Ke Yang

Finance · with Chen · 2017–2018

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

Whom Ke Yang trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. P. R. Hansen
  3. Tim Bollerslev
  4. Torben G. Andersen
  5. N. Shephard
  6. Robert F. Engle
  7. Fulvio Corsi
  8. Andrew J. Patton

Papers from Ke Yang's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Separating Microstructure Noise from Volatility
  4. A Simple Long Memory Model of Realized Volatility
  5. The distribution of realized stock return volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  10. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

Their papers