Xin Jin

Finance · with Maheu · 2013–2016

A researcher in the Science corpus: 2 papers; trusts 47 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 39 citations into it; #3,517 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 33 citations into it; #9,476 of 23,481 by trust here, #18,597 by citations
• Artificial Intelligence — 13 citations into it; #24,342 of 35,345 by trust here, #33,294 by citations
• Statistics and Probability — 12 citations into it; #8,911 of 12,932 by trust here, #11,487 by citations

Whom Xin Jin trusts overall

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

1. Alexander Philipov
2. Ole E. Barndorff-Nielsen
3. Robert F. Engle
4. Jim E. Griffin
5. Torben G. Andersen
6. Gregory H. Bauer
7. P. R. Hansen
8. N. Shephard
9. Siddhartha Chib
10. Christian Gouriéroux

Who trusts Xin Jin overall

1. A. Opschoor
2. Asger Lunde
3. Pawel Janus
4. Gael M. Martin
5. John M. Maheu
6. André Lucas
7. N. Shephard
8. Dick Van Dijk
9. David T. Frazier
10. Kevin Sheppard

Papers from Xin Jin's perspective

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

1. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
2. Generalized autoregressive conditional heteroskedasticity
3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
5. Bayesian Density Estimation and Inference Using Mixtures
6. MODELING AND FORECASTING REALIZED VOLATILITY
7. A Simple Approximate Long-Memory Model of Realized Volatility
8. Dynamic Conditional Correlation
9. Separating Microstructure Noise from Volatility
10. Multivariate GARCH Models: A Survey

Their papers

• Modeling Realized Covariances and Returns (2013) — 104 citations
• Bayesian semiparametric modeling of realized covariance matrices (2016) — 54 citations