Jian Zou
Finance · 2010–2016
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #2,672 of 10,518 by trust here, #5,165 by citations
- Economics and Econometrics — 24 citations into it; #5,942 of 23,481 by trust here, #12,781 by citations
- Statistics and Probability — 20 citations into it
- Artificial Intelligence — 8 citations into it
Whom Jian Zou trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ole E. Barndorff-Nielsen
- N. Shephard
- David L. Donoho
- Iain M. Johnstone
- Lan Zhang
- Torben G. Andersen
- Noureddine El Karoui
- P. R. Hansen
- Tim Bollerslev
- Peter J. Bickel
Who trusts Jian Zou overall
Papers from Jian Zou's perspective
Ordered by how strongly the researchers Jian Zou trusts endorse each paper. Same corpus, a different order for every researcher.
- Realized Variance and Market Microstructure Noise
- Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- MODELING AND FORECASTING REALIZED VOLATILITY
- Ideal spatial adaptation by wavelet shrinkage
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
- Separating Microstructure Noise from Volatility
- Generalized autoregressive conditional heteroskedasticity
- ANOVA for diffusions and Itô processes
Their papers
- VAST VOLATILITY MATRIX ESTIMATION FOR HIGH-FREQUENCY FINANCIAL DATA (2010) — 142 citations
- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data (2016) — 59 citations