P. Cheng

Finance · with Scaillet · 2007

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom P. Cheng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. D. Ahn
  3. Qiang Dai
  4. Damir Filipovi'c
  5. Monika Piazzesi
  6. Gerhard Freiling
  7. Kenneth J. Singleton

Who trusts P. Cheng overall

  1. R. Lord
  2. Alain Monfort
  3. Fulvio Pegoraro
  4. Christian Kahl

Papers from P. Cheng's perspective

Ordered by how strongly the researchers P. Cheng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Specification Analysis of Affine Term Structure Models
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Term Structure Dynamics in Theory and Reality
  4. Quadratic Term Structure Models: Theory and Evidence
  5. A survey of nonsymmetric Riccati equations
  6. Bond Yields and the Federal Reserve (Journal of Political Economy)
  7. QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
  8. SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM
  9. Term premia and interest rate forecasts in affine models
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers