Wei Sun
Strategy and Management · with 3 · 2008–2015
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Strategy and Management — 32 citations into it
- Finance — 22 citations into it; #10,505 of 10,518 by trust here, #8,598 by citations
- Economics and Econometrics — 21 citations into it; #23,432 of 23,481 by trust here, #20,008 by citations
- Marketing — 15 citations into it
Whom Wei Sun trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Svetlozar T. Rachev
- Stefan Mittnik
- Ole E. Barndorff-Nielsen
- Paul Embrechts
- Yongmiao Hong
- Robert F. Engle
- Andrew Ang
- Tim Bollerslev
- Torben G. Andersen
- Gennady Samorodnitsky
Who trusts Wei Sun overall
Papers from Wei Sun's perspective
Ordered by how strongly the researchers Wei Sun trusts endorse each paper. Same corpus, a different order for every researcher.
- The distribution of realized stock return volatility
- Generalized autoregressive conditional heteroskedasticity
- Asymmetric Correlations of Equity Portfolios
- Processes of normal inverse Gaussian type
- The Variance Gamma (V.G.) Model for Share Market Returns
- Dependence patterns across financial markets: a mixed copula approach
- Beyond Correlation: Extreme Co-movements Between Financial Assets
- Lévy Processes in Finance: Pricing Financial Derivatives
- Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
- Handbook of heavy tailed distributions in finance
Their papers
- A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence (2009) — 62 citations
- Strategic flexibility, green management, and firm competitiveness in an emerging economy (2015) — 133 citations
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (2008) — 58 citations