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  1. No Access

    Chapter

    Accounting Information Fusion for Decision Making

    This chapter attempts to establish a theoretical system of accounting information fusion in order to provide new ways and new means for effective use of accounting information to make decision. First of all, i...

    **nsheng Duan in Diversity of Managerial Perspectives from Inside China (2016)

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    Chapter

    The Value of Political Networks: Evidence from a Natural Experiment

    Rent-seeking behavior is prevalent around the world, especially in emerging markets where the governance institution is weak. Although political rent-seeking behavior imposes negative effects on the national e...

    Tinghua Duan, Nan Li, Wenxuan Hou in Experiences and Challenges in the Developm… (2015)

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    Reference Work Entry In depth

    Multistage Compound Real Options: Theory and Application

    We explore primarily the problems encountered in multivariate normal integration and the difficulty in root-finding in the presence of unknown critical value when applying compound real call option to evaluati...

    William T. Lin, Cheng-Few Lee, Chang-Wen Duan in Encyclopedia of Finance (2013)

  4. No Access

    Chapter

    Raw Material Convenience Yields and Business Cycle

    This paper extends the methodology of Milonas and Thomadakis (1997) to estimate raw material convenience yields with futures prices during the period 1996 to 2005. We define the business cycle of a seasonal commo...

    Chang-Wen Duan, William T. Lin in Handbook of Quantitative Finance and Risk Management (2010)

  5. No Access

    Article

    Oil convenience yields estimated under demand/supply shock

    This paper extends the call option model of Milonas and Thomadakis (1997) to estimate oil convenience yields with futures prices. We define the business cycle of a seasonal commodity with demand/supply shocks ...

    William T. Lin, Chang-Wen Duan in Review of Quantitative Finance and Accounting (2007)

  6. No Access

    Reference Work Entry In depth

    Multistage compound real options: Theory and application

    We explore primarily the problems encountered in multivariate normal integration and the difficulty in root-finding in the presence of unknown critical value when applying compound real call option to evaluati...

    William T. Lin, Cheng-Few Lee, Chang-Wen Duan in Encyclopedia of Finance (2006)

  7. No Access

    Article

    Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter

    This paper proposes a unified state-space formulation for parameter estimation of exponential-affine term structure models. The proposed method uses an approximate linear Kalman filter which only requires spec...

    **-Chuan Duan, Jean-Guy Simonato in Review of Quantitative Finance and Accounting (1999)