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J

Junye Li

fudan university

14H指数
65论文数
735被引数
收录论文 11
发表时间
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Estimating and Testing Long-Run Risk Models: International Evidence估计和检验长期风险模型：国际证据
errMANAGEMENT SCIENCE
IF4.9
err2024-08-08
err0
PREAI
errFulop, Andras; Li, Junye; Liu, Hening; Yan, Cheng
err分享
err收藏
Downside variance premium, firm fundamentals, and expected corporate bond returns
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-09-01
err1
PREAI
errHuang, Tao; Jiang, Liang; Li, Junye
err分享
err收藏
Real-time Bayesian learning and bond return predictability
errJOURNAL OF ECONOMETRICS
IF4
err2022-09-01
err4
PREAI
errWan, Runqing; Fulop, Andras; Li, Junye
err分享
err收藏
Bayesian estimation of long-run risk models using sequential Monte Carlo
errJOURNAL OF ECONOMETRICS
IF4
err2022-05-01
err1
errOAAI
errFulop, Andras; Heng, Jeremy; Li, Junye; Liu, Hening
err分享
err收藏
Option-Implied variance asymmetry and the cross-section of stock returns
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-04-01
err9
errOAAI
errHuang, Tao; Li, Junye
err分享
err收藏
Bayesian estimation of dynamic asset pricing models with informative observations
errJOURNAL OF ECONOMETRICS
IF4
err2019-03-01
err10
errOAAI
errFulop, Andras; Li, Junye
err分享
err收藏
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2015-04-08
err17
PREAI
errLi, Junye; Zinna, Gabriele
err分享
err收藏
Self-Exciting Jumps, Learning, and Asset Pricing Implications
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2014-11-03
err69
errOAAI
errFulop, Andras; Li, Junye; Yu, Jun
err分享
err收藏
Efficient learning via simulation: A marginalized resample-move approach
errJOURNAL OF ECONOMETRICS
IF4
err2013-10-01
err42
PREAI
errFulop, Andras; Li, Junye
err分享
err收藏
Option-implied volatility factors and the cross-section of market risk premia
errJOURNAL OF BANKING & FINANCE
IF3.8
err2012-01-01
err8
PREAI
errLi, Junye
err分享
err收藏
Volatility components, leverage effects, and the return-volatility relations
errJOURNAL OF BANKING & FINANCE
IF3.8
err2011-06-01
err13
PREAI
errLi, Junye
err分享
err收藏

研究方向

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合作学者
合作期刊
J
Jun Yu
H 指数: 41 · 论文数: 354
颜诚 封面图
颜诚 (Cheng Yan)
H 指数: 28 · 论文数: 151
H
Hening Liu
H 指数: 21 · 论文数: 65
L
Liang Jiang
H 指数: 18 · 论文数: 68
G
Gabriele Zinna
H 指数: 14 · 论文数: 48
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