Lu Peng

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lu Peng trusts overall

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

  1. Robert F. Engle
  2. Robert A. Connolly
  3. Kevin Sheppard

Papers from Lu Peng's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Stock Market Uncertainty and the Stock-Bond Return Relation
  3. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  4. Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Generalized autoregressive conditional heteroskedasticity
  7. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  8. Dynamic Volume-Return Relation of Individual Stocks
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A test for constant correlations in a multivariate GARCH model

Their papers