Yu Chang

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 12 citations into it
• Finance — 9 citations into it

Whom Yu Chang trusts overall

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

1. Q. Akram
2. Yufeng Han
3. G. Cifarelli
4. Stelios D. Bekiros

Papers from Yu Chang's perspective

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

1. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
2. Oil prices and exchange rates: Norwegian evidence
3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
4. Asymptotic efficiency of the two-stage estimation method for copula-based models
5. The economic value of volatility timing using “realized” volatility ☆
6. The Euro and European Financial Market Dependence
7. Copula methods in finance
8. Market risk in commodity markets: a VaR approach
9. The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality
10. Modelling dynamic conditional correlations in WTI oil forward and futures returns

Their papers

• The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011) — 261 citations