Jiawen Luo

Economics and Econometrics · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 49 citations into it
• Finance — 32 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Jiawen Luo 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. N. Shephard
6. P. R. Hansen
7. John Y. Campbell
8. Robert F. Engle
9. Qiang Ji
10. Massimiliano Marcellino

Who trusts Jiawen Luo overall

1. Qiang Ji

Papers from Jiawen Luo's perspective

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

1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
2. Consistent Ranking of Volatility Models
3. Power and bipower variation with stochastic volatility and jumps
4. Generalized autoregressive conditional heteroskedasticity
5. Separating Microstructure Noise from Volatility
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. A Simple Long Memory Model of Realized Volatility
8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
9. The distribution of realized stock return volatility
10. A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series

Their papers

• Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models (2019) — 72 citations
• High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets (2018) — 206 citations