Qiang Dai

Finance · 2000–2010

A researcher in the Science corpus: 7 papers; trusts 37 researchers and is trusted by 151 researchers here, as inferred from the citation graph.

Subfields

Whom Qiang Dai trusts overall

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

  1. G. Duffee
  2. Kenneth J. Singleton
  3. Tim Bollerslev
  4. Yacine Aït-Sahalia
  5. Andrew Ang
  6. Robert S. Goldstein
  7. J. Duarte
  8. Markus Leippold
  9. Ravi Bansal
  10. Francis A. Longstaff

Who trusts Qiang Dai overall

  1. Kenneth J. Singleton
  2. Andrew Ang
  3. Anh Le
  4. Scott Joslin
  5. Michael W. Brandt
  6. Glenn D. Rudebusch
  7. Geert Bekaert
  8. Darrell Duffie
  9. Monika Piazzesi
  10. Damir Filipovi'c

Papers from Qiang Dai's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. The Pricing of Options and Corporate Liabilities
  6. Generalized autoregressive conditional heteroskedasticity
  7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers