Jiling Cao : Citation Profile


Are you Jiling Cao?

4

H index

3

i10 index

59

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 5
   Journals where Jiling Cao has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 9 (13.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca805
   Updated: 2022-05-14    RAS profile: 2021-10-22    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jiling Cao.

Is cited by:

Bhowmik, Anuj (16)

Graziano, Maria (10)

Pesce, Marialaura (5)

Moreno-García, Emma (3)

Hervés-Beloso, Carlos (3)

Basile, Achille (1)

Drakos, Konstantinos (1)

Huang, Zhuo (1)

Mora-Valencia, Andrés (1)

Anastasiou, Dimitris (1)

ALShubiri, faris (1)

Cites to:

Hervés-Beloso, Carlos (12)

Moreno-García, Emma (11)

Pesce, Marialaura (11)

Moreno, Diego (9)

Carr, Peter (8)

Wu, Liuren (7)

Bhowmik, Anuj (7)

Wright, Randall (7)

Vind, Karl (6)

Williamson, Stephen (5)

AMIR, Rabah (5)

Main data


Where Jiling Cao has published?


Journals with more than one article published# docs
Journal of Mathematical Economics3
Journal of Futures Markets3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Papers / arXiv.org3

Recent works citing Jiling Cao (2021 and 2020)


YearTitle of citing document
2021Skew index: Descriptive analysis, predictive power, and short-term forecast. (2021). Mora-Valencia, Andrés ; Vanegas, Esteban ; Rodriguez-Raga, Santiago . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302370.

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2021European depositors’ behavior and crisis sentiment. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:117-136.

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2021Time-varying uncertainty and variance risk premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000471.

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2021Financial deepening indicators and income inequality of OECD and ASIAN countries. (2021). ALShubiri, faris. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000165.

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2020Pricing generalized variance swaps under the Heston model with stochastic interest rates. (2020). Kim, Jeong-Hoon. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:168:y:2020:i:c:p:1-27.

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2022Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach. (2022). Kim, Jeong-Hoon ; Seo, Jun-Ho. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:192:y:2022:i:c:p:303-320.

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2021Variance and volatility swaps valuations with the stochastic liquidity risk. (2021). Huang, Nan-Jing ; Kang, Jian-Hao ; Yang, Ben-Zhang ; Xu, De-Xuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309778.

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2020A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility. (2020). Pesce, Marialaura ; Yannelis, Nicholas C ; Castro, Luciano I. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:1:d:10.1007_s10436-019-00349-w.

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2021Variance Swaps with Deterministic and Stochastic Correlations. (2021). Kim, See-Woo ; Han, Ah-Reum. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10002-8.

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2021A Concept of Envy towards Coalitions. (2021). Donnini, Chiara ; Pesce, Marialaura. In: CSEF Working Papers. RePEc:sef:csefwp:624.

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2021VIX term structure: The role of jump propagation risks. (2021). Chen, JI ; Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:785-810.

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2021Pricing VIX options with realized volatility. (2021). Huang, Zhuo ; Tong, Chen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1180-1200.

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2022Pricing VXX options by modeling VIX directly. (2022). Zhang, Jin E ; Lin, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:888-922.

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Works by Jiling Cao:


YearTitleTypeCited
2016Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching In: Papers.
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2018Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching.(2018) In: Methodology and Computing in Applied Probability.
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This paper has another version. Agregated cites: 0
article
2020Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure In: Papers.
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paper2
2017Ex-post core, fine core and rational expectations equilibrium allocations In: Papers.
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paper0
2018Ex-post core, fine core and rational expectations equilibrium allocations.(2018) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 0
article
2016Pricing variance swaps under stochastic volatility and stochastic interest rate In: Applied Mathematics and Computation.
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article8
2014Strategic real options with stochastic volatility in a duopoly model In: Chaos, Solitons & Fractals.
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article1
2013Strategic real options with stochastic volatility in a duopoly model.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2020Rough stochastic elasticity of variance and option pricing In: Finance Research Letters.
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article1
2020Monetary policy and financial economic growth In: The Journal of Economic Asymmetries.
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article1
2012Blocking efficiency in an economy with asymmetric information In: Journal of Mathematical Economics.
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article14
2013Robust efficiency in mixed economies with asymmetric information In: Journal of Mathematical Economics.
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article13
2013Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market In: Discrete Dynamics in Nature and Society.
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article0
2011On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces In: MPRA Paper.
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paper10
2013On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces.(2013) In: Economic Theory.
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This paper has another version. Agregated cites: 10
article
2011Infinite dimensional mixed economies with asymmetric information In: MPRA Paper.
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paper0
2015Rational Expectations Equilibria: Existence and Representation In: MPRA Paper.
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paper3
2016Rational expectations equilibria: existence and representation.(2016) In: Economic Theory Bulletin.
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This paper has another version. Agregated cites: 3
article
2020Pricing VIX derivatives with infinite?activity jumps In: Journal of Futures Markets.
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article1
2020Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices In: Journal of Futures Markets.
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article4
2021Specification analysis of VXX option pricing models under Lévy processes In: Journal of Futures Markets.
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article1

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