Youngjae Chang

Econometric Theory · 2000–2005

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Youngjae Chang trusts overall

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

  1. Qi Li
  2. Whitney K. Newey
  3. Robert F. Engle
  4. Tim Bollerslev
  5. Daniel B. Nelson

Who trusts Youngjae Chang overall

  1. Tracy L. Regan

Papers from Youngjae Chang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. The asymptotic variance of semiparametric estimators
  4. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  5. On Estimating the Expected Return on the Market: An Exploratory Investigation
  6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  9. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  10. Stock Returns and Volatility on China's Stock Markets

Their papers