Access Statistics for Chunsheng Zhou
Author contact details at EconPapers.
Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A jump-diffusion approach to modeling credit risk and valuing defaultable securities |
0 |
1 |
3 |
1,268 |
1 |
2 |
9 |
3,841 |
Credit Derivatives in Banking: Useful Tools for Managing Risk? |
0 |
0 |
1 |
1,161 |
0 |
0 |
3 |
1,860 |
Credit derivatives in banking: useful tools for managing risk? |
0 |
0 |
0 |
2,500 |
0 |
0 |
0 |
9,258 |
Default correlation: an analytical result |
0 |
0 |
1 |
1,306 |
0 |
2 |
4 |
2,858 |
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Forecasting long- and short-horizon stock returns in a unified framework |
0 |
0 |
1 |
443 |
1 |
2 |
3 |
1,240 |
Path-dependent option valuation when the underlying path is discontinuous |
0 |
0 |
0 |
352 |
0 |
0 |
2 |
1,033 |
Stock Market Fluctuations and the Term Structure |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
24 |
Stock market fluctuations and the term structure |
0 |
1 |
3 |
661 |
2 |
5 |
20 |
2,243 |
Total Working Papers |
0 |
2 |
9 |
7,722 |
4 |
11 |
42 |
22,362 |
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