Statistics
Publications
72
Citations
25K
H-Index
48
Active since
1980
Kenneth J. Singleton is an author at Stanford University specializing in economics, financial economics, and finance.
Publications per year
1980–2021
72
72
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations
Specification Analysis of Affine Term Structure Models
Qiang Dai, Kenneth J. Singleton · The Journal of Finance · 2000 · 1.8K citations · Full text
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