Concepedia

Zhuanxin Ding

ZD

11

Publications

5.1K

Citations

11

H-Index

1993

Active since

Affiliations

University of California San Diego(Current)

Tinbergen Institute

Zhuanxin Ding is an author at University of California San Diego specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingStatisticsFinancial EconomicsEconomicsEngineeringData ScienceEconometricsEconomic Analysis

Publications per year

1993–2017

11

Publications

11

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

Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle · Journal of Empirical Finance · 1993 · 3.3K citations

Empirical Finance, Economics, Financial Economics +8

Modeling volatility persistence of speculative returns: A new approach

Zhuanxin Ding, Clive W. J. Granger · Journal of Econometrics · 1996 · 828 citations

Volatility Persistence, Volatility Modeling, Financial Economics +5

Varieties of long memory models

Clive W. J. Granger, Zhuanxin Ding · Journal of Econometrics · 1996 · 443 citations

Storage (Memory), Memory System, Memory +3

Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

Zhuanxin Ding, Robert F. Engle · 2001 · 258 citations · Full text

Latent Modeling, Engineering, High-dimensional Method +14

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

Clive W. J. Granger, Zhuanxin Ding · SSRN Electronic Journal · 1999 · 72 citations · Full text

Volatility Modeling, Engineering, Absolute Return +16

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