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Duan, Jin
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Default correlations and large-portfolio credit analysis:

, In: Journal of business & economic statistics
Duan, Jin-Chuan ; Miao, Weimin. (2016)  4 - p. 536-546
Copies: Zentrale;
 
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2

Density-tempered marginalized sequential Monte Carlo sample..:

, In: Journal of business & economic statistics
Duan, Jin-Chuan. (2015)  2 - p. 192-202
Copies: Zentrale;
 
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3

Forward-looking market risk premium:

, In: Management science
Duan, Jin-Chuan. (2014)  2 - p. 521-538
Copies: Zentrale;
 
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