Mingchih Lee

Economics and Econometrics · 2008–2009

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it; #13,560 of 23,481 by trust here, #7,434 by citations
• Finance — 8 citations into it; #8,539 of 10,518 by trust here, #7,575 by citations

Whom Mingchih Lee trusts overall

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

1. Robert F. Engle
2. Monica Billio
3. J. Cabedo
4. P. Giot
5. Perry Sadorsky
6. Juri Marcucci
7. Tim Bollerslev

Who trusts Mingchih Lee overall

1. Limin Du

Papers from Mingchih Lee's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Value-at-Risk: a multivariate switching regime approach
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
5. Value-at-Risk for long and short trading positions
6. Modelling daily value-at-risk using realized volatility and arch type models
7. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
8. Value at Risk: The New Benchmark for Managing Financial Risk
9. Selection of Value-at-Risk models
10. Socio-economic drivers in implementing bioenergy projects

Their papers

• Estimation of value-at-risk for energy commodities via fat-tailed GARCH models (2008) — 190 citations
• Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countries (2009) — 249 citations
• Forecasting China Stock Markets Volatility via GARCH Models under Skewed-GED Distribution, Journal of Money (2009) — 58 citations