Chenghan Hou

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it
• Finance — 18 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Chenghan Hou trusts overall

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

1. Tim Bollerslev
2. Ole E. Barndorff-Nielsen
3. Fulvio Corsi
4. Torben G. Andersen
5. P. R. Hansen

Papers from Chenghan Hou's perspective

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

1. Consistent Ranking of Volatility Models
2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
3. Power and bipower variation with stochastic volatility and jumps
4. A Simple Approximate Long-Memory Model of Realized Volatility
5. A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series
6. Hierarchical Dirichlet Processes
7. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
8. Forecasting oil price realized volatility using information channels from other asset classes
9. Biofuels: Environment, technology and food security
10. Exploiting the errors: A simple approach for improved volatility forecasting

Their papers

• Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models (2019) — 72 citations