Verhoef, and Z. John Zhang. 2014. The interrelationships between brand and channel choice. Marketing Letters , 25 .

7. Li, William, and Ji Zhu. 2014. Comment: Model selection with strong and weak heredity constraints. Technometrics , 56 .

8. Indjejikian, Raffi, Hai Lu, and Liyan Yang. 2014. Rational information leakage. Management Science , 60 .

9. Czerny, Achim I., and Anming Zhang. 2014. Airport peak-load pricing revisited: The case of peak and uniform tolls. Economics of Transportation , 3 .

10. 许多奇. 2014. 财税法研究的当前问题:特集导读. 交大法学 .

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