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Publications by Lei Ji

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration

English

Related publications

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration

SSRN Electronic Journal

English

Analysis of Multi-Factor Affine Yield Curve Models

SSRN Electronic Journal

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Correction To: Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models

Finance and Stochastics

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Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models

SSRN Electronic Journal

English

Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model

SSRN Electronic Journal

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A Hyperbolic-Type Affine Invariant Curve Flow

Communications in Analysis and Geometry

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The Affine Curve-Lengthening Flow

Journal für die Reine und Angewandte Mathematik

Applied Mathematics

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Monthly Flow Duration Curve Model for Ungauged River Basins

Water (Switzerland)

Aquatic Science

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The Roc Curve Model From Generalized-Exponential Distribution

Pakistan Journal of Statistics and Operation Research

Management Science

Operations Research

English