Concepedia

Qiang Dai

QD

65

Publications

5.5K

Citations

30

H-Index

1997

Active since

Affiliations

University of Bristol(Current)

Nanjing Normal University

Jiangsu Center for Collaborative Innovation in Geographical Information Resource Development and Application

Goddard Space Flight Center

Earth System Science Interdisciplinary Center

Qiang Dai is an author at University of Bristol specializing in engineering, geography, and earth science.

Top concepts

EngineeringGeographyEarth ScienceMeteorologyHydrologyHydrometeorologyRemote SensingCivil EngineeringRadarSoil Modeling

Publications per year

1997–2023

65

Publications

65

Specification Analysis of Affine Term Structure Models

Qiang Dai, Kenneth J. Singleton · The Journal of Finance · 2000 · 1.8K citations

Empirical Finance, Term Structure Model, Interest Rate Risk +18

Expectation puzzles, time-varying risk premia, and affine models of the term structure

Qiang Dai, Kenneth J. Singleton · Journal of Financial Economics · 2002 · 811 citations

Expectation Formation, Affine Models, Financial Economics +10

Specification Analysis of Affine Term Structure Models

Qiang Dai, Kenneth J. Singleton · SSRN Electronic Journal · 1998 · 377 citations · Full text

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

Qiang Dai, Kenneth J. Singleton, Wei Yang · Review of Financial Studies · 2007 · 305 citations

Discrete-Time Affine<sup>ℚ</sup>Term Structure Models with Generalized Market Prices of Risk

Anh Le, Kenneth J. Singleton, Qiang Dai · Review of Financial Studies · 2010 · 155 citations

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