Anh Le

Finance · with Singleton · 2010–2015

A researcher in the Science corpus: 4 papers; trusts 29 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Anh Le trusts overall

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

  1. Qiang Dai
  2. Kenneth J. Singleton
  3. Jeffrey C. Fuhrer
  4. Andrew Ang
  5. Christian Gouriéroux
  6. Tim Bollerslev
  7. Yacine Aït-Sahalia
  8. Ravi Bansal
  9. Jessica A. Wachter
  10. G. Duffee

Who trusts Anh Le overall

  1. G. Duffee
  2. Drew D. Creal
  3. J. Wu
  4. Scott Joslin
  5. Alain Monfort
  6. Damir Filipovi'c

Papers from Anh Le's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  5. Generalized autoregressive conditional heteroskedasticity
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  8. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  9. Habit Formation in Consumption and Its Implications for Monetary Policy Models
  10. The Term Structure of Real Rates and Expected Inflation

Their papers