Bangzheng Zhang

Economics and Econometrics · 2014

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 47 citations into it
• Statistical and Nonlinear Physics — 20 citations into it

Whom Bangzheng Zhang trusts overall

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

1. Wei‐Xing Zhou
2. Yudong Wang

Who trusts Bangzheng Zhang overall

1. Kjersti Aas

Papers from Bangzheng Zhang's perspective

Ordered by how strongly the researchers Bangzheng Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Vines: A new graphical model for dependent random variables
4. Pair-copula constructions of multiple dependence
5. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
6. The t Copula and Related Copulas
7. Fonctions de repartition a n dimensions et leurs marges
8. Extreme Correlation of International Equity Markets
9. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
10. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series

Their papers

• Forecasting VaR and ES of stock index portfolio: A Vine copula method (2014) — 56 citations
• Multifractal detrended cross-correlation analysis of carbon and crude oil markets (2014) — 76 citations