Zhuanxin Ding
2001
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Zhuanxin Ding trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Zhuanxin Ding overall
- Turan G. Bali
- Robert F. Engle
- Michael Mcaleer
- Manabu Asai
- Christian M. Hafner
- Xin Jin
- D. Almeida
- Drew D. Creal
- Philip Hans Franses
- John M. Maheu
Papers from Zhuanxin Ding's perspective
Ordered by how strongly the researchers Zhuanxin Ding trusts endorse each paper. Same corpus, a different order for every researcher.
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Generalized autoregressive conditional heteroskedasticity
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- A Closed-Form GARCH Option Valuation Model
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- The Specification of Conditional Expectations
- The stationary bootstrap
Their papers
- Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing (2001) — 277 citations