Gangjin Wang

Economics and Econometrics · 2013–2020

A researcher in the Science corpus: 9 papers; trusts 64 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Gangjin Wang trusts overall

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

  1. Vladimir Boginski
  2. Jukka-Pekka Onnela
  3. Yongmiao Hong
  4. Boris Podobnik
  5. Wei‐Xing Zhou
  6. Joseph B. Kruskal
  7. Michele Tumminello
  8. Francis X. Diebold
  9. H. Eugene Stanley
  10. L. Laloux

Who trusts Gangjin Wang overall

  1. Lennart Ante
  2. Chi Xie

Papers from Gangjin Wang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Collective dynamics of ‘small-world’ networks
  3. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  4. Investigating causal relations by econometric models and cross-spectral methods
  5. Statistical analysis of financial networks (Computational Statistics & Data Analysis)
  6. Dynamics of market correlations: taxonomy and portfolio analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  7. A tool for filtering information in complex systems. (Proceedings of the National Academy of Sciences of the United States of America)
  8. Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)

Their papers