Xuezheng Bai

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Xuezheng Bai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Xuezheng Bai overall

  1. Heejoon Han
  2. Fulvio Corsi
  3. M. A. Carnero
  4. Stefan Mittnik
  5. Christian Pigorsch
  6. Carmen Broto
  7. Alexandru Badescu
  8. Christian Francq

Papers from Xuezheng Bai's perspective

Ordered by how strongly the researchers Xuezheng Bai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. The Impact of Jumps in Volatility and Returns
  9. A Closed-Form GARCH Option Valuation Model
  10. The Specification of Conditional Expectations

Their papers