Dongming Zhu

Finance · 2007–2011

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #6,476 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 13 citations into it
• Statistics and Probability — 9 citations into it; #9,152 of 12,932 by trust here, #10,855 by citations

Whom Dongming Zhu trusts overall

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

1. Ivana Komunjer
2. Tim Bollerslev
3. Robert F. Engle
4. Daniel B. Nelson
5. Stefan Mittnik
6. Philippe Huber
7. Jushan Bai
8. Panayiotis Theodossiou
9. D. Bickel
10. Svetlozar T. Rachev

Who trusts Dongming Zhu overall

1. Nuttanan Wichitaksorn
2. S. T. Boris Choy
3. Andrew S. Harvey
4. Michele Caivano
5. Richard Gerlach

Papers from Dongming Zhu's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
5. Elements of Financial Risk Management
6. The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance
7. Portfolio Selection
8. Estimating the Dimension of a Model
9. A General Class of Multivariate Skew-Elliptical Distributions
10. The behavior of maximum likelihood estimates under nonstandard conditions

Their papers

• Properties and Estimation of Asymmetric Exponential Power Distribution (2007) — 156 citations
• Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions (2011) — 83 citations