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Jin-Chuan Duan

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Full Name
Jin-Chuan Duan
Variants
Duan, J.-C.
Duan Jin Chuan
 
Main Affiliation
 
Faculty
 
Email
bizdjc@nus.edu.sg
 
Other emails
 

Publications

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Department:  FINANCE

Results 1-15 of 15 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
12012A public good approach to credit ratings - From concept to realityDuan, J.-C. ; Van Laere, E.
22011A stable estimator of the information matrix under EM for dependent dataDuan, J.-C. ; Fulop, A.
32009Convergence speed of garch option price to diffusion option priceDuan, J.-C. ; Wang, Y.; Zou, J.
415-Sep-2016Default Correlations and Large-Portfolio Credit AnalysisJin-Chuan Duan ; Weimin Miao 
52015Density-Tempered Marginalized Sequential Monte Carlo SamplersDuan Jin Chuan ; Fulop A.
61-Nov-2021Enhanced PD-implied ratings by targeting the credit rating migration matrixDuan, Jin-Chuan ; Li, Shuping 
72009Estimating the structural credit risk model when equity prices are contaminated by trading noisesDuan, J.-C. ; Fulop, A.
8Feb-2014Forward-looking market risk premiumDuan, J.-C. ; Zhang, W.
92008Is long memory necessary? An empirical investigation of nonnegative interest rate processesDuan, J.-C. ; Jacobs, K.
102010Jump and volatility risk premiums implied by VIXDuan, J.-C. ; Yeh, C.-Y.
112008Message from PDCoF-08 Workshop ChairsThulasiram, R.K.; Downing, C.T.; Chiarella, C.; Coleman, T.; Dempster, M.; Dongarra, J.; Duan, J.-C. ; Gao, G.; Appadoo, S.S.; Atiya, A.; Bagchi, A.; Birge, J.; Brabazon, A.; Broadie, M.; Campolieti, J.; Cincotti, S.; Downing, C.; Gilli, M.; Isaenko, S.; Jacoby, G.; Kumar, K.; Klebaner, F.; Li, X.; Li, Y.; Livdan, D.; Lyuu, Y.-D.; Nath, G.C.; Okten, G.; Oosterlee, C.W.; Ouskel, A.M.; Platen, E.; Seco, L.; Srinivasan, A.; Srinivasan, R.; Thenmozhi, M.; Thulasiraman, P.; Tsang, E.P.K.; Wagner, A.; Wang, L.; Wilson, C.; Wittum, G.; Ing, C.W.; Tanaka-Yamawaki, M.
12Sep-2012Multiperiod corporate default prediction - A forward intensity approachDuan, J.-C. ; Sun, J.; Wang, T.
13Nov-2010PrefaceChiarella, C.; Duan, J.-C. 
142010PrefaceChiarella, C.; Duan, J.-C. 
152009Systematic risk and the price structure of individual equity optionsDuan, J.-C. ; Wei, J.