Jie Hou

Finance · with Perron · 2014

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jie Hou trusts overall

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

  1. Pierre Perron
  2. Josu Arteche
  3. Donald W. K. Andrews
  4. Rohit S. Deo
  5. Yang K. Lu
  6. Adam Mccloskey
  7. Zhongjun Qu
  8. Per Frederiksen
  9. Clifford M. Hurvich
  10. Yixiao Sun

Papers from Jie Hou's perspective

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

  1. Long Memory and Regime Switching
  2. Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
  3. ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
  4. Generalized autoregressive conditional heteroskedasticity
  5. Local Polynomial Whittle Estimation of Long-range Dependence
  6. Statistics for long-memory processes
  7. Modeling and forecasting stock return volatility using a random level shift model
  8. Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
  9. Estimating Long Memory in Volatility
  10. Local Polynomial Whittle Estimation of Perturbed Fractional Processes

Their papers