Xilong Chen

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Xilong Chen trusts overall

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

  1. Tim Bollerslev
  2. Ole E. Barndorff-Nielsen
  3. Andrew J. Patton
  4. Eric Ghysels
  5. N. Shephard
  6. Yacine Aït-Sahalia
  7. Torben G. Andersen
  8. Lars Forsberg
  9. Oliver B. Linton
  10. Lawrence R. Glosten

Who trusts Xilong Chen overall

  1. Eric Ghysels
  2. Jennie Bai
  3. Pilar Abad
  4. Meng Han
  5. Xu Gong
  6. Sonia Benito
  7. Lili Ding
  8. Xin Zhao
  9. Feng Ma
  10. Jonathan H. Wright

Papers from Xilong Chen's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. Generalized autoregressive conditional heteroskedasticity
  3. A Simple Long Memory Model of Realized Volatility
  4. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  5. Intraday periodicity and volatility persistence in financial markets
  6. Realized Variance and Market Microstructure Noise
  7. Measuring Downside Risk - Realised Semivariance
  8. Microstructure Noise, Realized Variance, and Optimal Sampling
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. Power and bipower variation with stochastic volatility and jumps

Their papers