Likuan Qin

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2615-596X

Publications

• Nonparametric implied Lévy densities — The Annals of Statistics 2019
• Long Forward Probabilities, Recovery, and the Term Structure of Bond Risk Premiums — The Review of Financial Studies 2018
• Long-Term Risk: A Martingale Approach — Econometrica 2017
• Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing — Operations Research 2016