Citation profile for Mingmian Cheng

Mingmian Cheng : Citation Profile

Sun Yat-Sen University

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 1
   Journals where Mingmian Cheng has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1977
   Updated: 2023-03-25    RAS profile: 2021-09-05
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Swanson, Norman (2)

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

Is cited by:

Cites to:

Corsi, Fulvio (8)

Bollerslev, Tim (7)

Ait-Sahalia, Yacine (7)

Swanson, Norman (7)

Renò, Roberto (7)

Andersen, Torben (6)

Meddahi, Nour (5)

Bai, Jushan (4)

Ng, Serena (4)

Pirino, Davide (4)

Diebold, Francis (4)

Main data

Where Mingmian Cheng has published?

Recent works citing Mingmian Cheng (2022 and 2021)

Year	Title of citing document
2022	Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141. Full description at Econpapers \|\| Download paper
2021	Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402. Full description at Econpapers \|\| Download paper

Works by Mingmian Cheng:

Year	Title	Type	Cited
2021	Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	1
2019	Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics. [Full Text][Citation analysis]	article	1