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
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Journal Articles
Working Papers
2014
- Bayesian Semiparametric Modeling of Realized Covariance Matrices
MPRA Paper, University Library of Munich, Germany
View citations (1)
Also in Working Paper series, Rimini Centre for Economic Analysis (2014)
View citations (1)
- Modeling Covariance Breakdowns in Multivariate GARCH
MPRA Paper, University Library of Munich, Germany
2012
- 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 (12)
Working Paper series, Rimini Centre for Economic Analysis (2011) 
See also Journal Article in The Journal of Financial Econometrics (2013)
2009
- Modelling Realized Covariances
Working Papers, University of Toronto, Department of Economics
View citations (4)
Journal Articles
2013
- Modeling Realized Covariances and Returns
The Journal of Financial Econometrics, 2013, 11, (2), 335-369
View citations (46)
See also Working Paper (2012)