Publications
Latest Publications
1.
Fabozzi, Frank J., Dashan Huang, Guofu Zhou, 2010, Robust Portfolios: Contributions from Operations Research and Finance, Annals of Operations Research
2.
Rubio-Ramirez, Juan F., Daniel F. Waggoner, and Tao Zha, 2010, Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference, The Review of Economic Studies
3.
Farmer, Roger E.A., Daniel F. Waggoner, and Tao Zha, 2010, Generalizing the Taylor Principle: Comment, American Economic Review
4.
Guo, Pengfei, Jing-Sheng Song, and Yulan Wang, 2010, Outsourcing Structures and Information Flow in a Three-tier Supply Chain, International Journal of Production Economics
5.
Basso, L., and Anming Zhang , 2010, Pricing vs. Slot Policies When Airport Profits Matter, Transportation Research Part B-Methodological
6.
Zheng Liu, Glenn Rudebusch, 2010, Inflation: Mind the Gap, Economics Letters
7.
Yacine, Aït-Sahalia, Jianqing Fan, and Dacheng Xiu, 2010, High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data, Journal of the American Statistical Association
8.
Xiu, Dacheng, 2010, Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data, Journal of Econometrics
9.
Liu, Peng, and Ke Tang, 2010, No-arbitrage Conditions for Storable Commodities and the Modeling of Futures Term Structures , Journal of Banking & Finance
10.
Ng, Lilian, and Fei Wu, 2010, Peer Effects in the Trading Decisions of Individual Investors, Financial Management
