Institution: Peking University
Primary Field: General (weighted toward more recent publications)
Homepage: http://www.nsd.edu.cn/cn/article.asp?articleid=14339
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 1.01 | 0.00 | 0.00 | 2.93 |
| All Time | 0.00 | 1.01 | 0.67 | 0.00 | 4.27 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options | Applied Economics | C | 3 |
| 2018 | The spillover of macroeconomic uncertainty between the U.S. and China | Economics Letters | C | 4 |
| 2016 | Exponential GARCH Modeling With Realized Measures of Volatility | Journal of Business & Economic Statistics | A | 2 |
| 2016 | Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model | Economic Modeling | C | 3 |
| 2015 | Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? | Economic Modeling | C | 3 |
| 2014 | Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model | Economics Letters | C | 3 |
| 2012 | Realized GARCH: a joint model for returns and realized measures of volatility | Journal of Applied Econometrics | B | 3 |