Yuwei Zhao

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yuwei Zhao trusts overall

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

  1. Richard A. Davis
  2. Thomas Mikosch
  3. Tim Bollerslev
  4. Sidney I. Resnick
  5. Bojan Basrak
  6. Laurens de Haan
  7. Zakhar Kabluchko

Papers from Yuwei Zhao's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Regular variation of GARCH processes
  3. Extreme value theory : an introduction
  4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  5. The extremogram: a correlogram for extreme events
  6. Regularly varying multivariate time series
  7. Stationary max-stable fields associated to negative definite functions.
  8. Probabilistic Properties of Stochastic Volatility Models
  9. Modelling Extremal Events for Insurance and Finance
  10. The supremum of a negative drift random walk with dependent heavy-tailed steps

Their papers