Lu Wang

Economics and Econometrics · with Ma · 2020–2021

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lu Wang trusts overall

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

  1. P. R. Hansen
  2. Yudong Wang
  3. Andrew J. Patton
  4. Tim Bollerslev
  5. Feng Ma
  6. Robert F. Engle
  7. Stavros Degiannakis *
  8. Torben G. Andersen
  9. Francis X. Diebold
  10. Ole E. Barndorff-Nielsen

Papers from Lu Wang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  5. A Reality Check for Data Snooping
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. A Simple Long Memory Model of Realized Volatility
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. The distribution of realized stock return volatility
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers