5
H index
5
i10 index
82
Citations
Jiling Cao : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2011 - 2021). 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:
| Cites to:
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Main data
Where Jiling Cao has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 3 |
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 4 |
| Papers / arXiv.org | 3 |
Recent works citing Jiling Cao (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fairness and formation rules of coalitions. (2023). Pesce, Marialaura ; Donnini, Chiara. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:4:p:933-960. Full description at Econpapers || Download paper |
| 2023 | Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578. Full description at Econpapers || Download paper |
| 2023 | Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing. (2023). Liu, Wenqiang ; Kim, Jeong-Hoon ; Cao, Jiling ; Zhang, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007468. Full description at Econpapers || Download paper |
| 2024 | The VIXs term structure of individual active stocks. (2024). Shuval, Kerem ; Snunu, Iyad ; David, OR ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667. Full description at Econpapers || Download paper |
| 2023 | Competitive equilibria and robust efficiency with club goods. (2023). Kaur, Japneet ; Bhowmik, Anuj. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:108:y:2023:i:c:s0304406823000691. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A Concept of Envy towards Coalitions. (2021). Donnini, Chiara ; Pesce, Marialaura. In: CSEF Working Papers. RePEc:sef:csefwp:624. Full description at Econpapers || Download paper |
| 2023 | The financial access, ICT trade balance and dark and bright sides of digitalization nexus in OECD countries. (2023). Shah, Mahmood ; Khashab, Basel M ; Alshubiri, Faris ; Alraja, Mansour Naser. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00228-w. Full description at Econpapers || Download paper |
| 2023 | Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure. (2023). Lin, Sha ; He, Xinjiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:951-967. Full description at Econpapers || Download paper |
Works by Jiling Cao:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching.(2018) In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Ex-post core, fine core and rational expectations equilibrium allocations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Ex-post core, fine core and rational expectations equilibrium allocations.(2018) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Pricing variance swaps under stochastic volatility and stochastic interest rate In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 10 |
| 2014 | Strategic real options with stochastic volatility in a duopoly model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
| 2013 | Strategic real options with stochastic volatility in a duopoly model.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | Rough stochastic elasticity of variance and option pricing In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2020 | Monetary policy and financial economic growth In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 3 |
| 2012 | Blocking efficiency in an economy with asymmetric information In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 17 |
| 2013 | Robust efficiency in mixed economies with asymmetric information In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 16 |
| 2013 | Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
| 2013 | On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces.(2013) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2011 | Infinite dimensional mixed economies with asymmetric information In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Rational Expectations Equilibria: Existence and Representation In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Rational expectations equilibria: existence and representation.(2016) In: Economic Theory Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
| 2021 | Specification analysis of VXX option pricing models under Lévy processes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team