Chih-Ping Tseng

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Chih-Ping Tseng trusts overall

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

  1. Lingfang Hu
  2. Andrew J. Patton
  3. Söhnke M. Bartram

Papers from Chih-Ping Tseng's perspective

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

  1. An Introduction to Copulas
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Dependence patterns across financial markets: a mixed copula approach
  4. The Euro and European Financial Market Dependence
  5. Copula Methods in Finance: Cherubini/Copula
  6. Extreme Correlation of International Equity Markets
  7. On Default Correlation: A Copula Function Approach
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers