Xin Zhang

Finance · with Lucas · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #7,182 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 19 citations into it
• Statistics and Probability — 8 citations into it

Whom Xin Zhang trusts overall

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

1. Robert F. Engle
2. Drew D. Creal

Who trusts Xin Zhang overall

1. D. Oh

Papers from Xin Zhang's perspective

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

1. Dynamic Conditional Correlation
2. A Tax on Systemic Risk
3. The Greek Debt Restructuring: An Autopsy (Social Science Research Network)
4. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
5. Generalized autoregressive conditional heteroskedasticity
6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
7. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
10. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

Their papers

• Conditional Euro Area Sovereign Default Risk (2014) — 229 citations