Ting Ting Huang
PhD Candidate
Research Field
Financial Economics, Econometrics, International Economics, Quantitative Finance
JOB MARKET PAPER
Linear Term Structure Models and Forward Premium Anomaly
(Last updated on October 18th, 2009, PDF 1.08 MB / 39 pages)
PUBLISHED AND WORKING PAPERS
A Theoretical and Empirical Analysis of Linear Term Structure Models (with Xinfu Chen)
Theoretical and Empirical Analysis of Common Factors in a Term Structure Model (Cambridge Scholars Publishing, August 2009)
Importance Sampling Analysis in Parameter Estimation of Stochastic volatility Models (with Qiang Sun and Xinfu Chen)
New Internet Measurement Versus Cross-Country Interactions and Globalization
An Empirical Evaluation of Rational Addiction Model using Panel Data on Cigarette Consumption