| Multifactor implied volatility functions for HJM models ID Kuo, DA Paxson Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 14 | 2006 |
| Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets CYH Chen, ID Kuo Review of Quantitative Finance and Accounting 43, 367-391, 2014 | 12 | 2014 |
| What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem CYH Chen, ID Kuo, TC Chiang Journal of International Financial Markets, Institutions and Money 30, 172-190, 2014 | 8 | 2014 |
| Implied deterministic volatility functions: an empirical test for Euribor options ID Kuo, KL Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 8 | 2009 |
| Pricing and hedging volatility smile under multifactor interest rate models ID Kuo Review of Quantitative Finance and Accounting 36, 83-104, 2011 | 6 | 2011 |
| Survey sentiment and interest rate option smile CYH Chen, ID Kuo International Review of Economics & Finance 37, 125-137, 2015 | 3 | 2015 |
| Pricing and hedging interest rate options under deterministic volatility function with volatility humps ID Kuo Journal of Futures and Options 4 (2), 1-32, 2011 | 2 | 2011 |
| Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options ID Kuo, YN Lin Review of Financial Economics 18 (1), 23-32, 2009 | 2 | 2009 |
| Expectation hypothesis and term structure anomaly KMH I‐Doun Kuo, Cathy Yi‐Hsuan Chen International Journal of Finance and Economics, 1-13, 2018 | 1* | 2018 |
| Resale options and heterogeneous beliefs KM Huang, ID Kuo, RT Wang Journal of Futures Markets 42 (6), 1067-1083, 2022 | | 2022 |
| Evidence on inefficiency of the Euribor option market ID Kuo, YN Lin Applied Financial Economics 19 (12), 1009-1017, 2009 | | 2009 |
| Fuzzy Earnings Management Model and Empirical Tests on General Companies ID Kuo, YC Hsu Editorial Advisory Board e 18 (1), 141-154, 2005 | | 2005 |
| Implied volatility functions for one-factor and two-factor Heath, Jarrow and Morton models I Kuo, D Terry University of Manchester, 2002 | | 2002 |
| Survey sentiment and Option smile YH Chen, ID Kuo | | |
| Multifactor Deterministic Volatility Functions for HJM Models ID Kuo, IJ Liao | | |
| Pricing and Hedging Crude Oil Futures Options with Term Structure Models ID Kuo, YH Chen | | |
