Ai Jun Hou

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ai Jun Hou trusts overall

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

  1. Robert F. Engle
  2. Y. Amihud
  3. Robert A. Connolly
  4. Geert Bekaert

Papers from Ai Jun Hou's perspective

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

  1. The Determinants of Stock and Bond Return Comovements
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. Dynamic Conditional Correlation
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. Stock Market Uncertainty and the Stock-Bond Return Relation
  6. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
  7. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
  8. Generalized autoregressive conditional heteroskedasticity
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers