Jianjun Xu

Economics and Econometrics · 2019

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

Subfields

Whom Jianjun Xu trusts overall

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

  1. Qiang Ji

Papers from Jianjun Xu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  4. Dynamic Conditional Correlation
  5. Consistent Ranking of Volatility Models
  6. Oil price shocks and stock markets in the U.S. and 13 European countries
  7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  8. Risk factors in stock returns of Canadian oil and gas companies
  9. Oil price risk and emerging stock markets
  10. Long Memory and Regime Switching

Their papers