Xiaolin Cheng

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaolin Cheng trusts overall

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

  1. D. Ahn
  2. Simon Justin Julier
  3. Markus Leippold

Papers from Xiaolin Cheng's perspective

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

  1. New extension of the Kalman filter to nonlinear systems
  2. Asset Pricing under the Quadratic Class (Journal of Financial and Quantitative Analysis)
  3. Quadratic Term Structure Models: Theory and Evidence
  4. Specification Analysis of Affine Term Structure Models
  5. Is the Short Rate Drift Actually Nonlinear
  6. The Persistence of Mutual Fund Performance
  7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  8. Term premia and interest rate forecasts in affine models
  9. The Term Structure of Interest Rates as a Random Field
  10. Expectation puzzles, time-varying risk premia, and affine models of the term structure

Their papers