Chao Liang

Economics and Econometrics · with Wei · 2020

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 72 citations into it
• Finance — 49 citations into it
• Management Science and Operations Research — 19 citations into it

Whom Chao Liang trusts overall

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

1. Yaojie Zhang
2. Yu Wei
3. Robert Tibshirani
4. Bradley S. Paye
5. L. Smales
6. Yudong Wang
7. Torben G. Andersen
8. Todd E. Clark
9. John Y. Campbell
10. Feng Ma

Papers from Chao Liang's perspective

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

1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
2. Measuring Economic Policy Uncertainty
3. The Impact of Oil Price Shocks on the U.S. Stock Market
4. Regression Shrinkage and Selection via the Lasso
5. Generalized autoregressive conditional heteroskedasticity
6. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
7. Forecasting crude oil market volatility: Further evidence using GARCH-class models
8. New evidence on oil price and firm returns
9. Dynamic spillovers of oil price shocks and economic policy uncertainty
10. Uncertainty and Crude Oil Returns

Their papers

• Uncertainty and crude oil market volatility: new evidence (2020) — 147 citations
• Which sentiment index is more informative to forecast stock market volatility? Evidence from China (2020) — 145 citations
• Is implied volatility more informative for forecasting realized volatility: An international perspective (2020) — 110 citations