Zhendong Xia

Finance · 2007

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 — 6 citations into it; #9,165 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 5 citations into it; #20,033 of 23,481 by trust here, #22,128 by citations

Whom Zhendong Xia trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Art B. Owen
4. Kevin Dowd

Who trusts Zhendong Xia overall

1. M. Nieto
2. Esther Ruiz

Papers from Zhendong Xia's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Measuring Market Risk
5. Empirical Likelihood Ratio Confidence Regions
6. Least absolute deviations estimation for ARCH and GARCH models
7. Inference in ARCH and GARCH models with heavy-tailed errors
8. Empirical Likelihood
9. Convergence of Probability Measures
10. Stable Paretian Models in Finance

Their papers

• Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (2007) — 106 citations