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Xin Jin

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This is information that was supplied by Xin Jin in registering through RePEc. If you are Xin Jin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Xin
Middle Name:
Last Name: Jin
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RePEc Short-ID: pji165

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Affiliation

School of Economics
Shanghai University of Finance and Economics
Location: Shanghai, China
Homepage: http://se.shufe.edu.cn/
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Handle: RePEc:edi:seshucn (more details at EDIRC)

Works

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Working papers

  1. Jin, Xin & Maheu, John M, 2014. "Modeling Covariance Breakdowns in Multivariate GARCH," MPRA Paper 55243, University Library of Munich, Germany.
  2. Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.
  3. Xin Jin & John M Maheu, 2009. "Modelling Realized Covariances," Working Papers tecipa-382, University of Toronto, Department of Economics.

Articles

  1. Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 335-369, March.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2009-11-14 2010-07-24 2014-04-18. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2009-11-14 2010-07-24 2012-07-08 2014-04-18. Author is listed
  3. NEP-FOR: Forecasting (4) 2009-11-14 2010-07-24 2011-01-30 2012-07-08. Author is listed
  4. NEP-ORE: Operations Research (1) 2014-04-18
  5. NEP-RMG: Risk Management (1) 2012-07-08

Statistics

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Co-authorship network on CollEc

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