Xiaohong Chen

Economics and Econometrics · with Wen · 2013–2014

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaohong Chen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. Robert F. Engle
  5. N. Shephard
  6. Fulvio Corsi
  7. M. Martens
  8. Mark Grinblatt

Papers from Xiaohong Chen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Consistent Ranking of Volatility Models
  3. The distribution of realized stock return volatility
  4. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  5. Power and bipower variation with stochastic volatility and jumps
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. Measuring and Forecasting S&P 500 Index-Futures Volatility Using High-Frequency Data
  8. Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures

Their papers