Ying Chen
Economics and Econometrics · with Härdle · 2005–2017
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it
- Finance — 6 citations into it
- Statistics and Probability — 6 citations into it
Whom Ying Chen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Xiaohong Chen
- Robert F. Engle
- Tim Bollerslev
- Frédéric Ferraty
- Rafal Weron
- Aapo Hyvärinen
- Xiaotong Shen
- Adam Misiorek
- Philippe Vieu
- Wolfgang Karl Härdle
Who trusts Ying Chen overall
Papers from Ying Chen's perspective
Ordered by how strongly the researchers Ying Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics)
- Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
- Sieve extremum estimates for weakly dependent data
- Value at Risk: The New Benchmark for Managing Financial Risk
- Independent Component Analysis
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Autoregressive Forecasting of Some Functional Climatic Variations
- Risk management based on stochastic volatility
Their papers
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves (2017) — 55 citations
- Nonparametric Risk Management With Generalized Hyperbolic Distributions (2005) — 73 citations