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Liuren Wu

city university of new york (cuny) system

41H指数
179论文数
8.4K被引数
收录论文 23
发表时间
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Cross-Sectional Variation of Risk-targeting Option Portfolios风险目标型期权组合的横截面差异
errREVIEW OF ASSET PRICING STUDIES
IF1.5
err2025-11-01
err0
PREAI
errWu, Liuren; Xu, Yaofei
err分享
err收藏
Common Pricing of Decentralized Risk: A Linear Option Pricing Model去中心化风险的共同定价：一个线性期权定价模型
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2025-03-13
err0
PREAI
errWu, Liuren; Zhang, Yuzhao
err分享
err收藏
Decomposing Long Bond Returns: A Decentralized Theory*
errREVIEW OF FINANCE
IF8.4
err2022-08-10
err0
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Introduction to the special issue on analytical and decision-making technique innovation in financial market
errFINANCIAL INNOVATION
IF7.2
err2020-11-19
err3
errOAAI
errXu, Liang; Wu, Liuren; Li, Xiao; Shen, Feng
err分享
err收藏
Option Profit and Loss Attribution and Pricing: A New Framework
errJOURNAL OF FINANCE
IF9.5
err2020-03-15
err15
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Monetary-Policy Rule as a Bridge: Predicting Inflation without Predictive Regressions
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-10-02
err2
PREAI
errHua, Jian; Wu, Liuren
err分享
err收藏
Estimating risk-return relations with analysts price targets与分析师价格目标估算风险收益关系
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-08-01
err6
PREAI
errWu, Liuren
err分享
err收藏
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-03-09
err5
PREAI
errCalvet, Laurent E.; Fisher, Adlai J.; Wu, Liuren
err分享
err收藏
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2017-10-04
err65
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure
errREVIEW OF FINANCE
IF8.4
err2011-11-30
err30
errOAAI
errChen, Ren-Raw; Cheng, Xiaolin; Wu, Liuren
err分享
err收藏
Variance dynamics: Joint evidence from options and high-frequency returns
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err36
PREAI
errWu, Liuren
err分享
err收藏
A Simple Robust Link Between American Puts and Credit Protection
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2010-12-10
err65
errOAAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2010-08-12
err151
errOAAI
errEgloff, Daniel; Leippold, Markus; Wu, Liuren
err分享
err收藏
Macroeconomic releases and the interest rate term structure
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2009-09-01
err17
PREAI
errLu, Biao; Wu, Liuren
err分享
err收藏
A Joint Framework for Consistently Pricing Interest Rates and Interest Rate Derivatives
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-06-01
err8
errOAAI
errHeidari, Massoud; Wu, Liuren
err分享
err收藏
Market Anticipation of Fed Policy Changes and the Term Structure of Interest Rates
errREVIEW OF FINANCE
IF8.4
err2009-03-26
err10
PREAI
errHeidari, Massoud; Wu, Liuren
err分享
err收藏
Variance Risk Premiums
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-04-10
err696
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-08-01
err65
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
A comprehensive analysis of the short-term interest-rate dynamics
errJOURNAL OF BANKING & FINANCE
IF3.8
err2006-04-01
err26
PREAI
errBali, TG; Wu, LR
err分享
err收藏
Specification analysis of option pricing models based on time-changed Levy processes
errJOURNAL OF FINANCE
IF9.5
err2005-11-27
err178
errOAAI
errHuang, JZ; Wu, LR
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
P
Peter Carr
H 指数: 53 · 论文数: 232
T
Turan G. Bali
H 指数: 53 · 论文数: 290
M
Markus Leippold
H 指数: 35 · 论文数: 266
L
Laurent E. Calvet
H 指数: 32 · 论文数: 125
J
Jing‐Zhi Huang
H 指数: 26 · 论文数: 118
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