Hua He
2000
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Hua He trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Hua He overall
Papers from Hua He's perspective
Ordered by how strongly the researchers Hua He trusts endorse each paper. Same corpus, a different order for every researcher.
- Modeling Term Structures of Swap Spreads
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- The Bond/Old-Bond Spread
- Explaining the Rate Spread on Corporate Bonds
- Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
- Term Structure Dynamics in Theory and Reality
- Post-'87 crash fears in the S&P 500 futures option market
Their papers
- Modeling Term Structures of Swap Spreads (2000) — 67 citations