Jinan Liu

Economics and Econometrics · 2019

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 Jinan Liu trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Elie Bouri
  4. Georges Azzi
  5. A. H. Dyhrberg
  6. Guiglielmo Maria Caporale
  7. Linda Schilling

Papers from Jinan Liu's perspective

Ordered by how strongly the researchers Jinan Liu 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. On the return-volatility relationship in the Bitcoin market around the price crash of 2013
  4. Some simple bitcoin economics (Journal of Monetary Economics)
  5. The day of the week effect in the cryptocurrency market (Finance Research Letters)
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  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