Hui Wang

Finance · with Pan · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #9,444 of 10,518 by trust here, #7,575 by citations
• Statistics and Probability — 8 citations into it
• Economics and Econometrics — 7 citations into it; #20,770 of 23,481 by trust here, #21,405 by citations

Whom Hui Wang trusts overall

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

1. Peter Hall
2. Robert F. Engle
3. Tina Hviid Rydberg
4. Qiwei Yao
5. Thomas Mikosch
6. Liang Peng
7. Anders Rahbek
8. S. T. Jensen

Who trusts Hui Wang overall

1. Oliver B. Linton

Papers from Hui Wang's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Least absolute deviations estimation for ARCH and GARCH models
4. Martingale Limit Theory and Its Application
5. Inference in ARCH and GARCH models with heavy-tailed errors
6. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes
7. Asymptotics for minimisers of convex processes
8. Convergence of stochastic processes
9. Review: P. Billingsley, Convergence of probability measures
10. Whittle estimation in a heavy-tailed GARCH(1,1) model

Their papers

• WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (2007) — 55 citations
• ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (2009) — 79 citations