Yu-Min Yen

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yu-Min Yen trusts overall

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

  1. Fulvio Corsi
  2. Sydney C. Ludvigson
  3. Peter P. Carr
  4. Anders B. Trolle

Papers from Yu-Min Yen's perspective

Ordered by how strongly the researchers Yu-Min Yen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Simple Approximate Long-Memory Model of Realized Volatility
  2. Macro Factors in Bond Risk Premia
  3. Variance Risk Premiums
  4. Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
  5. The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. An empirical investigation of continuous-time equity return models
  9. A Theory for the Term Structure of Interest Rates
  10. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)

Their papers