Language
中文
Mobile

Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Regime Switching in Dynamics of Risk Premium: Evidence from SHIBOR.

Hits:

Journal:The 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, Rutgers University, USA, 2012.

First Author:SU Yunpeng

Correspondence Author:YANG Baochen

Translation or Not:no

CN No.:null

Pre One:Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.

Next One:Model calibration of HJM models based on UKF with application.

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

Click: / The Last Update Time:--