Dehua Shen

Economics and Econometrics · 2013–2021

A researcher in the Science corpus: 9 papers; trusts 41 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Dehua Shen trusts overall

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

  1. Andrew Urquhart
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Ole E. Barndorff-Nielsen
  5. Fulvio Corsi
  6. Andrew J. Patton
  7. Clive W. J. Granger
  8. Saralees Nadarajah
  9. Shaen Corbet
  10. Jushan Bai

Who trusts Dehua Shen overall

  1. Andrew Urquhart

Papers from Dehua Shen's perspective

Ordered by how strongly the researchers Dehua Shen 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. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Measuring Downside Risk - Realised Semivariance
  6. Dynamic Conditional Correlation
  7. On the Estimation of Security Price Volatilities from Historical Data
  8. Intraday periodicity and volatility persistence in financial markets
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Simple Approximate Long-Memory Model of Realized Volatility

Their papers