Changli He

Finance · 2002–2004

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #3,474 of 10,518 by trust here, #4,858 by citations
• Economics and Econometrics — 5 citations into it; #9,401 of 23,481 by trust here, #17,346 by citations

Whom Changli He trusts overall

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

1. Tim Bollerslev
2. Robert F. Engle
3. S. Ling
4. Y. Tse
5. Daniel B. Nelson
6. M. Carrasco
7. Michael Mcaleer

Who trusts Changli He overall

1. Timo Teräsvirta
2. Christian Francq
3. D. Almeida
4. Jean-Michel Zakoian
5. Elie Bouri
6. Olivier Wintenberger
7. Annastiina Silvennoinen
8. Luiz Koodi Hotta
9. Esther Ruiz
10. Mahamitra Das

Papers from Changli He's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
4. Dynamic Conditional Correlation
5. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. Separating Microstructure Noise from Volatility
10. Semiparametric ARCH models

Their papers

• AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (2004) — 94 citations
• MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (2002) — 96 citations