Catherine Huirong Chen

2009–2012

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

Whom Catherine Huirong Chen trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Catherine Huirong Chen overall

  1. G. Palaniappan

Papers from Catherine Huirong Chen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A note on information seasonality and the disappearance of the weekend effect in the UK stock market
  3. The Reversal of the Monday Effect: New Evidence from US Equity Markets
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Day-of-the-week effects in emerging stock markets
  6. A Survey of the Monday Effect Literature
  7. The disappearing day-of-the-week effect in the world's largest equity markets
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers