Kuang-hua Chen
Economics and Econometrics · 2007
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it; #13,993 of 23,481 by trust here, #14,051 by citations
- Finance — 6 citations into it; #6,474 of 10,518 by trust here, #5,728 by citations
Whom Kuang-hua Chen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Kuang-hua Chen overall
Papers from Kuang-hua Chen's perspective
Ordered by how strongly the researchers Kuang-hua Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Evaluating the hedging performance of the constant-correlation GARCH model
- The hedging performance of electricity futures on the Nordic power exchange
- Regime Switching for Dynamic Correlations
- Futures hedge ratios: a review
- A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
- Generalized autoregressive conditional heteroskedasticity
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- A test for constant correlations in a multivariate GARCH model