Xiangdong Long

Finance · 2009

A researcher in the Science corpus: 2 papers; trusts 31 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #2,507 of 10,518 by trust here, #5,165 by citations
• Economics and Econometrics — 24 citations into it; #5,314 of 23,481 by trust here, #12,781 by citations
• Statistics and Probability — 14 citations into it; #5,705 of 12,932 by trust here, #10,275 by citations
• Management Science and Operations Research — 5 citations into it

Whom Xiangdong Long trusts overall

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

1. Robert F. Engle
2. Halbert White
3. Y. Tse
4. Eugene F. Fama
5. F. Longin
6. Assaf J. Zeevi
7. Denis Pelletier
8. Q. Vuong
9. Luc Bauwens
10. Andrew Ang

Who trusts Xiangdong Long overall

1. Teresa Serra
2. Andrew J. Patton
3. Brenda López Cabrera
4. C. Gardebroek
5. Ladislav Kristoufek
6. Drew D. Creal
7. Franziska Schulz
8. D. Almeida
9. M. Hernandez
10. Karel Janda

Papers from Xiangdong Long's perspective

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

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Extreme Correlation of International Equity Markets
3. A Reality Check for Data Snooping
4. Asymptotic Inference about Predictive Ability
5. Generalized autoregressive conditional heteroskedasticity
6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
7. An Introduction to Copulas
8. Asymmetric Correlations of Equity Portfolios
9. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
10. Regime Switching for Dynamic Correlations

Their papers

• Copula-based multivariate GARCH model with uncorrelated dependent errors (2009) — 172 citations
• Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (2009) — 56 citations