Yaojie Zhang

Economics and Econometrics · 2018–2020

A researcher in the Science corpus: 8 papers; trusts 35 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Yaojie Zhang trusts overall

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

  1. Lutz Kilian
  2. Eric Ghysels
  3. Fulvio Corsi
  4. Christiane Baumeister
  5. Ole E. Barndorff-Nielsen
  6. Torben G. Andersen
  7. David E. Rapach
  8. Andrew J. Patton
  9. Tim Bollerslev
  10. James H. Stock

Who trusts Yaojie Zhang overall

  1. Chao Liang
  2. Yu Wei
  3. Xiafei Li
  4. Xuhui Zhang
  5. Feng Ma
  6. Yifeng Zhang

Papers from Yaojie Zhang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. Comparing Predictive Accuracy
  4. Why Do Absolute Returns Predict Volatility So Well
  5. Consumption, aggregate wealth and expected stock returns
  6. A Reality Check for Data Snooping
  7. Testing Dependence Among Serially Correlated Multicategory Variables (Social Science Research Network)
  8. The Model of Confidence
  9. The distribution of realized stock return volatility
  10. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)

Their papers