Shiu-yan Eddie Pong

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Shiu-yan Eddie Pong trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Ser-Huang Poon
  4. M. Martens
  5. Torben G. Andersen

Who trusts Shiu-yan Eddie Pong overall

  1. Pilar Abad
  2. Xiaoquan Liu
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Sonia Benito
  6. M. Shackleton
  7. Stephen J. Taylor

Papers from Shiu-yan Eddie Pong's perspective

Ordered by how strongly the researchers Shiu-yan Eddie Pong trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimating quadratic variation using realized variance
  2. The Realized Volatility of FTSE-100 Futures Prices
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Forecasting Volatility in Financial Markets: A Review
  5. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  6. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
  9. Hypothesis Testing in Time Series Analysis.
  10. Biometrika

Their papers