Yaw‐Huei Wang

Finance · 2006–2008

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Yaw‐Huei Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew J. Patton
  2. Robert F. Engle
  3. Lingfang Hu
  4. Roger B. Nelsen
  5. Jeremy Berkowitz
  6. Whitney K. Newey
  7. Monica Billio
  8. Ser-Huang Poon
  9. Söhnke M. Bartram

Who trusts Yaw‐Huei Wang overall

  1. Frankie Chau
  2. Andrew J. Patton
  3. Rataporn Deesomsak
  4. N. Mylonidis
  5. Haritha P H

Papers from Yaw‐Huei Wang's perspective

Ordered by how strongly the researchers Yaw‐Huei Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Extreme Correlation of International Equity Markets
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. On Default Correlation: A Copula Function Approach
  4. Large sample estimation and hypothesis testing
  5. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  6. An Introduction to Copulas
  7. Returns synchronization and daily correlation dynamics between international stock markets
  8. Testing Density Forecasts, With Applications to Risk Management
  9. The Copula-GARCH model of conditional dependencies: An international stock market application
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers