Weiju Xu

Economics and Econometrics · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 25 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Weiju Xu trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Yudong Wang
  5. Andrew J. Patton
  6. Francis X. Diebold
  7. Lutz Kilian
  8. N. Shephard
  9. Fulvio Corsi
  10. James D. Hamilton

Who trusts Weiju Xu overall

  1. Walid Mensi

Papers from Weiju Xu's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
  4. Modelling structural breaks, long memory and stock market volatility: an overview
  5. No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
  6. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  7. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
  8. The Impact of Oil Price Shocks on the U.S. Stock Market
  9. What is an Oil Shock
  10. Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements

Their papers