Peng Wang

Economics and Econometrics · with Wei · 2008

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

Subfields

• Economics and Econometrics — 7 citations into it; #21,756 of 23,481 by trust here, #21,405 by citations
• Finance — 7 citations into it; #9,921 of 10,518 by trust here, #9,371 by citations

Whom Peng Wang trusts overall

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

1. P. R. Hansen
2. Tim Bollerslev
3. Torben G. Andersen
4. Halbert White
5. Robert F. Engle
6. Asger Lunde
7. Ole E. Barndorff-Nielsen

Who trusts Peng Wang overall

1. Wei‐Xing Zhou

Papers from Peng Wang's perspective

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

1. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
2. A Reality Check for Data Snooping
3. Generalized autoregressive conditional heteroskedasticity
4. The distribution of realized stock return volatility
5. Consistent Ranking of Volatility Models
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. A Test for Superior Predictive Ability
8. Separating Microstructure Noise from Volatility
9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
10. A Simple Long Memory Model of Realized Volatility

Their papers

• Forecasting volatility of SSEC in Chinese stock market using multifractal analysis (2008) — 69 citations