Liang Hu
Economics and Econometrics · with Carrasco · 2014–2018
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 37 citations into it
- Finance — 28 citations into it
- Statistics and Probability — 7 citations into it
Whom Liang Hu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Liang Hu's perspective
Ordered by how strongly the researchers Liang Hu trusts endorse each paper. Same corpus, a different order for every researcher.
- Mixing: Properties and Examples
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- What's Real about the Business Cycle?
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Testing for Regime Switching
- Business Cycle Asymmetries
- Tracking the new economy: using growth theory to detect changes in trend productivity
- Generalized autoregressive conditional heteroskedasticity
- A Reality Check for Data Snooping
Their papers
- Forecasting crude oil price volatility (2018) — 103 citations
- OPTIMAL TEST FOR MARKOV SWITCHING PARAMETERS (2014) — 72 citations