Chih-Chiang Hsu

Economics and Econometrics · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Chih-Chiang Hsu trusts overall

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

  1. Lingfang Hu
  2. Andrew J. Patton
  3. Söhnke M. Bartram
  4. Stephen J. Taylor
  5. Umberto Cherubini
  6. Robert F. Engle

Who trusts Chih-Chiang Hsu overall

  1. Philipp Heimberger

Papers from Chih-Chiang Hsu's perspective

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

  1. An Introduction to Copulas
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Dependence patterns across financial markets: a mixed copula approach
  4. The Euro and European Financial Market Dependence
  5. Copula Methods in Finance: Cherubini/Copula
  6. Extreme Correlation of International Equity Markets
  7. On Default Correlation: A Copula Function Approach
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. Large sample estimation and hypothesis testing

Their papers