Willa W. Chen

Finance · 2000–2006

A researcher in the Science corpus: 6 papers; trusts 9 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Willa W. Chen trusts overall

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

  1. Peter M. Robinson
  2. Clifford M. Hurvich
  3. Carlos Velasco
  4. Rohit S. Deo
  5. Jerry A. Hausman
  6. J. Hualde
  7. Domenico Marinucci
  8. Yoshihiro Yajima
  9. Tim Bollerslev
  10. Efstathios Paparoditis

Who trusts Willa W. Chen overall

  1. Morten Ørregaard Nielsen
  2. Katsumi Shimotsu
  3. Xiaofeng Shao
  4. Peter M. Robinson
  5. Clifford M. Hurvich
  6. Jae Hyun Kim
  7. Rongmao Zhang
  8. Bent Jesper Christensen
  9. J. Hualde
  10. Abul Shamsuddin

Papers from Willa W. Chen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Semiparametric fractional cointegration analysis
  3. On a measure of lack of fit in time series models
  4. Spectral tests of the martingale hypothesis under conditional heteroscedasticity
  5. Matrix Differential Calculus with Applications in Statistics and Econometrics
  6. Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
  7. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  8. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  9. Specification tests in econometrics
  10. Semiparametric Estimation of Multivariate Fractional Cointegration

Their papers