Shijie Deng

Finance · 2006–2010

A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Shijie Deng trusts overall

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

  1. D. W. Bunn
  2. Francis A. Longstaff
  3. Christopher R. Knittel
  4. Tomas Björk
  5. Andrew C. Worthington
  6. Robert F. Engle
  7. Tim Bollerslev
  8. Art B. Owen
  9. Kevin Dowd
  10. Ashley Wang

Who trusts Shijie Deng overall

  1. Nina Lange
  2. M. Nieto

Papers from Shijie Deng's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Pricing of Options and Corporate Liabilities
  3. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
  4. Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114
  5. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Equilibrium Forward Curves for Commodities
  8. Energy Derivatives: Pricing and Risk Management
  9. Measuring Market Risk
  10. Empirical Likelihood Ratio Confidence Regions

Their papers