Qiang Kang

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #7,033 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 18 citations into it; #15,294 of 23,481 by trust here, #14,051 by citations

Whom Qiang Kang trusts overall

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

1. Michael W. Brandt
2. Yacine Aït-Sahalia
3. J. Durbin
4. Lawrence R. Glosten
5. S. J. Koopman
6. Torben G. Andersen

Who trusts Qiang Kang overall

1. Turan G. Bali
2. Robert F. Engle

Papers from Qiang Kang's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Habit formation: a resolution of the equity premium puzzle?
3. Variable Selection for Portfolio Choice
4. Range-Based Estimation of Stochastic Volatility Models
5. Long-horizon regressions: theoretical results and applications
6. Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
8. The distribution of realized stock return volatility
9. Spurious Regressions in Financial Economics
10. Time-varying risk aversion and unexpected inflation ☆

Their papers

• On the Relationship between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach (2004) — 172 citations