Jian Yang

Economics and Econometrics · with Bessler · 2001–2012

A researcher in the Science corpus: 12 papers; trusts 16 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Jian Yang trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. A. Ng
  4. F. Longin
  5. Lorenzo Cappiello
  6. Daniel B. Nelson
  7. Qi Li
  8. D. Michayluk
  9. Whitney K. Newey
  10. Christopher A. Sims

Who trusts Jian Yang overall

  1. Theodore Syriopoulos
  2. Xiaojie Xu
  3. Jeffrey A. Frankel
  4. William M. Cheung
  5. Lihong Wang
  6. Tianjiao Chu
  7. N. Huyghebaert
  8. Javier Fernández-Macho
  9. Scott Fung
  10. S. Roache

Papers from Jian Yang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  5. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  6. On Estimating the Expected Return on the Market: An Exploratory Investigation
  7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  8. Stock Market Uncertainty and the Stock-Bond Return Relation
  9. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  10. Extreme Correlation of International Equity Markets

Their papers