Weilin Xiao

Finance · with Zhang · 2011–2021

A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Weilin Xiao trusts overall

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

  1. Tassos Magdalinos
  2. Yaozhong Hu
  3. Patrick Cheridito
  4. David Nualart
  5. Peter C. B. Phillips
  6. Clive W. J. Granger
  7. J. Breton
  8. Christian Bayer
  9. Fabienne Comte
  10. Jim Gatheral

Who trusts Weilin Xiao overall

  1. Foad Shokrollahi
  2. Adem Kılıçman

Papers from Weilin Xiao's perspective

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

  1. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
  2. Pricing under rough volatility
  3. Stochastic Calculus for Fractional Brownian Motion and Applications
  4. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
  5. Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
  6. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
  7. Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
  8. THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (Econometric Theory)
  9. Affine fractional stochastic volatility models
  10. Integration questions related to fractional Brownian motion

Their papers