Mingjin Wang

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Mingjin Wang trusts overall

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

  1. Robert F. Engle
  2. R. Weide
  3. Eric R. Ziegel
  4. Denis Pelletier
  5. Christian M. Hafner
  6. Luc Bauwens

Who trusts Mingjin Wang overall

  1. Kun Zhang
  2. David S. Matteson
  3. Jinyuan Chang
  4. Sébastien-Yves Laurent
  5. Diaa Noureldin
  6. Adam J. Rothman
  7. Qiang Xia

Papers from Mingjin Wang's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. GO-GARCH: a multivariate generalized orthogonal GARCH model
  4. Dynamic Conditional Correlation
  5. Regime Switching for Dynamic Correlations
  6. Analysis of Financial Time Series
  7. Inference in ARCH and GARCH models with heavy-tailed errors
  8. Least absolute deviations estimation for ARCH and GARCH models
  9. Multivariate GARCH Models: A Survey
  10. On Adaptive Estimation in Nonstationary Arma Models with Garch Errors

Their papers