B. Y. Zhang

Economics and Econometrics · 2003

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom B. Y. Zhang trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. N. Shephard
  4. Tim Bollerslev
  5. Eugene F. Fama
  6. Jeff Fleming
  7. Francis X. Diebold
  8. Kenneth R. French

Who trusts B. Y. Zhang overall

  1. P. R. Hansen
  2. Asger Lunde

Papers from B. Y. Zhang's perspective

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

  1. Estimating quadratic variation using realized variance
  2. The distribution of realized stock return volatility
  3. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  4. The Distribution of Realized Exchange Rate Volatility
  5. Common risk factors in the returns on stocks and bonds
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?
  8. The economic value of volatility timing using “realized” volatility ☆
  9. Consistent High-precision Volatility from High-frequency Data
  10. Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (Journal of Political Economy)

Their papers