Mingmian Cheng : Citation Profile


Are you Mingmian Cheng?

Sun Yat-Sen University

1

H index

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i10 index

7

Citations

RESEARCH PRODUCTION:

2

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: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1977
   Updated: 2024-12-03    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)

Skintzi, Vasiliki (1)

Cites to:

Corsi, Fulvio (8)

Swanson, Norman (7)

Bollerslev, Tim (7)

Ait-Sahalia, Yacine (7)

RenĂ², Roberto (7)

Andersen, Torben (6)

Meddahi, Nour (5)

Diebold, Francis (4)

Bai, Jushan (4)

Pirino, Davide (4)

Ng, Serena (4)

Main data


Where Mingmian Cheng has published?


Recent works citing Mingmian Cheng (2024 and 2023)


YearTitle of citing document
2024Do 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.

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2023Stock 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.

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2023Are 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.

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2023Which 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.

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Works by Mingmian Cheng:


YearTitleTypeCited
2021Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article6
2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team