Dayong Zhang

Economics and Econometrics · 2008–2021

A researcher in the Science corpus: 24 papers; trusts 68 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

Whom Dayong Zhang trusts overall

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

  1. Francis X. Diebold
  2. Perry Sadorsky
  3. James D. Hamilton
  4. Qiang Ji
  5. Robert F. Engle
  6. D. Broadstock
  7. Mohamed Arouri
  8. K. Yilmaz
  9. Christopher A. Sims
  10. George Filis

Who trusts Dayong Zhang overall

  1. Qiang Ji
  2. D. Broadstock
  3. Elie Bouri
  4. Mohamed Arouri
  5. K. Al-Yahyaee
  6. H. Cao
  7. O. Adekoya
  8. Stavros Degiannakis *
  9. Boqiang Lin
  10. George Filis

Papers from Dayong Zhang's perspective

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

  1. Dynamic Conditional Correlation
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. Risk factors in stock returns of Canadian oil and gas companies
  4. Generalized autoregressive conditional heteroskedasticity
  5. What is an Oil Shock
  6. Do Structural Oil-Market Shocks Affect Stock Prices?
  7. Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
  8. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  9. Oil prices and the stock prices of alternative energy companies
  10. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade

Their papers