Chun-Pin Hsu

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Chun-Pin Hsu trusts overall

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

  1. Robert F. Engle
  2. Umberto Cherubini
  3. Alexander J. McNeil
  4. Alexandra Dias
  5. Elisa Luciano
  6. Paul Embrechts
  7. Andrew J. Patton
  8. F. Longin
  9. Rüdiger Frey
  10. Riccardo Colacito

Papers from Chun-Pin Hsu's perspective

Ordered by how strongly the researchers Chun-Pin Hsu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Extreme Correlation of International Equity Markets
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  4. Testing and Valuing Dynamic Correlations for Asset Allocation
  5. Dynamic Conditional Correlation
  6. The Copula-GARCH model of conditional dependencies: An international stock market application
  7. Asymmetric Correlations of Equity Portfolios
  8. Estimation of Copula-Based Semiparametric Time Series Models
  9. Dynamic copula models for multivariate high-frequency data in finance
  10. Generalized autoregressive conditional heteroskedasticity

Their papers