Zhiyuan Pan
Economics and Econometrics · 2011–2019
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 95 citations into it
- Finance — 57 citations into it
- Renewable Energy, Sustainability and the Environment — 20 citations into it
Whom Zhiyuan Pan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Zhiyuan Pan overall
Papers from Zhiyuan Pan's perspective
Ordered by how strongly the researchers Zhiyuan Pan trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- A Reality Check for Data Snooping
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Consumption, aggregate wealth and expected stock returns
- Estimating the Dimension of a Model
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017) — 189 citations
- Multifractal detrending moving average analysis on the US Dollar exchange rates (2011) — 109 citations
- Oil price increases and the predictability of equity premium (2019) — 138 citations