Ching-Chih Lu

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ching-Chih Lu trusts overall

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

  1. Andrew J. Patton
  2. Lingfang Hu
  3. Rustam Ibragimov
  4. Xiaohong Chen
  5. Alexandra Dias
  6. Laura L. Veldkamp
  7. Paul Embrechts

Papers from Ching-Chih Lu's perspective

Ordered by how strongly the researchers Ching-Chih Lu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  2. Dependence patterns across financial markets: a mixed copula approach
  3. Dynamic copula models for multivariate high-frequency data in finance
  4. An Introduction to Copulas
  5. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
  6. Nondiversification Traps in Catastrophe Insurance Markets
  7. Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series
  8. Extreme value theory : an introduction
  9. Information Markets and the Comovement of Asset Prices
  10. Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation

Their papers