Xin Huang

Finance · with Zhou · 2007–2011

A researcher in the Science corpus: 4 papers; trusts 41 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

Whom Xin Huang trusts overall

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

  1. Markus K. Brunnermeier
  2. Torben G. Andersen
  3. Robert F. Engle
  4. Ole E. Barndorff-Nielsen
  5. V. Acharya
  6. Michael S. Gibson
  7. Michael B. Gordy
  8. Roberto Blanco Escolar
  9. Yasuhiro Yamai
  10. John C. Hull

Who trusts Xin Huang overall

  1. J. Chan-Lau
  2. S. Varotto
  3. Gianni De Nicolò
  4. V. Acharya
  5. D. Oh
  6. Giulio Girardi
  7. Hao Zhou
  8. Bryan T. Kelly
  9. Paul Glasserman
  10. Oscar Bernal

Papers from Xin Huang's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  4. An empirical investigation of continuous-time equity return models
  5. Generalized autoregressive conditional heteroskedasticity
  6. The distribution of realized stock return volatility
  7. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  8. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. Dynamic Conditional Correlation

Their papers