James Chong

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom James Chong trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Claude B. Erb
  4. Joëlle Miffre
  5. Ana‐Maria Fuertes

Who trusts James Chong overall

  1. Bahattin Büyüksahin
  2. A. Créti

Papers from James Chong's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Strategic and Tactical Value of Commodity Futures
  3. Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
  4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. The stationary bootstrap
  10. Separating Microstructure Noise from Volatility

Their papers