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- 教师名称：杨宝臣
- 教师拼音名称：Yang Baochen
- 性别：男
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Yang baochen, Liao shan, Su yunpeng. Bonds Portfolio Risk Management Based on Interest Rates Term Structure Forecasting. . Journal of financial research, 2012, (10): 86-96.. 2019
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Yang Baochen, Su yunpeng. Regime switching in risk premium dynamics of SHIBOR. . Journal of systems engineering, 2012, 27(2):1-7.. 2019
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Wang keliang, Yang baochen, Yang li. Measurement Model and Empirical Study of China’s Provincial Environmental Efficiency of Energy Utilization. . System engineering, 2011, 29(1): 8-15.. 2019
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Yang baochen, Li jingjing. The panel cointegration test with structural changes based on the bootstrap. . Journal of technology and quantitative economics, 2012, (9):151-160.. 2019
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Yang baochen, Chen yue. Grey Relational Decision-making Model Based on Variable Weight and TOPSIS Method. . System Engineering, 2011, 29(6): 106-112. . 2019
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Wang keliang, Yang baochen, yang li. China’ s Provincial Energy Efficiency Measurement based on DEA and Directional Distance Function.. Chinese Journal of management, 2011, 8(3): 456-463.. 2019
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Wang Keliang, Yang baochen, Yang li. Study on China’s regional total- factor energy efficiency based on technology gap. . Studies in Science of Science, 2011, 29(7):1021-1028. . 2019
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Yang baochen, Su yunpeng. Generalized Heath-Jarrow-Morton model with stochastic volatility and correlated factors. . Journal of management sciences in China, 2011,14(9): 77-85.. 2019
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Chen haiyan, Yang Baochen. Testing the Unit Root of Panel Data with Structural Change based on LSTR Model. . Journal of systems and management, 2011, 20(1): 16-21,39. . 2019
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Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches. . Journal of systems and management, 2009, 18(3): 344-349.. 2019
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Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique. . Journal of management sciences in China, 2008, 11(6): 112-121.. 2019
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Li Biao, Yang Baochen. An Optimal Estimation, Selection and Application of the Short-term Interest Rate Models for Stock Option.. Journal of systems engineering, 2007, 25(5): 49-54.. 2019
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Joseph Kang, Baochen Yang. A Model for Convexity-Based Cross-Hedges with Treasury Futures. . Journal of Fixed Income. 2005.15(3): 68-79.. 2019
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Yang baochen, Zhang yugui, Kang choongseok. Convexity based hedge with Treasury futures: Model and numerical analysis. . Journal of management sciences in China, 2005,8(5): 38-45.. 2019
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Li Biao, Yang Baochen. Research on warrant pricing based on optimal dynamical interest rate model. . Journal of systems engineering. 2009, 24(3): 264-271.. 2019
