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Details about Xin Jin

E-mail:
Workplace:School of Economics, Shanghai University of Finance and Economics, (more information at EDIRC)

Access statistics for papers by Xin Jin.

Last updated 2014-12-09. Update your information in the RePEc Author Service.

Short-id: pji165


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Working Papers

2014

  1. Bayesian Semiparametric Modeling of Realized Covariance Matrices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (1)
  2. Modeling Covariance Breakdowns in Multivariate GARCH
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Modelling Realized Covariances and Returns
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (10)
    Also in Working Papers, University of Toronto, Department of Economics (2010) Downloads View citations (12)
    Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads

    See also Journal Article in The Journal of Financial Econometrics (2013)

2009

  1. Modelling Realized Covariances
    Working Papers, University of Toronto, Department of Economics Downloads View citations (4)

Journal Articles

2013

  1. Modeling Realized Covariances and Returns
    The Journal of Financial Econometrics, 2013, 11, (2), 335-369 Downloads View citations (46)
    See also Working Paper (2012)
 
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