Feng Maa

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 30 citations into it
• Finance — 21 citations into it
• Management Science and Operations Research — 8 citations into it
• Renewable Energy, Sustainability and the Environment — 5 citations into it

Whom Feng Maa 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. K. Cremers
7. James H. Stock
8. Ole E. Barndorff-Nielsen
9. M. Martens
10. Michael Mcaleer

Papers from Feng Maa's perspective

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

1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
2. A Reality Check for Data Snooping
3. MODELING AND FORECASTING REALIZED VOLATILITY
4. Microstructure Noise, Realized Variance, and Optimal Sampling
5. A Simple Approximate Long-Memory Model of Realized Volatility
6. On a measure of lack of fit in time series models
7. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
8. Realized Volatility: A Review
9. Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements
10. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

Their papers

• Forecasting the realized range-based volatility using dynamic model averaging approach (2017) — 52 citations