Bin Chen

Finance · with Hong · 2011–2012

A researcher in the Science corpus: 3 papers; trusts 37 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 33 citations into it; #4,226 of 10,518 by trust here, #6,419 by citations
• Statistics and Probability — 23 citations into it
• Economics and Econometrics — 21 citations into it; #9,118 of 23,481 by trust here, #15,581 by citations
• Artificial Intelligence — 7 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Bin Chen trusts overall

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

1. B. Hansen
2. Donald W. K. Andrews
3. Joel L. Horowitz
4. A. Inoue
5. Zongwu Cai
6. G. Chow
7. Jay Breidt
8. Othmane Islah
9. Efstathios Paparoditis
10. Leif Andersen

Who trusts Bin Chen overall

1. Liangjun Su
2. Liang Chen
3. Halbert White
4. Xia Wang
5. Juan J. Dolado
6. Ting Zhang
7. J. Gonzalo
8. Dominic Edelmann

Papers from Bin Chen's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Tests for Parameter Instability and Structural Change with Unknown Change Point
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
5. Bootstrap Methods for Markov Processes
6. Estimating the Dimension of a Model
7. Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Instability of Return Prediction Models
10. Specification tests in econometrics

Their papers

• Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (2012) — 191 citations
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (2011) — 60 citations
• A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL (2012) — 48 citations