Feng Zhao

Finance · with Li · 2006–2013

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Feng Zhao trusts

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

  1. Monika Piazzesi (in Finance)
  2. Robert S. Goldstein (in Finance)
  3. J. Duarte (in Finance)
  4. H. Shefrin (in Finance)

Who trusts Feng Zhao

  1. Xueming Luo (in Finance)

Papers from Feng Zhao's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Term premia and interest rate forecasts in affine models
  4. Specification Analysis of Affine Term Structure Models
  5. The Pricing of Options and Corporate Liabilities
  6. A Theory for the Term Structure of Interest Rates
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. Generalized autoregressive conditional heteroskedasticity
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers