George J. Jiang

Finance · with Yao · 2007–2009

A researcher in the Science corpus: 4 papers; trusts 26 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom George J. Jiang trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. F. Bandi
  4. Louis K. C. Chan
  5. Mark Grinblatt
  6. Yacine Aït-Sahalia
  7. Scott A. Richardson
  8. P. Asquith
  9. Torben G. Andersen
  10. Andrew Ang

Who trusts George J. Jiang overall

  1. Vivek Bhattacharya
  2. Yi Xue
  3. Yacine Aït-Sahalia
  4. Edwin J. Elton
  5. Massimo Massa
  6. Tim Bollerslev
  7. V. Todorov
  8. Fulvio Corsi
  9. Ramazan Gencay
  10. Jean Jacod

Papers from George J. Jiang's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. Power and bipower variation with stochastic volatility and jumps
  3. The Pricing of Options and Corporate Liabilities
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  6. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  7. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
  8. The Persistence of Mutual Fund Performance
  9. Generalized autoregressive conditional heteroskedasticity
  10. The Distribution of Realized Exchange Rate Volatility

Their papers