Tao Wang

Finance · with Duan · 2003–2012

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #6,071 of 10,518 by trust here, #4,858 by citations
• Accounting — 11 citations into it; #7,185 of 8,970 by trust here, #8,191 by citations
• Economics and Econometrics — 9 citations into it; #17,288 of 23,481 by trust here, #14,051 by citations

Whom Tao Wang trusts overall

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

1. Torben G. Andersen
2. Ole E. Barndorff-Nielsen
3. Tim Bollerslev
4. Samuel H. Cox
5. N. Shephard
6. Francis X. Diebold
7. Sreedhar T. Bharath
8. Darrell Duffie
9. R. C. Merton
10. H. Pedersen

Who trusts Tao Wang overall

1. Torben G. Andersen
2. Aurélien Leroy

Papers from Tao Wang's perspective

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

1. MODELING AND FORECASTING REALIZED VOLATILITY
2. The distribution of realized stock return volatility
3. The Distribution of Realized Exchange Rate Volatility
4. Multi-Period Corporate Default Prediction With Stochastic Covariates
5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
6. On Estimating the Expected Return on the Market: An Exploratory Investigation
7. Forecasting Default with the Merton Distance to Default Model
8. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
9. Catastrophe Risk Bonds
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Realized volatility in the futures markets (2003) — 139 citations
• Multiperiod Corporate Default Prediction - A Forward Intensity Approach (2012) — 330 citations
• Catastrophe options with stochastic interest rates and compound Poisson losses (2006) — 108 citations