Christine X. Jiang

2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Christine X. Jiang trusts overall

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

  1. Tim Bollerslev
  2. Ronald J. Balvers

Who trusts Christine X. Jiang overall

  1. Antonios Siganos
  2. Jiahong Li

Papers from Christine X. Jiang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Behavior of Stock-Market Prices
  3. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. Separating Microstructure Noise from Volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The Pricing of Options and Corporate Liabilities
  9. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers