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Zhuanxin Ding · Study
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Author
Zhuanxin Ding
5 works
· latest 2010
· 1 institutions
cluster: provisional
ORCID 0000-0002-8518-6339
Works
5 shown
A Long Memory Property of Stock Market Returns and a New Model
Cambridge University Press eBooks
·
2010
·
3 authors
·
chapter
981
citations
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
Faculty Digital Archive (New York University Florence)
·
2001
·
2 authors
·
report
·
Open access
248
citations
Modeling volatility persistence of speculative returns: A new approach
Journal of Econometrics
·
1996
·
2 authors
818
citations
Varieties of long memory models
Journal of Econometrics
·
1996
·
2 authors
425
citations
A long memory property of stock market returns and a new model
Journal of Empirical Finance
·
1993
·
3 authors
3,257
citations