Kevin Liang

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Kevin Liang trusts overall

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

  1. P. Giot
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Daniel B. Nelson
  5. Perry Sadorsky
  6. Sébastien-Yves Laurent
  7. Francis X. Diebold

Papers from Kevin Liang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  5. Value-at-Risk for long and short trading positions
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Modeling and forecasting petroleum futures volatility
  8. Volatility forecasting for risk management (Journal of Forecasting)
  9. Forecasting UK stock market volatility
  10. Market risk in commodity markets: a VaR approach

Their papers