The information content in forward interest rates : further evidence on heteroskedasticity, long forecast horizon, and simultaneous multiple forward rates

von Lee, Shyan Yuan
Veröffentlicht in Advances in investment analysis and portfolio management (1997)

Model selection for causal models : the global procedure with AICc and AICu

von Lee, Shyan-Yuan
Veröffentlicht in Global finance journal (1998)

The shift function for the extended Vasicek model

von Lee, Shyan Yuan
Veröffentlicht in Advances in quantitative analysis of finance and accounting (2006)

Extending the maturity of a defaulting debt : the longstaff model revisited

von Lee, Shyan Yuan
Veröffentlicht in Review of Pacific Basin financial markets and policies (2009)

Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis

von Lee, Shyan Yuan
Veröffentlicht in International review of economics & finance (2017)