Wan-Li Zhao

Economics and Econometrics · 2020

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

Subfields

• Economics and Econometrics — 31 citations into it
• Finance — 12 citations into it

Whom Wan-Li Zhao trusts

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

1. Andrew J. Patton (in Economics and Econometrics)

Papers from Wan-Li Zhao's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
3. Dependence patterns across financial markets: a mixed copula approach
4. Dynamic Conditional Correlation
5. Dynamic copula models for multivariate high-frequency data in finance
6. The Impact of Oil Price Shocks on the U.S. Stock Market
7. A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series
8. Generalized autoregressive conditional heteroskedasticity
9. Dependence structure and extreme comovements in international equity and bond markets
10. An Introduction to Copulas

Their papers

• Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2020) — 225 citations