Qiang Zhang
with Ogaki · 2000–2001
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 16 researchers here, as inferred from the citation graph.
Whom Qiang Zhang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Qiang Zhang overall
- Kenneth J. Singleton
- Michael Vogt
- Avraam Tsantekidis
- Michael W. Brandt
- L. Yarovaya
- R. Chou
- Nikolaos Passalis
- Christopher S. Jones
Papers from Qiang Zhang's perspective
Ordered by how strongly the researchers Qiang Zhang trusts endorse each paper. Same corpus, a different order for every researcher.
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Continuous Time Finance
- On the Estimation of Security Price Volatilities from Historical Data
- Habit Persistence, Asset Returns, and the Business Cycle
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
- Back to the future (CACM)
- Controlled Markov processes and viscosity solutions
- Econometric applications of maxmin expected utility
- Ambiguity, Information Quality and Asset Pricing
- Robustness and Pricing with Uncertain Growth
Their papers
- Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000) — 478 citations
- Decreasing Relative Risk Aversion and Tests of Risk Sharing (2001) — 220 citations