Chuangxia Huang

Economics and Econometrics · 2013–2019

A researcher in the Science corpus: 11 papers; trusts 30 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 43 citations into it
• Public Health, Environmental and Occupational Health — 22 citations into it; #451 of 2,368 by trust here, #296 by citations
• Finance — 21 citations into it
• Geometry and Topology — 19 citations into it; #6,294 of 7,422 by trust here, #2,107 by citations
• Statistical and Nonlinear Physics — 17 citations into it
• Applied Mathematics — 16 citations into it; #5,888 of 7,620 by trust here, #2,377 by citations
• Numerical Analysis — 16 citations into it
• Control and Systems Engineering — 11 citations into it; #7,824 of 8,257 by trust here, #3,255 by citations

Whom Chuangxia Huang trusts overall

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

1. Tim Bollerslev
2. Ole E. Barndorff-Nielsen
3. Torben G. Andersen
4. Robert F. Engle
5. N. Shephard
6. Fulvio Corsi
7. M. Martens
8. Mark Grinblatt
9. Jianhong Wu
10. S. J. Koopman

Who trusts Chuangxia Huang overall

1. Miao-Kun Wang
2. Y. Chu
3. Saima Rashid
4. Wei-Mao Qian
5. Imran Abbas Baloch
6. Hong-Hu Chu
7. Zhen-Hang Yang
8. Jianhuan Huang
9. Miao-Ying Hong
10. Fahd Jarad

Papers from Chuangxia Huang's perspective

Ordered by how strongly the researchers Chuangxia Huang 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. Consistent Ranking of Volatility Models
4. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
5. Power and bipower variation with stochastic volatility and jumps
6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. Measuring and Forecasting S&P 500 Index-Futures Volatility Using High-Frequency Data
9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
10. A Simple Long Memory Model of Realized Volatility

Their papers

• Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model (2013) — 60 citations
• Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018) — 196 citations
• Dynamics Analysis of a Class of Delayed Economic Model (2013) — 51 citations
• Dynamic Properties of Foreign Exchange Complex Network (2019) — 59 citations
• Stability of Almost Periodic Nicholson’s Blowflies Model Involving Patch Structure and Mortality Terms (2019) — 60 citations
• Almost periodicity analysis for a delayed Nicholson's blowflies model with nonlinear density-dependent mortality term (2019) — 151 citations
• Discontinuity-induced limit cycles in a general planar piecewise linear system of saddle–focus type (2019) — 142 citations
• Global exponential convergence in a delayed almost periodic Nicholson's blowflies model with discontinuous harvesting (2018) — 107 citations
• Dynamics of a class of delayed reaction–diffusion systems with Neumann boundary condition (2018) — 102 citations
• Existence and global attractivity of almost periodic solutions for a delayed differential neoclassical growth model (2017) — 72 citations
• On the basins of attraction for a class of delay differential equations with non-monotone bistable nonlinearities (2014) — 222 citations