Weiping Yang

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 13 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Weiping Yang trusts overall

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

1. Clive W. J. Granger
2. Xiaohong Chen
3. Yongmiao Hong
4. Halbert White
5. Jean-Marie Dufour
6. Huaiyu Zhu
7. Dimitris Nicolas Politis
8. Andrew Ang
9. Yanqin Fan
10. Eric Bouyé

Who trusts Weiping Yang overall

1. Fan Fang

Papers from Weiping Yang's perspective

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

1. A Reality Check for Data Snooping
2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
3. Asymmetric Correlations of Equity Portfolios
4. On Default Correlation: A Copula Function Approach
5. Investigating causal relations by econometric models and cross-spectral methods
6. The stationary bootstrap
7. A test for volatility spillover with application to exchange rates
8. Money, Income, and Causality
9. Second‐Order Noncausality in Multivariate GARCH Processes
10. Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets

Their papers

• Granger-causality in quantiles between financial markets: Using copula approach ☆ (2014) — 56 citations