Yi-Hsien Wang

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Yi-Hsien Wang trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Min Qi
  4. Steven Heston
  5. Spyros Makridakis
  6. Daniel B. Nelson
  7. Guoqiang Peter Zhang
  8. Lawrence R. Glosten
  9. Ole E. Barndorff-Nielsen
  10. Torben G. Andersen

Who trusts Yi-Hsien Wang overall

  1. Arash Bahrammirzaee
  2. Mingyue Qiu
  3. Shang-Ling Ou

Papers from Yi-Hsien Wang's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Closed-Form GARCH Option Valuation Model
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. The Pricing of Options and Corporate Liabilities
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Accuracy measures: theoretical and practical concerns☆
  8. Nonlinear Predictability of Stock Returns Using Financial and Economic Variables
  9. A Reality Check for Data Snooping
  10. Time series forecasting with neural network ensembles: an application for exchange rate prediction

Their papers