Rongda Chen

Economics and Econometrics · 2018–2019

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it

Whom Rongda Chen trusts overall

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

1. Qiang Ji
2. Robert F. Engle
3. Fenghua Wen
4. Dayong Zhang
5. Tim Bollerslev

Papers from Rongda Chen's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Dynamic Conditional Correlation
4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
5. Consistent Ranking of Volatility Models
6. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
7. Oil price shocks and stock markets in the U.S. and 13 European countries
8. Estimating the Dimension of a Model
9. Risk factors in stock returns of Canadian oil and gas companies
10. Long Memory and Regime Switching

Their papers

• Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model (2019) — 75 citations
• A DBN-based resampling SVM ensemble learning paradigm for credit classification with imbalanced data (2018) — 141 citations