SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Rong Fan · Study

Home/Author

Rong Fan

3 works· latest 2016· 1 institutionscluster: provisional

h-index3

i103

Citations128

Works here3

02

03

16

Most cited in this library

Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets2003 · 85 citations
An index-based measure of liquidity2016 · 23 citations
Bayesian Migration in Credit Ratings Based on Probabilities of Default2002 · 20 citations

Works

3 shown

An index-based measure of liquidity

Journal of Banking & Finance·2016·3 authors·Open access

23citations

Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

The Journal of Finance·2003·3 authors·Open access

85citations

Bayesian Migration in Credit Ratings Based on Probabilities of Default

The Journal of Fixed Income·2002·3 authors

20citations