Lingfang Hu
Finance · 2005–2006
A researcher in the Science corpus: 2 papers; trusts 21 researchers and is trusted by 48 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #543 of 10,518 by trust here, #3,592 by citations
- Economics and Econometrics — 14 citations into it; #1,051 of 23,481 by trust here, #9,060 by citations
Whom Lingfang Hu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- David X. Li
- Svetlozar T. Rachev
- Andrew Ang
- Paul Embrechts
- Robert F. Engle
- Arthur P. Dempster
- Geert Bekaert
- F. Longin
- Thorsten Rheinländer
- Roger B. Nelsen
Who trusts Lingfang Hu overall
- Andrew J. Patton
- Rustam Ibragimov
- Dirk G. Baur
- Christopher Krauss
- Victor H. de la Peña
- C. Schölzel
- Bing-Yue Liu
- Lorán Chollete
- Yongmiao Hong
- Yi-chiuan Wang
Papers from Lingfang Hu's perspective
Ordered by how strongly the researchers Lingfang Hu trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Risk Management: Value at Risk and Beyond
- Fonctions de repartition a n dimensions et leurs marges
- International Asset Allocation With Regime Shifts
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Generalized autoregressive conditional heteroskedasticity
- Extreme Correlation of International Equity Markets
- Beyond Correlation: Extreme Co-movements Between Financial Assets
- An Introduction to Copulas
- Specification tests in econometrics
Their papers
- Dependence patterns across financial markets: a mixed copula approach (2006) — 425 citations
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (2005) — 76 citations