Xian Wang

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #4,104 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 8 citations into it; #5,357 of 12,932 by trust here, #10,275 by citations

Whom Xian Wang trusts overall

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

1. Zongwu Cai
2. Olivier Scaillet
3. S. Chen
4. Victor Chernozhukov
5. Ram C. Tiwari
6. Cheng Yong Tang
7. Len Umantsev

Who trusts Xian Wang overall

1. M. Nieto
2. Vladimir Spokoiny
3. Carlos Martins-Filho
4. Esther Ruiz

Papers from Xian Wang's perspective

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

1. Value at Risk: The New Benchmark for Managing Financial Risk
2. Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
3. Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
4. Conditional value-at-risk: Aspects of modeling and estimation
5. Optimization of conditional value-at risk
6. Application of a local linear autoregressive model to BOD time series
7. Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
8. Weighted Nadaraya–Watson regression estimation
9. Trending time-varying coefficient time series models with serially correlated errors
10. Nonparametric Estimation of Expected Shortfall

Their papers

• Nonparametric estimation of conditional VaR and expected shortfall (2008) — 133 citations