W. Chan
Economics and Econometrics · with Le · 2002–2019
A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 15 citations into it; #4,762 of 23,481 by trust here, #8,678 by citations
- Finance — 7 citations into it; #2,525 of 10,518 by trust here, #3,946 by citations
- Management Science and Operations Research — 5 citations into it; #7,747 of 11,946 by trust here, #9,383 by citations
Whom W. Chan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David S. Bates
- Tim Bollerslev
- James D. Hamilton
- G. Hajargasht
- Necmi Kemal Avkiran
- Jerry G. Thursby
- Ò. Jordà
- Malcolm Abbott
- Torben G. Andersen
- A. H. Dyhrberg
Who trusts W. Chan overall
- Torben G. Andersen
- Jun Yu
- John M. Maheu
- Tim Bollerslev
- Kris Boudt
- Tommaso Agasisti
- Thomas H. McCurdy
- Vivek Bhattacharya
- W. Wong
- Jón Dańıelsson
Papers from W. Chan's perspective
Ordered by how strongly the researchers W. Chan trusts endorse each paper. Same corpus, a different order for every researcher.
- Post-'87 crash fears in the S&P 500 futures option market
- Generalized autoregressive conditional heteroskedasticity
- An empirical investigation of continuous-time equity return models
- The efficiency of Australian universities: a data envelopment analysis
- An Empirical Survey of Frontier Efficiency Measurement Techniques in Education
- A Model for the Federal Funds Rate Target
- What Do We Say about Ourselves and What Does It Mean? Yet Another Look at Economics Department Research
- INVESTIGATING TECHNICAL AND SCALE EFFICIENCIES OF AUSTRALIAN UNIVERSITIES THROUGH DATA ENVELOPMENT ANALYSIS
- Centre for Efficiency and Productivity Analysis
- The Behavior of Stock-Market Prices
Their papers
- Conditional Jump Dynamics in Stock Market Returns (2002) — 368 citations
- University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non‐stochastic Methods (2006) — 154 citations
- Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin (2019) — 138 citations