Zhi Su

Economics and Econometrics · 2019–2020

A researcher in the Science corpus: 2 papers; trusts 27 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Zhi Su trusts overall

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

  1. Robert F. Engle
  2. Christian Conrad
  3. Eric Ghysels
  4. Tim Bollerslev
  5. Robert Tibshirani
  6. Hui Zou
  7. Torben G. Andersen
  8. D. Croushore
  9. Asaf Manela
  10. Karin Loch

Papers from Zhi Su's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Regression Shrinkage and Selection via the Lasso
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. The Adaptive Lasso and Its Oracle Properties
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. Tests of Conditional Predictive Ability
  10. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)

Their papers