News—good or bad—and its impact on volatility predictions over multiple horizons X Chen, E Ghysels The Review of Financial Studies 24 (1), 46-81, 2011 | 323 | 2011 |
Comparison of the group-buying auction and the fixed pricing mechanism J Chen, X Chen, X Song Decision Support Systems 43 (2), 445-459, 2007 | 224 | 2007 |
Should we collude? Analyzing the benefits of bidder cooperation in online group-buying auctions J Chen, X Chen, RJ Kauffman, X Song Electronic Commerce Research and Applications 8 (4), 191-202, 2009 | 150 | 2009 |
Bidder's strategy under group-buying auction on the Internet J Chen, X Chen, X Song IEEE Transactions on Systems, Man, and Cybernetics-Part A: Systems and …, 2002 | 145 | 2002 |
Hybrid-garch: A generic class of models for volatility predictions using high frequency data X Chen, E Ghysels, F Wang Statistica Sinica, 759-786, 2015 | 30 | 2015 |
Cooperation in group-buying auctions J Chen, X Chen, RJ Kauffman, X Song Proceedings of the 39th Annual Hawaii International Conference on System …, 2006 | 23 | 2006 |
HYBRID GARCH models and intra-daily return periodicity X Chen, E Ghysels, F Wang Journal of Time Series Econometrics 3 (1), 2011 | 22 | 2011 |
Techniques to perform curve fitting for statistical tests X Chen, MR Little US Patent App. 14/270,806, 2017 | 21 | 2017 |
News-good or bad-and its impact over multiple horizons X Chen, E Ghysels Available at SSRN 998209, 2007 | 17 | 2007 |
Techniques to manage virtual classes for statistical tests X Chen, MR Little US Patent 9,798,575, 2017 | 16 | 2017 |
News-good or bad-and its impact on predicting future volatility X Chen, E Ghysels Review of Financial Studies (forthcoming), 2009 | 16 | 2009 |
Techniques to simulate statistical tests X Chen, MR Little US Patent 9,208,131, 2015 | 14 | 2015 |
The HYBRID GARCH class of models X Chen, E Ghysels, F Wang working paper, 2009 | 11 | 2009 |
Techniques to perform interpolation for statistical tests X Chen, MR Little US Patent App. 14/270,825, 2015 | 7 | 2015 |
On the role of intra-daily seasonality in HYBRID GARCH models X Chen, E Ghysels, F Wang Discussion Paper UIC and UNC, 2009 | 7 | 2009 |
Techniques to perform data reduction for statistical tests X Chen, MR Little US Patent App. 14/270,748, 2015 | 5 | 2015 |
Techniques to provide significance for statistical tests X Chen, MR Little US Patent App. 14/270,837, 2015 | 5 | 2015 |
The class of hybrid-garch models X Chen, E Ghysels, F Wang Technical report, Discussion Paper UNC, 2009 | 2 | 2009 |
Auction theory and auction online J Chen, X Chen, X Song Beijing, China: Tsinghua University Press, 2005 | 2 | 2005 |
Directed acyclic graph machine learning system X Chen, T Huang, J Chvosta US Patent 11,443,198, 2022 | 1 | 2022 |