Wenjun Feng
Economics and Econometrics · 2017–2018
A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 27 citations into it
- Finance — 19 citations into it
- Information Systems — 14 citations into it
- Management Science and Operations Research — 7 citations into it
Whom Wenjun Feng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- A. H. Dyhrberg
- Zhengjun Zhang
- Eric R. Ziegel
- Andrew Urquhart
- Ruey S. Tsay
- F. Longin
- Alexander J. McNeil
- Joerg Osterrieder
- Ser-Huang Poon
- Elie Bouri
Who trusts Wenjun Feng overall
Papers from Wenjun Feng's perspective
Ordered by how strongly the researchers Wenjun Feng trusts endorse each paper. Same corpus, a different order for every researcher.
- What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (PLoS ONE)
- The economics of BitCoin price formation
- Hedging capabilities of bitcoin. Is it the virtual gold
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The inefficiency of Bitcoin
- Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
- Analysis of Financial Time Series
- Portfolio Selection
- Price Fluctuations and the Use of Bitcoin: An Empirical Inquiry (International Journal of Electronic Commerce)
Their papers
- Can cryptocurrencies be a safe haven: a tail risk perspective analysis (2018) — 181 citations
- Informed trading in the Bitcoin market (2017) — 173 citations