Details about Xin Jin

Access statistics for papers by Xin Jin.

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

Short-id: pji165

Working Papers

2014

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

2012

3. Modelling Realized Covariances and Returns
   Working Paper series, Rimini Centre for Economic Analysis View citations (10)
   Also in Working Papers, University of Toronto, Department of Economics (2010) View citations (14)
   Working Paper series, Rimini Centre for Economic Analysis (2011)
   See also Journal Article Modeling Realized Covariances and Returns, Journal of Financial Econometrics, Oxford University Press (2013) View citations (48) (2013)

2009

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

Journal Articles

2013

1. Modeling Realized Covariances and Returns
   Journal of Financial Econometrics, 2013, 11, (2), 335-369 View citations (48)
   See also Working Paper Modelling Realized Covariances and Returns, Working Paper series (2012) View citations (10) (2012)