苏云鹏
- 教师名称：苏云鹏
- 教师拼音名称：Su Yunpeng
- 出生日期：1982-12-15
- 性别：男
- 学科：Accounting and Financial Management
- 职称：副教授
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基本信息
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论文成果
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- YANG Baochen.An Empirical Comparison of Interest Rate Model Estimation Methods Based on EKF and UKF..The 16th Annual G....2019
- YANG Baochen.Liquidity Effects and its Determinants in China's Corporate Bond Market.The 25th Annual C....2017
- YANG Baochen.Correlationship between Credit Risk and Liquidity Risk in Corporate Bond Market.The 25th Annual C....2017
- YANG Baochen.An Empirical Study on the Interaction Mechanism Among Asset Prices，Inflation and Monetary Policy..Journal of Northw....2019
- ZHANG Yugui.An Empirical Analysis on Term Structure of SHIBOR Using Vasicek and CIR Models..Statistics & Info....2019
- YANG Baochen.An Empirical Research on the Term Structure of SHIBOR..Journal of UESTC ....2019
- YANG Baochen.Improvement in Hedging of Curvature Change and Interest Rate Risk..Systems Engineeri....2019
- YANG Baochen.Stochastic Duration-Matching Immunization: A Nonparametric Method.Systems Engineeri....2013,31 (1):37-43
- PAN Xiujuan.Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market.Systems Engineeri....2014,32 (10):30-37
- LI Jingjing.Interest Rate Risk Measure model under the Multi-Factor HJM Framework.Systems Engineeri....2014,34 (11):2783-2790
- Baochen Yang.Risk Management of Bond Portfolio based on Forecast of Term Structure of Interest Rates.Journal of Financ....2012,10 :86-96
- YANG Baochen.Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches..Journal of System....2019
- SU Yunpeng.Regime Switching in Dynamics of Risk Premium: Evidence from SHIBOR..The 20th Annual C....2019
- YANG Baochen.Model calibration of HJM models based on UKF with application..Journal of Manage....2019
- YANG Baochen.Regime switching in risk premium dynamics of SHIBOR. Journal of Systems Engineering, 2012, 27(2): 201-207. (in Chinese).2019
- YANG Baochen.Generalized Heath-Jarrow-Morton Model with Stochastic Volatility and Correlated Factors..Journal of Manage....2019
- SU Yunpeng.Empirical Research on Extended Nelson-Siegel Model Based on Genetic Algorithm..Statistics & Info....2019
- Yunpeng Su.Quality and Volume of Information implied in Corporate Performance Evaluation Systems: Cases of Forbes and Peiyang-GlocalWin.Statistics & Info....2014,29 (9):27-33
- SU Yunpeng.An empirical study on volatility structure of the defaultable bond market under defaultable HJM framework with stochastic volatility.Journal of Manage....2015,28 (1):122-132
- Baochen Yang.The allocation of carbon intensity reduction target by 2020 among industrial sectors in China.Sustainability.2017,9 (1):148-166
- Mengya Zhang.Comparison of carbon emission trading schemes in the European Union and China.Climate.2017,5 (3):70-86
- Baochen Yang.How Will Policies of China’s CO2 ETS Affect its Carbon Price: Evidence from Chinese Pilot Regions.Sustainability.2018,10 (3)
- Fangzhao Zhou.Delisting pressure, executive compensation, and corporate fraud: Evidence from China.Pacific-Basin Fin....2018,48 (1):17-34