Jin-Chuan Duan

Finance · 2000–2012

A researcher in the Science corpus: 9 papers; trusts 17 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Jin-Chuan Duan trusts overall

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

  1. David S. Bates
  2. Jun Pan
  3. Bjørn Eraker
  4. Kenneth J. Singleton
  5. Christopher S. Jones
  6. Tim Bollerslev
  7. Daniel B. Nelson
  8. Peter P. Carr
  9. Lawrence R. Glosten
  10. Steven Heston

Who trusts Jin-Chuan Duan overall

  1. Luc Laeven
  2. Alexandru Badescu
  3. T. Jokipii
  4. Aurélien Leroy
  5. R. Kulperger
  6. Pierre Monnin
  7. Young Shin Kim
  8. A. Bélanger
  9. Peter H. Ritchken
  10. Peter F. Christoffersen

Papers from Jin-Chuan Duan's perspective

Ordered by how strongly the researchers Jin-Chuan Duan 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. Post-'87 crash fears in the S&P 500 futures option market
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Generalized autoregressive conditional heteroskedasticity
  5. The Pricing of Options and Corporate Liabilities
  6. Estimation of affine asset pricing models using the empirical characteristic function
  7. A Closed-Form GARCH Option Valuation Model
  8. Option Prices, Implied Price Processes, and Stochastic Volatility
  9. Multi-Period Corporate Default Prediction With Stochastic Covariates
  10. Specification Analysis of Affine Term Structure Models

Their papers