J. Wu

Finance · with Hamilton · 2011–2020

A researcher in the Science corpus: 9 papers; trusts 53 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom J. Wu trusts overall

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

  1. G. Duffee
  2. Qiang Dai
  3. Kenneth J. Singleton
  4. Pierre Collin-Dufresne
  5. James D. Hamilton
  6. Ke Tang
  7. R. Gürkaynak
  8. Glenn D. Rudebusch
  9. Monika Piazzesi
  10. Christian Gouriéroux

Who trusts J. Wu overall

  1. Jens H. E. Christensen
  2. James D. Hamilton
  3. Annette Vissing-Jorgensen
  4. Carlo Altavilla
  5. Ing-Haw Cheng
  6. Arvind Krishnamurthy
  7. Lutz Kilian
  8. Urszula Szczerbowicz
  9. Christiane Baumeister
  10. Jeffrey A. Frankel

Papers from J. Wu's perspective

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

  1. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  2. Term premia and interest rate forecasts in affine models
  3. Specification Analysis of Affine Term Structure Models
  4. Bond Risk Premia
  5. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  6. Generalized autoregressive conditional heteroskedasticity
  7. Market Price of Risk Specifications for Affine Models: Theory and Evidence
  8. A Theory for the Term Structure of Interest Rates
  9. Autoregressive Gamma Processes
  10. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models

Their papers