Xisong Jin

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xisong Jin trusts overall

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

  1. Robert F. Engle
  2. Gian Piero Aielli

Papers from Xisong Jin's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Dynamic Conditional Correlation
  3. Dynamic Conditional Correlation: On Properties and Estimation
  4. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  5. Generalized autoregressive conditional heteroskedasticity
  6. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. The Determinants of Stock and Bond Return Comovements
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers