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Zhaogang Song

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This is information that was supplied by Zhaogang Song in registering through RePEc. If you are Zhaogang Song , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Zhaogang
Middle Name:
Last Name: Song
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RePEc Short-ID: pso234

Email: [This author has chosen not to make the email address public]
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Postal Address:
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Affiliation

Department of Economics
Cornell University
Location: Ithaca, New York (United States)
Homepage: http://economics.cornell.edu/
Email:
Phone: 607-255-4254
Fax: 607-255-2818
Postal: Uris Hall, 4th Floor, Ithaca NY 14853
Handle: RePEc:edi:decorus (more details at EDIRC)

Works

as in new window

Working papers

  1. Chabi-Yo, Fousseni & Song, Zhaogang, 2012. "Probability Weighting of Rare Events and Currency Returns," Working Paper Series 2012-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

Articles

  1. Chen, Bin & Song, Zhaogang, 2013. "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, vol. 173(1), pages 83-107.
  2. Song, Zhaogang, 2011. "A martingale approach for testing diffusion models based on infinitesimal operator," Journal of Econometrics, Elsevier, vol. 162(2), pages 189-212, June.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 2013-01-19. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (1) 2013-01-19. Author is listed

Statistics

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