Citation profile for Jiling Cao

Jiling Cao : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 8
   Journals where Jiling Cao has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (8.89 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca805
   Updated: 2024-12-03    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 (6)

Moreno-García, Emma (3)

Hervés-Beloso, Carlos (3)

ALShubiri, faris (2)

Guidolin, Massimo (1)

Basile, Achille (1)

Mora-Valencia, Andrés (1)

Drakos, Konstantinos (1)

Anastasiou, Dimitris (1)

Cites to:

Hervés-Beloso, Carlos (14)

Moreno-García, Emma (13)

Pesce, Marialaura (11)

Moreno, Diego (10)

Bhowmik, Anuj (8)

Wu, Liuren (7)

Wright, Randall (7)

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

Williamson, Stephen (5)

Lambson, Val (5)

Siu, Tak Kuen (5)

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