Fangfang Wang

Finance · 2009–2014

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it
• Economics and Econometrics — 20 citations into it
• Statistics and Probability — 13 citations into it

Whom Fangfang Wang trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Christian Francq
4. R. C. Merton
5. José Gonzalo Rangel
6. Eric Ghysels
7. Lieven Baele
8. Jean-Michel Zakoian
9. Eugene Seneta
10. Geert Bekaert

Who trusts Fangfang Wang overall

1. Christian Conrad
2. T. Walther

Papers from Fangfang Wang's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. The Determinants of Stock and Bond Return Comovements
4. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
5. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
6. Statistical inference for time-varying ARCH processes
7. On Estimating the Expected Return on the Market: An Exploratory Investigation
8. GARCH Models
9. Asymptotic theory for multivariate GARCH processes
10. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Their papers

• ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (2014) — 56 citations
• The Normal Inverse Gaussian Distribution and the Pricing of Derivatives (2009) — 82 citations