Xiaoming Li

Economics and Econometrics · with Gao · 2015–2017

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaoming Li trusts overall

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

  1. Robert F. Engle
  2. Robert A. Connolly
  3. Kevin Sheppard
  4. Chris Stivers
  5. Valentina Colombo
  6. Licheng Sun
  7. Ľuboš Pástor
  8. P. Jones
  9. Stefan Klößner
  10. Lilia Karnizova

Papers from Xiaoming Li's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  3. Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
  4. Generalized autoregressive conditional heteroskedasticity
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Measuring Economic Policy Uncertainty
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A test for constant correlations in a multivariate GARCH model
  9. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  10. A Reality Check for Data Snooping

Their papers