Jing Liu

Economics and Econometrics · with Ma · 2017–2020

A researcher in the Science corpus: 5 papers; trusts 28 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Jing Liu trusts overall

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

  1. P. R. Hansen
  2. Fulvio Corsi
  3. Tim Bollerslev
  4. Torben G. Andersen
  5. Jonathan H. Wright
  6. Ole E. Barndorff-Nielsen
  7. K. Cremers
  8. Yu Wei
  9. James H. Stock
  10. Lutz Kilian

Who trusts Jing Liu overall

  1. Feng Ma
  2. Yu Wei
  3. Chao Liang

Papers from Jing Liu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. A Simple Long Memory Model of Realized Volatility
  4. A Simple Approximate Long-Memory Model of Realized Volatility
  5. Microstructure Noise, Realized Variance, and Optimal Sampling
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. Separating Microstructure Noise from Volatility
  8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  9. The distribution of realized stock return volatility
  10. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)

Their papers