Dengshi Huang

Economics and Econometrics · 2010–2018

A researcher in the Science corpus: 7 papers; trusts 39 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Dengshi Huang trusts overall

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

  1. Yudong Wang
  2. Torben G. Andersen
  3. Ole E. Barndorff-Nielsen
  4. Tim Bollerslev
  5. Perry Sadorsky
  6. Paolo Agnolucci
  7. Chin Wen Cheong
  8. Geert Bekaert
  9. Andrew J. Patton
  10. Yu Wei

Who trusts Dengshi Huang overall

  1. Yue‐Jun Zhang
  2. Feng Ma
  3. Yu Wei
  4. Chao Liang
  5. Jing Liu
  6. Stavros Degiannakis *

Papers from Dengshi Huang's perspective

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

  1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. Power and bipower variation with stochastic volatility and jumps
  4. Extreme Correlation of International Equity Markets
  5. Generalized autoregressive conditional heteroskedasticity
  6. The Impact of Oil Price Shocks on the U.S. Stock Market
  7. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
  8. Measuring Downside Risk - Realised Semivariance
  9. Risk factors in stock returns of Canadian oil and gas companies
  10. No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications

Their papers