Jiling Cao : Citation Profile


Are you Jiling Cao?

5

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 7
   Journals where Jiling Cao has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 9 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca805
   Updated: 2024-01-16    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 (23)

Graziano, Maria (10)

Pesce, Marialaura (5)

Hervés-Beloso, Carlos (3)

Moreno-García, Emma (3)

Jamasb, Tooraj (1)

Xia, Weixuan (1)

Huang, Zhuo (1)

ALShubiri, faris (1)

Wang, Tianyi (1)

Anastasiou, Dimitris (1)

Cites to:

Hervés-Beloso, Carlos (14)

Moreno-García, Emma (13)

Pesce, Marialaura (11)

Moreno, Diego (10)

Wu, Liuren (9)

Bhowmik, Anuj (8)

Wright, Randall (7)

Martins-da-Rocha, V. Filipe (5)

Siu, Tak Kuen (5)

Williamson, Stephen (5)

Singleton, Kenneth (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 (2024 and 2023)


YearTitle of citing document
2023Fairness 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.

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2023Forecasting 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.

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2023.

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2023A Concept of Envy towards Coalitions. (2021). Donnini, Chiara ; Pesce, Marialaura. In: CSEF Working Papers. RePEc:sef:csefwp:624.

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2023The 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.

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2023Analytically 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.

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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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paper2
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 nother version. Agregated cites: 2
article
2020Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure In: Papers.
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paper3
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 nother version. Agregated cites: 0
article
2016Pricing variance swaps under stochastic volatility and stochastic interest rate In: Applied Mathematics and Computation.
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article9
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 nother version. Agregated cites: 1
paper
2020Rough stochastic elasticity of variance and option pricing In: Finance Research Letters.
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article2
2020Monetary policy and financial economic growth In: The Journal of Economic Asymmetries.
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article3
2012Blocking efficiency in an economy with asymmetric information In: Journal of Mathematical Economics.
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article17
2013Robust efficiency in mixed economies with asymmetric information In: Journal of Mathematical Economics.
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article15
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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paper12
2013On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces.(2013) In: Economic Theory.
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This paper has nother version. Agregated cites: 12
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 nother version. Agregated cites: 3
article
2020Pricing VIX derivatives with infinite?activity jumps In: Journal of Futures Markets.
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article4
2020Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices In: Journal of Futures Markets.
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article6
2021Specification analysis of VXX option pricing models under Lévy processes In: Journal of Futures Markets.
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article1

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