Yanhui Liu

Economics and Econometrics · with Hong · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Yanhui Liu trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Clive W. J. Granger
  4. Torben G. Andersen
  5. Victor Chernozhukov
  6. F. Longin
  7. Yongmiao Hong

Who trusts Yanhui Liu overall

  1. Victor Troster
  2. Ali Shojaie
  3. Limin Du
  4. Gangjin Wang
  5. Chia-Chang Chuang

Papers from Yanhui Liu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Extreme Correlation of International Equity Markets
  4. Intraday periodicity and volatility persistence in financial markets
  5. From value at risk to stress testing : The extreme value approach Franc ß ois
  6. Conditional value-at-risk: Aspects of modeling and estimation
  7. Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate (Journal of Financial and Quantitative Analysis)
  8. Modelling Extremal Events for Insurance and Finance
  9. A New Approach to Measuring Financial Contagion
  10. Investigating causal relations by econometric models and cross-spectral methods

Their papers