Xiaohu Wang

Economics and Econometrics · with Dennis · 2000–2021

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

Subfields

Whom Xiaohu Wang trusts overall

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

  1. Jun Yu
  2. Jean‐François Coeurjolly
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Peter C. B. Phillips
  6. Ole E. Barndorff-Nielsen

Who trusts Xiaohu Wang overall

  1. Roberto Cabaleiro
  2. Mariannunziata Liguori
  3. J. Zafra‐Gómez
  4. E. Buch

Papers from Xiaohu Wang's perspective

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

  1. What Stabilizes State General Fund Expenditures in Downturn Years—Budget Stabilization Fund or General Fund Unreserved Undesignated Balance?
  2. Generalized autoregressive conditional heteroskedasticity
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Separating Microstructure Noise from Volatility
  5. Stochastic Volatility: Selected Readings
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A Simple Long Memory Model of Realized Volatility
  9. The Distribution of Realized Exchange Rate Volatility
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers