Gongmeng Chen
2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Gongmeng Chen trusts overall
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Who trusts Gongmeng Chen overall
Papers from Gongmeng Chen's perspective
Ordered by how strongly the researchers Gongmeng Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
- Nonparametric inference on structural breaks
- Inference about the Change-Point in a Sequence of Random Variables: A Selection Approach
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- The Specification of Conditional Expectations