Yin Liao

Economics and Econometrics · 2019–2020

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yin Liao trusts overall

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

  1. Eric Ghysels
  2. Ole E. Barndorff-Nielsen
  3. Fulvio Corsi
  4. Torben G. Andersen
  5. Francis X. Diebold
  6. Rossen Valkanov
  7. Clive G. Bowsher
  8. N. Shephard
  9. Tim Bollerslev
  10. Stavros Degiannakis *

Papers from Yin Liao's perspective

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

  1. Why Do Absolute Returns Predict Volatility So Well
  2. Generalized autoregressive conditional heteroskedasticity
  3. Comparing Predictive Accuracy
  4. The Model of Confidence
  5. Testing Dependence Among Serially Correlated Multicategory Variables (Social Science Research Network)
  6. A Simple Long Memory Model of Realized Volatility
  7. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
  8. Forecasting oil price realized volatility using information channels from other asset classes
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. Consistent Ranking of Volatility Models

Their papers