Zhengjun Zhang

Economics and Econometrics · 2004–2018

A researcher in the Science corpus: 6 papers; trusts 34 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Zhengjun Zhang trusts overall

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

  1. R. Smith
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Jem N. Corcoran
  5. Nicole A. Lazar
  6. Alexander J. McNeil
  7. F. Longin
  8. Laurens de Haan
  9. Sidney I. Resnick
  10. Rüdiger Frey

Who trusts Zhengjun Zhang overall

  1. Stilian A. Stoev
  2. Wenjun Feng
  3. F. Serinaldi
  4. Shu-rong Zheng
  5. Yizao Wang
  6. Zakhar Kabluchko
  7. Kyungchul Song
  8. Yiming Wang
  9. András Bárdossy
  10. N. Shi

Papers from Zhengjun Zhang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. An Introduction to Statistical Modeling of Extreme Values
  4. Modelling Extremal Events for Insurance and Finance
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  7. Statistical Inference Using Extreme Order Statistics
  8. Models for Stationary Max-Stable Random Fields
  9. A conditional approach for multivariate extreme values (with discussion)
  10. Extreme value theory : an introduction

Their papers