Concepedia

Tong-sheng Sun

TS

7

Publications

969

Citations

7

H-Index

1990

Active since

Affiliations

Hudson Institute(Current)

Columbia University

Tong-sheng Sun is an author at Hudson Institute specializing in business, economics, and economic analysis.

Top concepts

BusinessFinanceEconomicsEconomic AnalysisAsset PricingStatisticsEconometricsMonetary PolicyEmpirical FinanceStatistical Inference

Publications per year

1990–1994

7

Publications

7

Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

Neil D. Pearson, Tong-sheng Sun · The Journal of Finance · 1994 · 405 citations

Empirical Finance, Term Structure Model, Conditional Density +21

Transactions costs and portfolio choice in a discrete-continuous-time setting

Darrell Duffie, Tong-sheng Sun · Journal of Economic Dynamics and Control · 1990 · 175 citations

Interest rate swaps

Tong-sheng Sun, Suresh Sundaresan, Ching Wang · Journal of Financial Economics · 1993 · 133 citations

Term Structure Model, Interest Rate Swaps, Business +3

Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit

Tong-sheng Sun · Review of Financial Studies · 1992 · 109 citations

Monetary Policy, Economics, Term Structure Model +15

Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

Neil D. Pearson, Tong-sheng Sun · The Journal of Finance · 1994 · 87 citations

Empirical Finance, Term Structure Model, Conditional Density +17

Rows per page

1–5 of 7