Rui Huo

Economics and Econometrics · 2017–2020

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

Subfields

• Economics and Econometrics — 63 citations into it

Whom Rui Huo trusts overall

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

1. Robert F. Engle
2. Clive W. J. Granger
3. Tim Bollerslev
4. J. Beirne

Papers from Rui Huo's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation
3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
6. The Behavior of Stock-Market Prices
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. Long Memory and Regime Switching
9. The Strategic and Tactical Value of Commodity Futures
10. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)

Their papers

• Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China (2020) — 224 citations
• Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect (2017) — 120 citations