Fengping Tian

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Fengping Tian trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. P. R. Hansen
  3. Torben G. Andersen
  4. N. Shephard
  5. Tim Bollerslev
  6. Robert F. Engle
  7. Fulvio Corsi
  8. Lan Zhang
  9. Asger Lunde

Papers from Fengping Tian's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Separating Microstructure Noise from Volatility
  4. A Simple Long Memory Model of Realized Volatility
  5. The distribution of realized stock return volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  10. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes

Their papers