Citation profile for Fei Chen

Fei Chen : Citation Profile

Harbin Institute of Technology

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 9
   Journals where Fei Chen has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2026
   Updated: 2024-11-08    RAS profile: 2023-03-16
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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 Fei Chen.

Is cited by:

Aldrich, Eric (3)

Baruník, Jozef (3)

Sosvilla-Rivero, Simon (2)

Hurvich, Clifford (2)

Pérez-Rodríguez, Jorge (2)

Renault, Eric (1)

Herrera, Rodrigo (1)

Francq, Christian (1)

Ekaputra, Irwan (1)

Franses, Philip Hans (1)

Dufays, Arnaud (1)

Cites to:

Main data

Where Fei Chen has published?

Recent works citing Fei Chen (2024 and 2023)

Year	Title of citing document
2023	A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers \|\| Download paper
2023	A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers \|\| Download paper
2023	Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8. Full description at Econpapers \|\| Download paper
2023	Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7. Full description at Econpapers \|\| Download paper

Works by Fei Chen:

Year	Title	Type	Cited
2012	A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities In: Working Papers. [Full Text][Citation analysis]	paper	36
2013	A Markov-switching multifractal inter-trade duration model, with application to US equities.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36	article
2012	A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36	paper
2012	A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities.(2012) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36	paper
2016	A simple IID test for autoregressive conditional duration models In: Applied Economics Letters. [Full Text][Citation analysis]	article	0