Asset pricing with spatial interaction S Kou, X Peng, H Zhong Management Science 64 (5), 2083-2101, 2018 | 49 | 2018 |
Jumps in equity index returns before and during the recent financial crisis: A Bayesian analysis S Kou, C Yu, H Zhong Management Science 63 (4), 988-1010, 2017 | 44 | 2017 |
First-passage times of two-dimensional Brownian motion S Kou, H Zhong Advances in Applied Probability 48 (4), 1045-1060, 2016 | 43 | 2016 |
Location, location, location: econometric analysis of asset pricing with spatial interaction SG Kou, XH Peng, HW Zhong working paper, 2013 | 2 | 2013 |
Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis (vol 63, pg 988, 2017) S Kou, C Yu, H Zhong MANAGEMENT SCIENCE 63 (4), 1010-1010, 2017 | | 2017 |
Online Supplement to Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis S Kou, C Yu, H Zhong | | 2016 |
Two papers of financial engineering relating to the risk of the 2007--2008 financial crisis H Zhong Columbia University, 2014 | | 2014 |
E-Companion of “Asset Pricing with Spatial Interaction” by S Kou, X Peng, H Zhong | | |