X. Chen

Economics and Econometrics · with Gao · 2018

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom X. Chen trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Fulvio Corsi
  4. Robert F. Engle
  5. Andrew J. Patton
  6. Zongwu Cai
  7. R. Giacomini
  8. Jianqing Fan
  9. Ole E. Barndorff-Nielsen
  10. Francis X. Diebold

Papers from X. Chen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  5. Asymptotic Inference about Predictive Ability
  6. A Simple Long Memory Model of Realized Volatility
  7. The Distribution of Realized Exchange Rate Volatility
  8. Comparing Predictive Accuracy
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers