Citation profile for Mingmian Cheng

Mingmian Cheng : Citation Profile

Sun Yat-Sen University

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 3
   Journals where Mingmian Cheng has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1977
   Updated: 2024-11-08    RAS profile: 2021-09-05
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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:

Demirer, Riza (1)

Cites to:

Corsi, Fulvio (8)

Bollerslev, Tim (7)

Renò, Roberto (7)

Ait-Sahalia, Yacine (7)

Swanson, Norman (7)

Andersen, Torben (6)

Meddahi, Nour (5)

Bai, Jushan (4)

Pirino, Davide (4)

Ng, Serena (4)

Diebold, Francis (4)

Main data

Where Mingmian Cheng has published?

Recent works citing Mingmian Cheng (2024 and 2023)

Year	Title of citing document
2024	Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers \|\| Download paper
2023	Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers \|\| Download paper
2023	Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers \|\| Download paper
2023	Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. 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	5
2019	Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics. [Full Text][Citation analysis]	article	1