Tao Wu

Economics and Econometrics · with Rudebusch · 2002–2006

A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Tao Wu trusts overall

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

  1. Qiang Dai
  2. Glenn D. Rudebusch
  3. Donald W. K. Andrews
  4. Kenneth J. Singleton
  5. James J. Heckman
  6. G. Duffee
  7. Monika Piazzesi
  8. Jun Pan

Who trusts Tao Wu overall

  1. Glenn D. Rudebusch
  2. M. D. Pooter
  3. Anh Le
  4. James D. Hamilton
  5. Anna Cieślak
  6. Kenneth J. Singleton
  7. R. Gürkaynak
  8. J. Wu
  9. Qiang Dai
  10. Jeffrey C. Fuhrer

Papers from Tao Wu's perspective

Ordered by how strongly the researchers Tao Wu 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. The Pricing of Options and Corporate Liabilities
  5. Term Structure of Interest Rates with Regime Shifts
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Opportunistic and deliberate disinflation under imperfect credibility
  9. Tests for Parameter Instability and Structural Change with Unknown Change Point
  10. Range-Based Estimation of Stochastic Volatility Models

Their papers