Pengfei Wang

Economics and Econometrics · Finance Research Letters · 2018–2021

A researcher in the Science corpus: 7 papers; trusts 39 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Pengfei Wang trusts overall

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

  1. Andrew Urquhart
  2. Tim Bollerslev
  3. Elie Bouri
  4. Torben G. Andersen
  5. A. H. Dyhrberg
  6. Ole E. Barndorff-Nielsen
  7. Aurelio Fernández Bariviera
  8. Shaen Corbet
  9. Fulvio Corsi
  10. Andrew J. Patton

Who trusts Pengfei Wang overall

  1. Paraskevi Katsiampa
  2. M. Schnaubelt

Papers from Pengfei Wang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The distribution of realized stock return volatility
  3. Common risk factors in the returns on stocks and bonds
  4. Some stylized facts of the Bitcoin market
  5. Measuring Downside Risk - Realised Semivariance
  6. A Simple Approximate Long-Memory Model of Realized Volatility
  7. The inefficiency of Bitcoin
  8. Intraday periodicity and volatility persistence in financial markets
  9. Dynamic Conditional Correlation
  10. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)

Their papers