Tong Fang

Economics and Econometrics · 2019–2020

A researcher in the Science corpus: 2 papers; trusts 27 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 41 citations into it
• Finance — 31 citations into it
• Statistics and Probability — 10 citations into it

Whom Tong Fang trusts overall

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

1. Christian Conrad
2. Robert F. Engle
3. Eric Ghysels
4. Tim Bollerslev
5. Robert Tibshirani
6. Hui Zou
7. D. Croushore
8. Torben G. Andersen
9. Geert Bekaert
10. Asaf Manela

Papers from Tong Fang's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Regression Shrinkage and Selection via the Lasso
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. The Adaptive Lasso and Its Oracle Properties
5. Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)
6. MODELING AND FORECASTING REALIZED VOLATILITY
7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Valid post-selection inference
10. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)

Their papers

• Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection (2020) — 107 citations
• Understanding stock market volatility: What is the role of U.S. uncertainty? (2019) — 119 citations