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Zhuanxin Ding | Researchclopedia

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Zhuanxin Ding

Risk Engineering (Bulgaria)ORCID

23

Works

6,280

Citations

13

h-index

13

i10-index

Research Topics

Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Market Dynamics and Volatility

Affiliations

University of North Carolina at Chapel Hill2010–2010

Russell Group2001–2001

University of California, San Diego1993–1999

Zhen Ding Technology (Taiwan)2002–2002

SV Health Investors (United States)2020–2020

Top Works

A long memory property of stock market returns and a new model

Zhuanxin Ding,Clive W. J. Granger,et al.

19933,278 citations

Financial Markets and Investment Strategies

Monetary Policy and Economic Impact

A Long Memory Property of Stock Market Returns and a New Model

Zhuanxin Ding,Robert F. Engle,et al.

2010994 citations

Modeling volatility persistence of speculative returns: A new approach

Zhuanxin Ding,Clive W. J. Granger

1996828 citations

Varieties of long memory models

Clive W. J. Granger,Zhuanxin Ding

1996443 citations

Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

Zhuanxin Ding,Robert F. Engle

2001258 citations

A Long Memory Property of Stock Market Returns and a New Model

2008140 citations

Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets

Clive W. J. Granger,Zhuanxin Ding

199972 citations

Time series analysis of speculative returns

199468 citations

STYLIZED FACTS ON THE TEMPORAL AND DISTRIBUTIONAL PROPERTIES OF ABSOLUTE RETURNS: AN UPDATE

Clive W. J. Granger,Scott A. Spear,et al.

200051 citations