Yang Baochen
School
College of Management and Economics
Contact Information
bchyang@tju.edu.cn
Academic Achievements
- Papers
- [1] Yang baochen, Liao shan, Su yunpeng. Bonds Portfolio Risk Management Based on Interest Rates Term Structure Forecasting.
- [2] Yang Baochen, Su yunpeng. Regime switching in risk premium dynamics of SHIBOR.
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- [3] Wang keliang, Yang baochen, Yang li. Measurement Model and Empirical Study of China’s Provincial Environmental Efficiency of Energy Utilization.
- [4] Yang baochen, Li jingjing. The panel cointegration test with structural changes based on the bootstrap.
- [5] Yang baochen, Chen yue. Grey Relational Decision-making Model Based on Variable Weight and TOPSIS Method.
- [6] Wang keliang, Yang baochen, yang li. China’ s Provincial Energy Efficiency Measurement based on DEA and Directional Distance Function.
- [7] Wang Keliang, Yang baochen, Yang li. Study on China’s regional total- factor energy efficiency based on technology gap.
- [8] Yang baochen, Su yunpeng. Generalized Heath-Jarrow-Morton model with stochastic volatility and correlated factors.
- [9] Chen haiyan, Yang Baochen. Testing the Unit Root of Panel Data with Structural Change based on LSTR Model.
- [10] Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.
- [11] Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique.
- [12] Li Biao, Yang Baochen. An Optimal Estimation, Selection and Application of the Short-term Interest Rate Models for Stock Option.
- [13] Joseph Kang, Baochen Yang. A Model for Convexity-Based Cross-Hedges with Treasury Futures.
- [14] Yang baochen, Zhang yugui, Kang choongseok. Convexity based hedge with Treasury futures: Model and numerical analysis.
- [15] Li Biao, Yang Baochen. Research on warrant pricing based on optimal dynamical interest rate model.
- [16] Yang Baochen, Su yunpeng. Model calibration of HJM models based on UKF with application.