Ren‐Raw Chen

Finance · 2003–2013

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ren‐Raw Chen trusts overall

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

  1. Q. Vuong
  2. D. Ahn
  3. Qiang Dai
  4. Markus Leippold
  5. Simon Justin Julier
  6. Kenneth J. Singleton
  7. Jeffrey K. Uhlmann
  8. Liuren Wu

Who trusts Ren‐Raw Chen overall

  1. Damir Filipovi'c

Papers from Ren‐Raw Chen's perspective

Ordered by how strongly the researchers Ren‐Raw Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Specification Analysis of Affine Term Structure Models
  2. New extension of the Kalman filter to nonlinear systems
  3. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
  4. Asset Pricing under the Quadratic Class (Journal of Financial and Quantitative Analysis)
  5. Quadratic Term Structure Models: Theory and Evidence
  6. Term premia and interest rate forecasts in affine models
  7. The Term Structure of Interest Rates as a Random Field
  8. The Pricing of Options and Corporate Liabilities
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. Structural Models of Corporate Bond Pricing: An Empirical Analysis

Their papers